Summary
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.
Publications
Journals
Abadir KM, Luati A, Paruolo P, 2022, GARCH density and functional forecasts, Journal of Econometrics, ISSN:0304-4076
Armillotta M, Luati A, Lupparelli M, 2022, Observation-driven models for discrete-valued time series, Electronic Journal of Statistics, Vol:16, ISSN:1935-7524, Pages:1393-1433
Catania L, Luati A, 2022, Semiparametric modeling of multiple quantiles, Journal of Econometrics, ISSN:0304-4076
Gasperoni F, Luati A, Paci L, et al., 2021, Score-Driven Modeling of Spatio-Temporal Data, Journal of the American Statistical Association, ISSN:0162-1459
Ranciati S, Roverato A, Luati A, 2021, Fused graphical lasso for brain networks with symmetries, Journal of the Royal Statistical Society Series C-applied Statistics, Vol:70, ISSN:0035-9254, Pages:1299-1322