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A. Luati

4 papers hereh-index 14599 citations68 works total

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

author position
  • sole author2
  • first author1
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.ST3
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20042011
most citedReal time estimation in local polynomial regression, with application to trend-cycle analysis

17 citations · 19 across the 3 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

math.ST2008★ 1 cited

On the Spectral Properties of Matrices Associated with Trend Filters

Alessandra Luati, Tommaso Proietti

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in th…

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