output
20182026
most citedHow does stock market volatility react to oil shocks?

73 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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stat.ME2022★ 22 cited

Adaptive LASSO estimation for functional hidden dynamic geostatistical model

Paolo Maranzano, Philipp Otto, Alessandro Fassò

We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hidden dynamic geostatistical models (f-HDGM). These models emp…