Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics



a.luati Website CV




532Huxley BuildingSouth Kensington Campus





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

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