42 citations · 241 across the 27 of their papers we have counts for
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A model based on the fractional Brownian motion for the temperature fluctuation in the Campi Flegrei caldera
A. Di Crescenzo, B. Martinucci, V. Mustaro
The aim of this research is to identify an efficient model to describe the fluctuations around the trend of the soil temperatures monitored in the volcanic caldera of the Campi Fle…
Weighted mean inactivity time function with applications
Antonio Di Crescenzo, Abdolsaeed Toomaj
The concept of mean inactivity time plays a crucial role in reliability, risk theory and life testing. In this regard, we introduce a weighted mean inactivity time function by cons…
Piecewise linear processes with Poisson-modulated exponential switching times
Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov
We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this proces…
Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
Antonio Di Crescenzo, Luca Paolillo, Alfonso Suarez-Llorens
Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of a…