Zobrazeno 1 - 10
of 115
pro vyhledávání: '"DI NARDO, Elvira"'
Publikováno v:
International journal of Climatology 2024
In this paper, an analysis of hourly air temperatures in four groups of 32 stations of the UK highland (five stations), UK lowland (four stations), Italian highland (eleven stations), and Italian lowland (twelve stations) at various altitudes was con
Externí odkaz:
http://arxiv.org/abs/2410.20726
This paper presents a statistical analysis of air temperature data from 32 stations in Italy and the UK up to 2000 m above sea level, from 2002 to 2021. The data came from both highland and lowland areas, in order to evaluate both the differences due
Externí odkaz:
http://arxiv.org/abs/2409.17732
Autor:
Baiamonte, Giorgio, Agnese, Carmelo, Cammalleri, Carmelo, Di Nardo, Elvira, Ferraris, Stefano, Martini, Tommaso
The modelling of the occurrence of rainfall dry and wet spells (ds and ws, respectively) can be jointly conveyed using the inter-arrival times (it). While the modelling of it has the advantage of requiring a single fitting for the description of all
Externí odkaz:
http://arxiv.org/abs/2402.02016
In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized Laguerre polyn
Externí odkaz:
http://arxiv.org/abs/2402.00833
Autor:
Di Nardo, Elvira, Guarino, Giuseppe
This note introduces a code snippet in R aiming to generate necklaces as well as bracelets. Among various uses, necklaces are useful tools to manage traces of products of random matrices. Functionality for necklaces and bracelets is provided with som
Externí odkaz:
http://arxiv.org/abs/2208.06855
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and iteratively lo
Externí odkaz:
http://arxiv.org/abs/2206.02137
Publikováno v:
Fractional Calculus and Applied Analysis, Vol. 24 (1), 112-136, 2021
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed random var
Externí odkaz:
http://arxiv.org/abs/2101.04481
Autor:
Di Nardo, Elvira, D'Onofrio, Giuseppe
The paper focuses on an approximation of the first passage time probability density function of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial approximation. The feasibility of the method relies on closed form formulae
Externí odkaz:
http://arxiv.org/abs/2006.12073
Multivariate subordinated L\'evy processes are widely employed in finance for modeling multivariate asset returns. We propose to exploit non-linear dependence among financial assets through multivariate cumulants of these processes, for which we prov
Externí odkaz:
http://arxiv.org/abs/2004.03933
Publikováno v:
Statistical Papers, 2021
Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard Poisson distr
Externí odkaz:
http://arxiv.org/abs/2001.08912