2 papers
math.ST2026
Central subspace data depth
Giacomo Francisci, Claudio Agostinelli
Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to…
math.ST2026
Estimation of Lévy-driven CARMA models under renewal sampling
Frank Bosserhoff, Giacomo Francisci, Robert Stelzer
Continuous-time autoregressive and moving average (CARMA) models are extensively used to model high-frequency and irregularly sampled data. We study Whittle estimation for the mode…