5 citations · 19 across the 17 of their papers we have counts for
18 papers
Hadamard fractional Brownian motion: path properties and Wiener integration
Luisa Beghin, Alessandro De Gregorio, Yuliya Mishura
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties…
Pathwise optimization for bridge-type estimators and its applications
Alessandro De Gregorio, Francesco Iafrate
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the…
Telegraph random evolutions on a circle
Alessandro De Gregorio, Francesco Iafrate
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities and changing rotation at Poisson random times…
On the notion of weak isometry for finite metric spaces
Alessandro De Gregorio, Ulderico Fugacci, Facundo Memoli +1
Finite metric spaces are the object of study in many data analysis problems. We examine the concept of weak isometry between finite metric spaces, in order to analyse properties of…
Stochastic models associated to a Nonlocal Porous Medium Equation
Alessandro De Gregorio
The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This s…
Empirical -distance test statistics for ergodic diffusions
Alessandro De Gregorio, Stefano M. Iacus
The aim of this paper is to introduce a new type of test statistic for simple null hypothesis on one-dimensional ergodic diffusion processes sampled at discrete times. We deal with…