Matteo Grigoletto

发表

Comparing density forecasts of aggregated time series via bootstrap

Matteo Grigoletto, 2015 .

Value-at-Risk Prediction by Higher Moment Dynamics

F. Lisi, Matteo Grigoletto, Francesco Lisi, 2009 .

Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes

C. Provasi, Matteo Grigoletto, 2008 .

Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations

M. Akritas, Matteo Grigoletto, 1999, Biometrics.

A new time-varying model for forecasting long-memory series

Luisa Bisaglia, Matteo Grigoletto, 2020, Statistical Methods & Applications.

Smoothing Sample Extremes with Dynamic Models

Carlo Gaetan, Matteo Grigoletto, C. Gaetan, 2004 .

Weighted transformed hazard anova for censored and truncated data

Matteo Grigoletto, 2002 .

Complex models and computational methods in statistics

Matteo Grigoletto, Francesco Lisi, Sonia Petrone, 2013 .

A hierarchical model for the analysis of spatial rainfall extremes

C. Gaetan, Matteo Grigoletto, 2007 .

Looking for Skewness in Financial Time Series

Matteo Grigoletto, Francesco Lisi, 2009 .

Practical implications of higher moments in risk management

Matteo Grigoletto, Francesco Lisi, Matteo Grigoletto, 2011, Stat. Methods Appl..

Simulation and Estimation of the Meixner Distribution

Matteo Grigoletto, Corrado Provasi, C. Provasi, 2008, Commun. Stat. Simul. Comput..

Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes

Matteo Grigoletto, 1998 .

Bootstrap prediction regions for multivariate autoregressive processes

Matteo Grigoletto, Matteo Grigoletto, 2005, Stat. Methods Appl..

Bootstrap prediction intervals for autoregressions: some alternatives

Matteo Grigoletto, Matteo Grigoletto, 1998 .

A new time-varying model for forecasting long-memory series

Matteo Grigoletto, Luisa Bisaglia, Luisa Bisaglia, 2018, Statistical Methods & Applications.