Enregistré dans:
| Auteurs principaux: | Otranto, Edoardo, Domianello, Luca Scaffidi |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2601.16837 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Clustering Methods for Identifying and Modelling Areas with Similar Temperature Variations
par: Otranto, Edoardo
Publié: (2026)
par: Otranto, Edoardo
Publié: (2026)
Volatility Spillovers in China's Real Estate Crisis: A Network Approach
par: Manso, Julia
Publié: (2026)
par: Manso, Julia
Publié: (2026)
Exponential Spatiotemporal GARCH Model with Asymmetric Volatility Spillovers
par: Chrisko, Ariane Nidelle Meli, et autres
Publié: (2025)
par: Chrisko, Ariane Nidelle Meli, et autres
Publié: (2025)
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
par: Lütkepohl, Helmut, et autres
Publié: (2024)
par: Lütkepohl, Helmut, et autres
Publié: (2024)
Modeling Animal Communication Using Multivariate Hawkes Processes with Additive Excitation and Multiplicative Inhibition
par: Kang, Bokgyeong, et autres
Publié: (2026)
par: Kang, Bokgyeong, et autres
Publié: (2026)
Multivariable Bidirectional Mendelian Randomization via Bayesian Directed Cyclic Graphical Models with Correlated Errors
par: Sarkar, Bitan, et autres
Publié: (2025)
par: Sarkar, Bitan, et autres
Publié: (2025)
A Data-Parsimonious Model for Long-Term Risk Assessments of West Nile Virus Spillover
par: Hosseini, Saman, et autres
Publié: (2025)
par: Hosseini, Saman, et autres
Publié: (2025)
A Matrix-Variate Log-Normal Model for Covariance Matrices
par: Otranto, Edoardo
Publié: (2026)
par: Otranto, Edoardo
Publié: (2026)
Probabilistic Assessment of West Nile Virus Spillover Risk Using a Compartmental Mechanistic Model
par: Hosseini, Saman, et autres
Publié: (2025)
par: Hosseini, Saman, et autres
Publié: (2025)
On a Semiparametric Stochastic Volatility Model
par: Feng, Yudong, et autres
Publié: (2025)
par: Feng, Yudong, et autres
Publié: (2025)
Finite-Sample Valid Randomization Tests for Monotone Spillover Effects
par: Huang, Shunzhuang, et autres
Publié: (2025)
par: Huang, Shunzhuang, et autres
Publié: (2025)
Likelihood-Free Inference for Multivariate Generalized Pareto Models
par: Aka, Samira, et autres
Publié: (2026)
par: Aka, Samira, et autres
Publié: (2026)
Local False Sign Rate and the Role of Prior Covariance Rank in Multivariate Empirical Bayes Multiple Testing
par: Xie, Dongyue
Publié: (2025)
par: Xie, Dongyue
Publié: (2025)
Prior Smoothing for Multivariate Disease Mapping Models
par: Retegui, Garazi, et autres
Publié: (2026)
par: Retegui, Garazi, et autres
Publié: (2026)
GNAR-HARX Models for Realised Volatility: Incorporating Exogenous Predictors and Network Effects
par: Nualláin, Tom Ó
Publié: (2025)
par: Nualláin, Tom Ó
Publié: (2025)
A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic
par: Lan, Wenjie
Publié: (2024)
par: Lan, Wenjie
Publié: (2024)
Multivariate MRP
par: Goplerud, Max, et autres
Publié: (2025)
par: Goplerud, Max, et autres
Publié: (2025)
Dynamic social networks based on movement
par: Scharf, Henry R., et autres
Publié: (2015)
par: Scharf, Henry R., et autres
Publié: (2015)
Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
par: Holtz, Bruno E., et autres
Publié: (2025)
par: Holtz, Bruno E., et autres
Publié: (2025)
Scenario Analysis with Multivariate Bayesian Machine Learning Models
par: Pfarrhofer, Michael, et autres
Publié: (2025)
par: Pfarrhofer, Michael, et autres
Publié: (2025)
Inference for Large Scale Regression Models with Dependent Errors
par: Voirol, Lionel, et autres
Publié: (2024)
par: Voirol, Lionel, et autres
Publié: (2024)
A Latent Class Bayesian Model for Multivariate Longitudinal Outcomes with Excess Zeros
par: Chakraborty, Chitradipa, et autres
Publié: (2025)
par: Chakraborty, Chitradipa, et autres
Publié: (2025)
Bayesian Multiple Testing for Suicide Risk in Pharmacoepidemiology: Leveraging Co-Prescription Patterns
