42 citations · 110 across the 23 of their papers we have counts for
8 papers · 1 filter
Gamma-Based Expansion for the First-Passage Time Distribution of Stochastic Logistic Models with Harvesting
Simone Catanzaro, Elvira Di Nardo
The first passage time problem is considered for stochastic logistic growth model with constant harvesting and multiplicative environmental noise. Explicit expressions for the mome…
Efficient computation of complementary set partitions, with applications to an extension and estimation of generalized cumulants
Elvira Di Nardo, Giuseppe Guarino
This paper develops new combinatorial approaches to analyze and compute special set partitions, called complementary set partitions, which are fundamental in the study of generaliz…
Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
E. Di Nardo
Hypergeometric functions and zonal polynomials are the tools usually addressed in the literature to deal with the expected value of the elementary symmetric functions in non-centra…
On non-linear dependence of multivariate subordinated Lévy processes
Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Multivariate subordinated Lévy processes are widely employed in finance for modeling multivariate asset returns. We propose to exploit non-linear dependence among financial assets…
A Model-Based Fuzzy Analysis of Questionnaires
Elvira Di Nardo, Rosaria Simone
In dealing with veracity of data analytics, fuzzy methods are more and more relying on probabilistic and statistical techniques to underpin their applicability. Conversely, standar…
On multivariable cumulant polynomial sequences with applications
E. Di Nardo
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The co…