Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Giovanni De Luca

Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models

SSRN Electronic Journal

English

Related publications

A Tutorial on Estimating Time-Varying Vector Autoregressive Models

Multivariate Behavioral Research

Cognitive Psychology

English

Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach

Journal of the American Statistical Association

English

Semiparametric Autoregressive Conditional Proportional Hazard Models

SSRN Electronic Journal

English

Fitting Conditional and Simultaneous Autoregressive Spatial Models in HGLM

Numerical Analysis

English

Wavelet Based Time-Varying Vector Autoregressive Modelling

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

Root Tracking Using Time-Varying Autoregressive Moving Average Models and Sigma-Point Kalman Filters

Eurasip Journal on Advances in Signal Processing

Electronic Engineering

Signal Processing

English

Autoregressive Conditional Kurtosis

Journal of Financial Econometrics

English

Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean

Journal of Time Series Analysis

Applied Mathematics

English