8 citations · 9 across the 4 of their papers we have counts for
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stat.ME2024
On the use of the cumulant generating function for inference on time series
Alban Moor, Davide La Vecchia, Elvezio Ronchetti
We introduce innovative inference procedures for analyzing time series data. Our methodology enables density approximation and composite hypothesis testing based on Whittle's estim…
stat.ME2023★ 1 cited
General Spatio-Temporal Factor Models for High-Dimensional Random Fields on a Lattice
Matteo Barigozzi, Davide La Vecchia, Hang Liu
Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for -dimensional random fields observed across a…