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researcher

P. Zaffaroni

3 papers hereh-index 231.9k citations60 works total

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

author position
  • last author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • econ.EM1
  • math.ST1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20062019
most citedPseudo-maximum likelihood estimation of ARCH(∞) models

10 citations · 13 across the 3 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2015★ 3 cited

Uniform Convergence of Multivariate Spectral Density Estimates

Wei Biao Wu, Paolo Zaffaroni

We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained unde…

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