4 citations · 6 across the 7 of their papers we have counts for
7 papers
Estimation of Lévy-driven CARMA models under renewal sampling
Frank Bosserhoff, Giacomo Francisci, Robert Stelzer
Continuous-time autoregressive and moving average (CARMA) models are extensively used to model high-frequency and irregularly sampled data. We study Whittle estimation for the mode…
Central subspace data depth
Giacomo Francisci, Claudio Agostinelli
Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to…
Functional limit laws for the intensity measure of point processes and applications
Giacomo Francisci, Anand N. Vidyashankar
Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity me…
Branching Processes in Random Environments with Thresholds
Giacomo Francisci, Anand N. Vidyashankar
Motivated by applications to COVID dynamics, we describe a branching process in random environments model whose characteristics change when crossing upper and lower thres…
Statistical depth in abstract metric spaces
Gery Geenens, Alicia Nieto-Reyes, Giacomo Francisci
The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which i…
Analytical and statistical properties of local depth functions motivated by clustering applications
Giacomo Francisci, Claudio Agostinelli, Alicia Nieto-Reyes +1
Local general depth () functions are used for describing the local geometric features and mode(s) in multivariate distributions. In this paper, we undertake a rigorous systema…
Generalization of the simplicial depth: no vanishment outside the convex hull of the distribution support
Giacomo Francisci, Alicia Nieto-Reyes, Claudio Agostinelli
The simplicial depth, like other relevant multivariate statistical data depth functions, vanishes right outside the convex hull of the support of the distribution with respect to w…