2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ME2024
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
Beatrice Foroni, Luca Merlo, Lea Petrella
In this paper we develop a novel hidden Markov graphical model to investigate time-varying interconnectedness between different financial markets. To identify conditional correlati…
stat.AP2023★ 2 cited
Quantile mixed graphical models with an application to mass public shootings in the United States
Luca Merlo, Marco Geraci, Lea Petrella
Over the last fifty years, the United States have experienced hundreds of mass public shootings that resulted in thousands of victims. Characterized by their frequent occurrence an…