7 citations · 13 across the 9 of their papers we have counts for
9 papers
Change point detection based on method of moment estimators
Ilia Negri, Yoichi Nishiyama
A change point detection procedure using the method of moment estimators is proposed. The test statistics is based on a suitable -process. The asymptotic behavior of this proces…
Statistical harmonization and uncertainty assessment in the comparison of satellite and radiosonde climate variables
Francesco Finazzi, Alessandro Fassò, Fabio Madonna +3
Satellite product validation is key to ensure the delivery of quality products for climate and weather applications. To do this, a fundamental step is the comparison with other ins…
Higher Moments and Prediction Based Estimation for the COGARCH(1,1) model
Enrico Bibbona, Ilia Negri
COGARCH models are continuous time version of the well known GARCH models of financial returns. They are solution of a stochastic differential equation driven by a Lévy process. Th…
Moment convergence of -estimators and -process method for change point problems
Ilia Negri, Yoichi Nishiyama
The problem to establish not only the asymptotic distribution results for statistical estimators but also the moment convergence of the estimators has been recognized as an importa…
On Goodness-of-fit Testing for Ergodic Diffusion Process with Shift Parameter
Ilia Negri, Li Zhou
A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknow…
On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios
Serguei Dachian, Ilia Negri
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of…