| Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw | Econometrics and statistics | | | 2024 | 107 | 0 |
|
| On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective | Statistical science | | | 2023 | 421 | 1 |
|
| A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data | | | | 2022 | 98 | 117 |
|
| Saddlepoint approximations for spatial panel data models | | | | 2021 | 88 | 397 |
|
| Saddlepoint Approximations for Spatial Panel Data Models | Journal of the American Statistical Association | | | 2021 | 102 | 465 |
|
| A higher-order correct fast moving-average bootstrap for dependent data | | | | 2020 | 332 | 270 |
|
| Saddlepoint approximations for spatial panel data models | | | | 2020 | 389 | 532 |
|
| A simple R-estimation method for semiparametric duration models | Journal of Econometrics | | | 2020 | 372 | 499 |
|
| Saddlepoint approximations for short and long memory time series: a frequency domain approach | Journal of Econometrics | | | 2019 | 371 | 8 |
|
| R-estimation in semiparametric dynamic location-scale models | Journal of econometrics | | | 2017 | 748 | 2 |
|
| Saddlepoint approximations in the frequency domain | | | | 2016 | 670 | 22 |
|
| Stable Asymptotics for M-estimators | International statistical review | | | 2015 | 650 | 1,100 |
|
| Robust heart rate variability analysis by generalized entropy minimization | Computational statistics & data analysis | | | 2015 | 636 | 10 |
|
| Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models | | | | 2014 | 638 | 189 |
|
| Realizing smiles: Options pricing with realized volatility | Journal of financial economics | | | 2013 | 600 | 1 |
|
| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | | | 2012 | 799 | 0 |
|
| On robust estimation via pseudo-additive information | Biometrika | | | 2012 | 592 | 0 |
|
| Realizing smiles: options pricing with realized volatility | | | | 2011 | 744 | 995 |
|
| Contributions to robustness theory | | | | 2011 | 1,097 | 1,033 |
|
| Realizing smiles: options pricing with realized volatility | Journal of financial economics | | | 2011 | 950 | 2,174 |
|
| Infinitesimal robustness for diffusions | Journal of the American Statistical Association | | | 2010 | 545 | 4 |
|
| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 628 | 642 |
|
| Options pricing with realized volatility | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 695 | 743 |
|
| A fully parametric approach to minimum power-divergence estimation | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 670 | 304 |
|
| Infinitesimal robustness for diffusions | | | | 2008 | 743 | 455 |
|
| Infinitesimal robustness for diffusions | | | | 2008 | 756 | 183 |
|
| Robust martingale estimating functions for discretely observed diffusion processes. Thèse de doctorat : Università commerciale Luigi Bocconi | | | | 2007 | 1,080 | 432 |
|
