Munich Personal RePEc Archive

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Number of items: 6.

30 May 2008

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.

10 November 2008

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

11 May 2009

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

1 June 2009

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

19 April 2011

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

19 March 2013

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

This list was generated on Thu Oct 22 12:15:15 2020 CEST.
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