1 citations · 1 across the 4 of their papers we have counts for
4 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…
Copula-like inference for discrete bivariate distributions with rectangular supports
Ivan Kojadinovic, Tommaso Martini
After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of -projectio…
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…