6 citations · 7 across the 5 of their papers we have counts for
5 papers
Estimating causal effects of customer satisfaction on downstream metrics in a multi-queue contact center
Sebastián Orellana, Leandro Magga, Paolo Gorgi +2
Contact centers are crucial in shaping customer experience, especially in industries like airlines where they significantly influence brand perception and satisfaction. Despite the…
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Mirko Armillotta, Paolo Gorgi
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The pro…
BNB autoregressions for modeling integer-valued time series with extreme observations
Paolo Gorgi
This article introduces a general class of heavy-tailed autoregressions for modeling integer-valued time series with outliers. The proposed specification is based on a heavy-tailed…
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models
F Blasques, P Gorgi, S Koopman +1
Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood a…
Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation
Paolo Gorgi
A new class of integer-valued autoregressive models with dynamic survival probability is proposed. The peculiarity of this class of models lies on the specification of the survival…