Zobrazeno 1 - 10
of 274
pro vyhledávání: '"Di Nardo E"'
Autor:
Di Nardo, E., Guarino, G.
Publikováno v:
(2022) The R Journal
kStatistics is a package in R that serves as a unified framework for estimating univariate and multivariate cumulants as well as products of univariate and multivariate cumulants of a random sample, using unbiased estimators with minimum variance. Th
Externí odkaz:
http://arxiv.org/abs/2206.15348
Publikováno v:
BioSystems (2002) 67, 27-34
The input-output behaviour of the Wiener neuronal model subject to alternating input is studied under the assumption that the effect of such an input is to make the drift itself of an alternating type. Firing densities and related statistics are obta
Externí odkaz:
http://arxiv.org/abs/2102.00002
Publikováno v:
Meth. Comp. In Applied Probab. (2005) 7, 161--181
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by an altern
Externí odkaz:
http://arxiv.org/abs/2101.11578
Autor:
Di Nardo, E.
Publikováno v:
Journal of Statistical Computation & Simulation (2005), vol. 75, 437--445
This article describes a new Monte Carlo method for the evaluation of the orthant probabilities by sampling first passage times of a non-singular Gaussian discrete time-series across an absorbing boundary. This procedure makes use of a simulation of
Externí odkaz:
http://arxiv.org/abs/2101.10583
Autor:
Di Nardo, E., Senato, D.
Publikováno v:
Jour. Statist. Plann. Inference (2012), 142(2), 423--429
A symbolic method for solving linear recurrences of combinatorial and statistical interest is introduced. This method essentially relies on a representation of polynomial sequences as moments of a symbol that looks as the framework of a random variab
Externí odkaz:
http://arxiv.org/abs/2101.08725
Autor:
Di Nardo, E.
Publikováno v:
Journal Multivariate Analysis, vol. 179, September (2020)
Hypergeometric functions and zonal polynomials are the tools usually addressed in the literature to deal with the expected value of the elementary symmetric functions in non-central Wishart latent roots. The method here proposed recovers the expected
Externí odkaz:
http://arxiv.org/abs/2005.10993
Autor:
Di Nardo, E., Simone, R.
In line with the increasing attention paid to deal with uncertainty in ordinal data models, we propose to combine Fuzzy models with \cub models within questionnaire analysis. In particular, the focus will be on \cub models' uncertainty parameter and
Externí odkaz:
http://arxiv.org/abs/1606.06521
Autor:
Di Nardo, E.
Publikováno v:
Journal of Algebraic Statistics (2016)
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending on what i
Externí odkaz:
http://arxiv.org/abs/1606.01004
Autor:
Di Nardo, E., Oliva, I.
Publikováno v:
Math. Methods Econ. Finance (2013)
By means of a symbolic method, in this paper we introduce a new family of multivariate polynomials such that multivariate L\'evy processes can be dealt with as they were martingales. In the univariate case, this family of polynomials is known as time
Externí odkaz:
http://arxiv.org/abs/1310.4254
Autor:
Di Nardo, E., Oliva, I.
Publikováno v:
Communications in Statistics - Theory and Methods (2013),42:21, 3974-3988
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to L\'evy processes: the Kailath-Segall and the time-space harmonic polynomials. We provide the Kailath-Segall
Externí odkaz:
http://arxiv.org/abs/1310.4005