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Constructing non-linear Gaussian time series by means of a simplified state space representation

Vidoni, Paolo (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2

Persistent link: https://www.econbiz.de/10002651826

A robust predictive density based on the saddlepoint approximation for M-estimators

Ronchetti, Elvezio; Vidoni, Paolo - 1998

Persistent link: https://www.econbiz.de/10001451273

Pairwise likelihood inference for general state space models

Varin, Cristiano; Vidoni, Paolo - In: Econometric reviews 28 (2009) 1/3, pp. 170-185

Persistent link: https://www.econbiz.de/10003800719

An extended regularized adjusted plus-minus analysis for lineup management in basketball using play-by-play data

Grassetti, Luca; Bellio, Ruggero; Di Gaspero, Luca; … - In: IMA journal of management mathematics 32 (2021) 4, pp. 385-409

Persistent link: https://www.econbiz.de/10012618930

Finding the largest triangle in a graph in expected quadratic time

Lancia, Giuseppe; Vidoni, Paolo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 458-467

Persistent link: https://www.econbiz.de/10012291535

Improved Prediction Intervals for Stochastic Process Models

Vidoni, Paolo - 2004

This paper reviews some recent results on the construction of improved prediction limits for time series models and presents a simple solution based on a fully conditional approach. A prediction limit, expressed as a modification of the estimative one, is obtained so that its conditional and...

Persistent link: https://www.econbiz.de/10014072949