| Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw | Econometrics and statistics |  | | 2024 | 103 | 0 |
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| On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective | Statistical science |  | | 2023 | 416 | 1 |
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| A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data | |  | | 2022 | 94 | 113 |
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| Saddlepoint approximations for spatial panel data models | | | | 2021 | 82 | 253 |
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| Saddlepoint Approximations for Spatial Panel Data Models | Journal of the American Statistical Association | | | 2021 | 97 | 376 |
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| A higher-order correct fast moving-average bootstrap for dependent data | | | | 2020 | 327 | 256 |
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| Saddlepoint approximations for spatial panel data models | | | | 2020 | 383 | 488 |
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| A simple R-estimation method for semiparametric duration models | Journal of Econometrics | | | 2020 | 367 | 480 |
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| Saddlepoint approximations for short and long memory time series: a frequency domain approach | Journal of Econometrics | | | 2019 | 366 | 8 |
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| R-estimation in semiparametric dynamic location-scale models | Journal of econometrics | | | 2017 | 742 | 2 |
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| Saddlepoint approximations in the frequency domain | | | | 2016 | 663 | 22 |
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| Stable Asymptotics for M-estimators | International statistical review | | | 2015 | 643 | 949 |
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| Robust heart rate variability analysis by generalized entropy minimization | Computational statistics & data analysis | | | 2015 | 629 | 10 |
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| Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models | | | | 2014 | 631 | 174 |
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| Realizing smiles: Options pricing with realized volatility | Journal of financial economics | | | 2013 | 594 | 1 |
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| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | | | 2012 | 792 | 0 |
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| On robust estimation via pseudo-additive information | Biometrika | | | 2012 | 586 | 0 |
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| Realizing smiles: options pricing with realized volatility | | | | 2011 | 737 | 931 |
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| Contributions to robustness theory | | | | 2011 | 1,083 | 798 |
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| Realizing smiles: options pricing with realized volatility | Journal of financial economics | | | 2011 | 943 | 1,965 |
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| Infinitesimal robustness for diffusions | Journal of the American Statistical Association | | | 2010 | 538 | 4 |
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| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 620 | 521 |
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| Options pricing with realized volatility | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 689 | 547 |
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| A fully parametric approach to minimum power-divergence estimation | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 664 | 281 |
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| Infinitesimal robustness for diffusions | | | | 2008 | 736 | 439 |
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| Infinitesimal robustness for diffusions | | | | 2008 | 749 | 178 |
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| Robust martingale estimating functions for discretely observed diffusion processes. Thèse de doctorat : Università commerciale Luigi Bocconi | | | | 2007 | 1,066 | 406 |
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