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researcher

Alberto Lanconelli

38 papers hereh-index 10328 citations73 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author8
  • first author13
  • middle author5
  • last author10

Across the 36 of 38 papers where every author was matched, so the position is known.

fields
  • math.PR33
  • math.ST2
  • cs.LG1
  • math.AP1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedRate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations

5 citations · 19 across the 29 of their papers we have counts for

collaborators
Showing 2023 · math.STShow all

1 paper · 2 filters

math.ST2023

Maximum Likelihood With a Time Varying Parameter

Alberto Lanconelli, Christopher S. A. Lauria

We consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent observations. To this aim, we prop…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.