Lucia Falconi

activity

20202025

most citedDistributionally Robust LQG control under Distributed Uncertainty

1 citations · 1 across the 4 of their papers we have counts for

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math.ST2022

Hidden Factor estimation in Dynamic Generalized Factor Analysis Models

Giorgio Picci, Lucia Falconi, Augusto Ferrante +1

This paper deals with the estimation of the hidden factor in Dynamic Generalized Factor Analysis via a generalization of Kalman filtering. Asymptotic consistency is discussed and i…

math.ST2022

Mean-square consistency of the $f$ -truncated $M^{2}$ -periodogram

Lucia Falconi, Augusto Ferrante, Mattia Zorzi

The paper deals with the problem of estimating the M $^{2}$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propo…

Hidden Factor estimation in Dynamic Generalized Factor Analysis Models

Mean-square consistency of the f-truncated M2-periodogram

Mean-square consistency of the $f$ -truncated $M^{2}$ -periodogram