Enzo D'Innocenzo | DeepAI

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Featured Co-authors

Giuseppe Cavaliere
5 publications
Alessandra Luati
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Mario Mazzocchi
1 publication
Giovanni Angelini
1 publication
Luca De Angelis
1 publication

research

∙ 07/22/2022

Time-Varying Poisson Autoregression

In this paper we propose a new time-varying econometric model, called Ti...

0 Giovanni Angelini, et al. ∙

research

∙ 09/03/2020

A Robust Score-Driven Filter for Multivariate Time Series

A novel multivariate score-driven model is proposed to extract signals f...

0 Enzo D'Innocenzo, et al. ∙