Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Provost's Visiting Professor of Statistics



a.luati Website CV




532Huxley BuildingSouth Kensington Campus





Alessandra has joined Imperial College on November 2022 as Provost's Visiting Professor of Statistics.

Her research interests are focused on statistics and time series analysis.  

Her personal webpage can be found here

Selected Publications

Journal Articles

Abadir KM, Luati A, Paruolo P, 2023, GARCH density and functional forecasts, Journal of Econometrics, Vol:235, ISSN:0304-4076, Pages:470-483

Gasperoni F, Luati A, Paci L, et al., 2021, Score-driven modeling of spatio-temporal data, Journal of the American Statistical Association, Vol:118, ISSN:0162-1459, Pages:1066-1077

Harvey A, Luati A, 2014, Filtering With Heavy Tails, Journal of the American Statistical Association, Vol:109, ISSN:0162-1459, Pages:1112-1122

Luati A, Proietti T, Reale M, 2012, The Variance Profile, Journal of the American Statistical Association, Vol:107, ISSN:0162-1459, Pages:607-621

Luati A, 2004, Maximum Fisher information in mixed state quantum systems, Annals of Statistics, Vol:32, ISSN:0090-5364, Pages:1770-1779

More Publications