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.
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