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 | 97 | 0 | ||
| On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective | Statistical science |  | 2023 | 414 | 1 | ||
| A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data |  | 2022 | 92 | 106 | |||
| Saddlepoint approximations for spatial panel data models | | 2021 | 80 | 199 | |||
| Saddlepoint Approximations for Spatial Panel Data Models | Journal of the American Statistical Association | | 2021 | 95 | 310 | ||
| A higher-order correct fast moving-average bootstrap for dependent data | | 2020 | 325 | 246 | |||
| Saddlepoint approximations for spatial panel data models | | 2020 | 381 | 448 | |||
| A simple R-estimation method for semiparametric duration models | Journal of Econometrics | | 2020 | 365 | 471 | ||
| Saddlepoint approximations for short and long memory time series: a frequency domain approach | Journal of Econometrics | | 2019 | 364 | 8 | ||
| R-estimation in semiparametric dynamic location-scale models | Journal of econometrics | | 2017 | 740 | 2 | ||
| Saddlepoint approximations in the frequency domain | | 2016 | 661 | 22 | |||
| Stable Asymptotics for M-estimators | International statistical review | | 2015 | 641 | 777 | ||
| Robust heart rate variability analysis by generalized entropy minimization | Computational statistics & data analysis | | 2015 | 627 | 10 | ||
| Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models | | 2014 | 629 | 140 | |||
| Realizing smiles: Options pricing with realized volatility | Journal of financial economics | | 2013 | 592 | 1 | ||
| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | | 2012 | 790 | 0 | ||
| On robust estimation via pseudo-additive information | Biometrika | | 2012 | 584 | 0 | ||
| Realizing smiles: options pricing with realized volatility | | 2011 | 735 | 884 | |||
| Contributions to robustness theory | | 2011 | 1,064 | 636 | |||
| Realizing smiles: options pricing with realized volatility | Journal of financial economics | | 2011 | 941 | 1,794 | ||
| Infinitesimal robustness for diffusions | Journal of the American Statistical Association | | 2010 | 536 | 4 | ||
| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 618 | 444 | ||
| Options pricing with realized volatility | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 687 | 513 | ||
| A fully parametric approach to minimum power-divergence estimation | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 662 | 232 | ||
| Infinitesimal robustness for diffusions | | 2008 | 734 | 435 | |||
| Infinitesimal robustness for diffusions | | 2008 | 747 | 177 | |||
| Robust martingale estimating functions for discretely observed diffusion processes. Thèse de doctorat : Università commerciale Luigi Bocconi | | 2007 | 1,049 | 365 |
