Browse by Authors

8910

Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing.

11502

Luati, Alessandra and Proietti, Tommaso (2008): On the Spectral Properties of Matrices Associated with Trend Filters.

15169

Luati, Alessandra and Proietti, Tommaso (2009): Hyper-spherical and Elliptical Stochastic Cycles.

15510

Proietti, Tommaso and Luati, Alessandra (2009): Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences.

30378

Luati, Alessandra and Proietti, Tommaso and Reale, Marco (2011): The Variance Profile.

45280

Proietti, Tommaso and Luati, Alessandra (2013): The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.