DL
La Vecchia, Davide
| Title | Published in | Access level | OA Policy | Year | Views | Downloads | |
|---|---|---|---|---|---|---|---|
| Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw | Econometrics and statistics |  | 2024 | 83 | 0 | ||
| On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective | Statistical science |  | 2023 | 407 | 1 | ||
| A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data |  | 2022 | 88 | 74 | |||
| Saddlepoint approximations for spatial panel data models | | 2021 | 75 | 77 | |||
| Saddlepoint Approximations for Spatial Panel Data Models | Journal of the American Statistical Association | | 2021 | 81 | 148 | ||
| A higher-order correct fast moving-average bootstrap for dependent data | | 2020 | 317 | 217 | |||
| Saddlepoint approximations for spatial panel data models | | 2020 | 374 | 384 | |||
| A simple R-estimation method for semiparametric duration models | Journal of Econometrics | | 2020 | 359 | 325 | ||
| Saddlepoint approximations for short and long memory time series: a frequency domain approach | Journal of Econometrics | | 2019 | 356 | 8 | ||
| R-estimation in semiparametric dynamic location-scale models | Journal of econometrics | | 2017 | 732 | 2 | ||
| Saddlepoint approximations in the frequency domain | | 2016 | 657 | 22 | |||
| Stable Asymptotics for M-estimators | International statistical review | | 2015 | 634 | 366 | ||
| Robust heart rate variability analysis by generalized entropy minimization | Computational statistics & data analysis | | 2015 | 618 | 10 | ||
| Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models | | 2014 | 623 | 134 | |||
| Realizing smiles: Options pricing with realized volatility | Journal of financial economics | | 2013 | 587 | 1 | ||
| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | | 2012 | 784 | 0 | ||
| On robust estimation via pseudo-additive information | Biometrika | | 2012 | 575 | 0 | ||
| Realizing smiles: options pricing with realized volatility | | 2011 | 724 | 655 | |||
| Contributions to robustness theory | | 2011 | 985 | 348 | |||
| Realizing smiles: options pricing with realized volatility | Journal of financial economics | | 2011 | 928 | 770 | ||
| Infinitesimal robustness for diffusions | Journal of the American Statistical Association | | 2010 | 532 | 4 | ||
| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 614 | 198 | ||
| Options pricing with realized volatility | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 676 | 419 | ||
| A fully parametric approach to minimum power-divergence estimation | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 653 | 151 | ||
| Infinitesimal robustness for diffusions | | 2008 | 730 | 406 | |||
| Infinitesimal robustness for diffusions | | 2008 | 740 | 167 | |||
| Robust martingale estimating functions for discretely observed diffusion processes. Thèse de doctorat : Università commerciale Luigi Bocconi | | 2007 | 964 | 314 |
