Imperial College London

ProfessorAlessandraLuati

Faculty of Natural SciencesDepartment of Mathematics

Provost's Visiting Professor of Statistics
 
 
 
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Contact

 

a.luati Website CV

 
 
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Location

 

546Huxley BuildingSouth Kensington Campus

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Summary

 

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

More Publications