Concepedia

Alessandra Luati

AL

Statistics

Publications

18

Citations

428

H-Index

12

Active since

2002

Affiliations

University of Bologna(Current)

University of Rome Tor Vergata

Imperial College London

University of Cambridge

Aarhus University

Alessandra Luati is an author at University of Bologna specializing in time series analysis, natural sciences, and stochastic processes.

ORCID

Publications per year

2002–2023

18

Publications

18

Filtering With Heavy Tails

Andrew Harvey, Alessandra Luati · Journal of the American Statistical Association · 2014 · 157 citations

, , +15

Hyper-spherical and elliptical stochastic cycles

Alessandra Luati, Tommaso Proietti · Journal of Time Series Analysis · 2010 · 31 citations

, , +3

On the optimality of score-driven models

Christopher S. A. Lauria, Alessandra Luati · Biometrika · 2023 · 26 citations · Full text

, , +16

Robust time series models with trend and seasonal components

Michele Caivano, Andrew Harvey, Alessandra Luati · SERIEs · 2015 · 23 citations · Full text

, , +16

Global and local statistical properties of fixed-length nonparametric smoothers

Estela Bee Dagum, Alessandra Luati · Statistical Methods & Applications · 2002 · 18 citations

, , +6

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