Goodness of fit test for ergodic diffusion processes I Negri, Y Nishiyama Annals of the Institute of Statistical Mathematics 61, 919-928, 2009 | 41 | 2009 |
Stationary distribution function estimation for ergodic diffusion process I Negri Statistical inference for stochastic processes 1, 61-84, 1998 | 34 | 1998 |
Formazione e percorsi lavorativi dei laureati dell’Università degli Studi di Milano (II edizione: laureati 1999) D Checchi, SM Iacus, I Negri, G Porro Department of Economics, Management and Quantitative Methods at Università …, 2004 | 28 | 2004 |
Non‐linear statistical modelling of high frequency ground ozone data A Fassò, I Negri Environmetrics 13 (3), 225-241, 2002 | 26 | 2002 |
Backtesting VaR and expectiles with realized scores F Bellini, I Negri, M Pyatkova Statistical Methods & Applications 28, 119-142, 2019 | 21 | 2019 |
Asymptotically distribution free test for parameter change in a diffusion process model I Negri, Y Nishiyama Annals of the Institute of Statistical Mathematics 64, 911-918, 2012 | 19 | 2012 |
On goodness-of-fit testing for ergodic diffusion process with shift parameter I Negri, L Zhou Statistical Inference for Stochastic Processes 17, 51-73, 2014 | 17 | 2014 |
Higher moments and prediction‐based estimation for the COGARCH (1, 1) model E Bibbona, I Negri Scandinavian Journal of Statistics 42 (4), 891-910, 2015 | 16 | 2015 |
Mapping the epidemic: a systemic geography of covid-19 in Italy E Casti, F Adobati, I Negri Elsevier, 2021 | 15 | 2021 |
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach H Masuda, I Negri, Y Nishiyama Journal of Nonparametric Statistics 23 (2), 237-254, 2011 | 14 | 2011 |
Z-process method for change point problems with applications to discretely observed diffusion processes I Negri, Y Nishiyama Statistical Methods & Applications 26, 231-250, 2017 | 13 | 2017 |
Statistical harmonization and uncertainty assessment in the comparison of satellite and radiosonde climate variables F Finazzi, A Fassò, F Madonna, I Negri, B Sun, M Rosoldi Environmetrics 30 (2), e2528, 2019 | 11 | 2019 |
Goodness of fit test for ergodic diffusions by tick time sample scheme I Negri, Y Nishiyama Statistical inference for stochastic processes 13, 81-95, 2010 | 11 | 2010 |
Multi‐step forecasting for nonlinear models of high frequency ground ozone data: a Monte Carlo approach A Fassò, I Negri Environmetrics: The official journal of the International Environmetrics …, 2002 | 11 | 2002 |
On L2 Efficiency of an Empiric Distribution for Ergodic Diffusion Processes YA Kutoyants, I Negri Theory of Probability & Its Applications 46 (1), 140-146, 2002 | 9 | 2002 |
On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios S Dachian, I Negri Statistical inference for stochastic processes 14, 255-271, 2011 | 8 | 2011 |
Estimating unobservable signal by Markovian noise induction: When noise helps in Statistics! SM Iacus, I Negri Statistical Methods and Applications 12, 153-167, 2003 | 8 | 2003 |
On efficient estimation of invariant density for ergodic diffusion processes I Negri Statistics & probability letters 51 (1), 79-85, 2001 | 7 | 2001 |
Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes I Negri, Y Nishiyama Economic Notes 39 (1‐2), 91-106, 2010 | 6 | 2010 |
Goodness of fit test for ergodic diffusions by discrete time observations: an innovation martingale approach H Masuda, I Negri, Y Nishiyama Università degli studi di Bergamo, 2008 | 6 | 2008 |