14 citations · 33 across the 15 of their papers we have counts for
15 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…
On photon statistics parametrized by a non-central Wishart random matrix
Elvira Di Nardo
In order to tackle parameter estimation of photocounting distributions, polykays of acting intensities are proposed as a new tool for computing photon statistics. As unbiased estim…
On a symbolic representation of non-central Wishart random matrices with applications
Elvira Di Nardo
By using a symbolic method, known in the literature as the classical umbral calculus, the trace of a non-central Wishart random matrix is represented as the convolution of the trac…
Multivariate time-space harmonic polynomials: a symbolic approach
E. Di Nardo, I. Oliva
By means of a symbolic method, in this paper we introduce a new family of multivariate polynomials such that multivariate Lévy processes can be dealt with as they were martingales.…
On some applications of a symbolic representation of non-centered Lévy processes
E. Di Nardo, I. Oliva
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to Lévy processes: the Kailath-Segall and…
Natural statistics for spectral samples
E. Di Nardo, P. McCullagh, D. Senato
Spectral sampling is associated with the group of unitary transformations acting on matrices in much the same way that simple random sampling is associated with the symmetric group…
Multivariate Bernoulli and Euler polynomials via Lévy processes
E. Di Nardo, I. Oliva
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate Lévy processes. Many properties of…
A new family of time-space harmonic polynomials with respect to Lévy processes
E. Di Nardo, I. Oliva
By means of a symbolic method, a new family of time-space harmonic polynomials with respect to Lévy processes is given. The coefficients of these polynomials involve a formal expre…
A new approach to Sheppard's corrections
Elvira Di Nardo
A very simple closed-form formula for Sheppard's corrections is recovered by means of the classical umbral calculus. By means of this symbolic method, a more general closed-form fo…
Cumulants and convolutions via Abel polynomials
E. Di Nardo, P. Petrullo, D. Senato
We provide an unifying polynomial expression giving moments in terms of cumulants, and viceversa, holding in the classical, boolean and free setting. This is done by using a symbol…