ARMILLOTTA, MIRKO
ARMILLOTTA, MIRKO
Dipartimento di Economia e Finanza
An Overview of ARMA-Like Models for Count and Binary Data
2023-01-01 Armillotta, M; Luati, A; Lupparelli, M
Bootstrapping Network Autoregressive Models for Testing Linearity
2023-01-01 Armillotta, M; Fokianos, K; Krikidis, I
Copula tensor count autoregressions for modeling multidimensional integer-valued time series
2025-01-01 Armillotta, M; Paolo, G; Andre, L
Count network autoregression
2024-01-01 Armillotta, M; Fokianos, K
Generalized Linear Models Network Autoregression
2022-01-01 Armillotta, M; Fokianos, K; Krikidis, I
Inference for Network Count Time Series with the R Package PNAR
2023-01-01 Armillotta, M; Tsagris, M; Fokianos, K
Nonlinear Network Autoregression
2023-01-01 Armillotta, M; Fokianos, K
Observation-driven models for discrete-valued time series
2022-01-01 Armillotta, M; Luati, A; Lupparelli, M
Observation-driven models for storm counts
2020-01-01 Armillotta, M; Luati, A; Lupparelli, M
On the Estimation of INAR Models with Pseudo-Variance Quasi-Maximum Likelihood
2025-01-01 Armillotta, M; Gorgi, P
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
2024-01-01 Armillotta, M; Gorgi, P
Stationarity of a general class of observation driven models for discrete valued processes
2019-01-01 Armillotta, M; Luati, A; Lupparelli, M
Two-stage weighted least squares estimator of multivariate conditional mean observation-driven time series models
2023-01-01 Armillotta, M
Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
2025-01-01 Armillotta, M
Unveiling Venice's hotels competition networks from dynamic pricing digital market
2024-01-01 Armillotta, M; Fokianos, K; Guizzardi, A