par: Sahu, Soumya, et autres
Publié: (2026)
par: Sahu, Soumya, et autres
Publié: (2026)
Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration
par: Wee, Benjamin
Publié: (2024)
par: Wee, Benjamin
Publié: (2024)
Network Modeling of Asynchronous Change-Points in Multivariate Time Series
par: McKee, Carson, et autres
Publié: (2025)
par: McKee, Carson, et autres
Publié: (2025)
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
par: Buriticá, Gloria, et autres
Publié: (2024)
par: Buriticá, Gloria, et autres
Publié: (2024)
A Multivariate Space-Time Dynamic Model for Characterizing the Atmospheric Impacts Following the Mt Pinatubo Eruptio
par: Garrett, Robert, et autres
Publié: (2024)
par: Garrett, Robert, et autres
Publié: (2024)
A Bayesian Framework for Multivariate Differential Analysis
par: Chion, Marie, et autres
Publié: (2023)
par: Chion, Marie, et autres
Publié: (2023)
A Multivariate Multilevel Longitudinal Functional Model for Repeatedly Observed Human Movement Data
par: Gunning, Edward, et autres
Publié: (2024)
par: Gunning, Edward, et autres
Publié: (2024)
Functional-Coefficient Models for Multivariate Time Series in Designed Experiments: with Applications to Brain Signals
par: Redondo, Paolo Victor, et autres
Publié: (2022)
par: Redondo, Paolo Victor, et autres
Publié: (2022)
Bayesian Multivariate Track Geometry Degradation Modelling and its use in Condition-Based Inspection
par: Truong-Ba, Huy, et autres
Publié: (2023)
par: Truong-Ba, Huy, et autres
Publié: (2023)
Exit Spillovers of Foreign-invested Enterprises in Shenzhen's Electronics Manufacturing Industry
par: Zhang, Hanqiao
Publié: (2024)
par: Zhang, Hanqiao
Publié: (2024)
Optimal Stock Portfolio Selection with a Multivariate Hidden Markov Model
par: Majumder, Reetam, et autres
Publié: (2024)
par: Majumder, Reetam, et autres
Publié: (2024)
Multivariate Spatio-temporal Modelling for Completing Cancer Registries and Forecasting Incidence
par: Retegui, Garazi, et autres
Publié: (2025)
par: Retegui, Garazi, et autres
Publié: (2025)
A Bayesian circular mixed-effects model for explaining variability in directional movement in American football
par: Nguyen, Quang, et autres
Publié: (2025)
par: Nguyen, Quang, et autres
Publié: (2025)
Spillovers and Effect Attenuation in Firearm Policy Research in the United States
par: Kennedy-Shaffer, Lee, et autres
Publié: (2025)
par: Kennedy-Shaffer, Lee, et autres
Publié: (2025)
Variance Stabilizing Transformations for Electricity Price Forecasting in Periods of Increased Volatility
par: Uniejewski, Bartosz
Publié: (2025)
par: Uniejewski, Bartosz
Publié: (2025)
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
par: Barick, Sourojyoti, et autres
Publié: (2025)
par: Barick, Sourojyoti, et autres
Publié: (2025)
Analyzing animal movement using deep learning
par: Fronville, Thibault, et autres
Publié: (2026)
par: Fronville, Thibault, et autres
Publié: (2026)
A Blockwise Mixed Membership Model for Multivariate Longitudinal Data: Discovering Clinical Heterogeneity and Identifying Parkinson's Disease Subtypes
par: Kang, Kai, et autres
Publié: (2024)
par: Kang, Kai, et autres
Publié: (2024)
Documents similaires
-
Clustering Methods for Identifying and Modelling Areas with Similar Temperature Variations
par: Otranto, Edoardo
Publié: (2026) -
Volatility Spillovers in China's Real Estate Crisis: A Network Approach
par: Manso, Julia
Publié: (2026) -
Exponential Spatiotemporal GARCH Model with Asymmetric Volatility Spillovers
par: Chrisko, Ariane Nidelle Meli, et autres
Publié: (2025) -
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
par: Lütkepohl, Helmut, et autres
Publié: (2024) -
Modeling Animal Communication Using Multivariate Hawkes Processes with Additive Excitation and Multiplicative Inhibition
par: Kang, Bokgyeong, et autres
Publié: (2026)