Summary
Alessandra is Chair in Statistics in the Department of Mathematics at Imperial College. She first joined Imperial in 2022-2023 as Provost's Visiting Professor of Statistics.
Selected Publications
Journal Articles
Gorgi P, Lauria CSA, Luati A, 2023, On the optimality of score-driven models, Biometrika, ISSN:0006-3444
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, 2004, Maximum Fisher information in mixed state quantum systems, Annals of Statistics, Vol:32, ISSN:0090-5364, Pages:1770-1779