Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Elvira Di Nardo"'
Publikováno v:
Fractal and Fractional, Vol 6, Iss 9, p 509 (2022)
The Poisson-stopped sum of the Hurwitz–Lerch zeta distribution is proposed as a model for interarrival times and rainfall depths. Theoretical properties and characterizations are investigated in comparison with other two models implemented to perfo
Externí odkaz:
https://doaj.org/article/7edab7abc2424517aaf3722b6a06478f
Autor:
Elvira Di Nardo, Giuseppe D’Onofrio
Publikováno v:
Mathematics, Vol 9, Iss 9, p 956 (2021)
We consider the problem of the first passage time T of an inhomogeneous geometric Brownian motion through a constant threshold, for which only limited results are available in the literature. In the case of a strong positive drift, we get an approxim
Externí odkaz:
https://doaj.org/article/de525f01a9234feda662080a55259d29
Analysis of daily rainfall data, and subsequent modelling of some derived variables concerning rainfall, is fundamental in different areas such as agricultural, ecological, and engineering disciplines. A way of studying the alternance of consecutive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c81e8e1a4fcfc03fbf6d4402fd1ba157
https://doi.org/10.5194/egusphere-egu23-1314
https://doi.org/10.5194/egusphere-egu23-1314
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36f7bb2e9674bf618102b2246b5afcda
http://arxiv.org/abs/2206.02137
http://arxiv.org/abs/2206.02137
Publikováno v:
Statistical Papers. 62:2969-2990
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
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eda5ca12c6c1a2bdf5706c5b6272f91b
https://hdl.handle.net/2318/1766846
https://hdl.handle.net/2318/1766846
Autor:
Giuseppe D'Onofrio, Elvira Di Nardo
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8185765558a322ac44e6fa1b27b6ccf0
http://hdl.handle.net/2318/1761393
http://hdl.handle.net/2318/1761393
Autor:
Elvira Di Nardo
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8ec9afd2b243112a83acdae6cd4f2d8
http://arxiv.org/abs/2005.10993
http://arxiv.org/abs/2005.10993
Autor:
Nicola Piccirillo, Paolo Corradini, Domenico Pastore, Roberta Nuccorini, Giorgina Specchia, Francesco Saraceni, Massimo Martino, Massimo Pini, Sarah Marktel, Andrea Mengarelli, Pietro Pioltelli, Giuseppe Milone, Francesco Zallio, Monica Poiani, Elvira Di Nardo, Saveria Capria, Sara Pasquina Pascale, Tiziana Moscato, Gianluca Gaidano, Immacolata Attolico, Pellegrino Musto, Paolo Perseghin, Francesco Merli, Lucia Farina, Luca Nassi, Martina Chiarucci, Simona Sica, Giuseppe Mele, Jacopo Olivieri, Francesco Lanza, Attilio Olivieri, Fabio Ciceri, Katia Codeluppi
Predicting mobilization failure before it starts may enable patient-tailored strategies. Although consensus criteria for predicted PM (pPM) are available, their predictive performance has never been measured on real data. We retrospectively collected
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dce93f45679ec9d126e8d80ff9b36616
http://hdl.handle.net/2318/1657273
http://hdl.handle.net/2318/1657273
Autor:
Elvira Di Nardo
Publikováno v:
Journal of Algebraic Statistics. 7
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