Sfoglia per Autore
Discussion on the paper by Caron and Fox
2017 R. Casarin, M. Iacopini, L. Rossini
Discussion on the paper by Cannings and Samworth
2017 R. Casarin, L. Frattarolo, L. Rossini
A note on the posterior inference for the Yule–Simon distribution
2017 F. Leisen, L. Rossini, C. Villa
Bayesian non-parametric conditional copula estimation of twin data
2018 L. Dalla Valle, F. Leisen, L. Rossini
Objective bayesian analysis of the Yule–Simon distribution with applications
2018 F. Leisen, L. Rossini, C. Villa
Bayesian nonparametric sparse VAR models
2019 M. Billio, R. Casarin, L. Rossini
On a flexible construction of a negative binomial model
2019 F. Leisen, R.H. Mena, F. Palma, L. Rossini
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models
2019 R. Bohte, L. Rossini
Bayesian analysis of immigration in Europe with generalized logistic regression
2020 L. Dalla Valle, F. Leisen, L. Rossini, W. Zhu
Hierarchical species sampling models
2020 F. Bassetti, R. Casarin, L. Rossini
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
2020 A. Gianfreda, F. Ravazzolo, L. