1 citations · 1 across the 5 of their papers we have counts for
6 papers
Applying different methods to model dry and wet spells at daily scale in a large range of rainfall regimes across Europe
Giorgio Baiamonte, Carmelo Agnese, Carmelo Cammalleri +3
The modelling of the occurrence of rainfall dry and wet spells (ds and ws, respectively) can be jointly conveyed using the inter-arrival times (it). While the modelling of it has t…
Orthogonal gamma-based expansion for the CIR's first passage time distribution
Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini
In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by…
Necklaces and bracelets in R
Elvira Di Nardo, Giuseppe Guarino
This note introduces a code snippet in R aiming to generate necklaces as well as bracelets. Among various uses, necklaces are useful tools to manage traces of products of random ma…
kStatistics: Unbiased Estimates of Joint Cumulant Products from the Multivariate Faà Di Bruno's Formula
E. Di Nardo, G. Guarino
kStatistics is a package in R that serves as a unified framework for estimating univariate and multivariate cumulants as well as products of univariate and multivariate cumulants o…
Approximating the first passage time density from data using generalized Laguerre polynomials
Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method…
Symbolic Calculus in Mathematical Statistics: A Review
Elvira Di Nardo
In the last ten years, the employment of symbolic methods has substantially extended both the theory and the applications of statistics and probability. This survey reviews the dev…