12 citations · 18 across the 7 of their papers we have counts for
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stat.ML2017
Consistency Results for Stationary Autoregressive Processes with Constrained Coefficients
Alessio Sancetta
We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We prov…
math.ST2017
Estimation for the Prediction of Point Processes with Many Covariates
Alessio Sancetta
Estimation of the intensity of a point process is considered within a nonparametric framework. The intensity measure is unknown and depends on covariates, possibly many more than t…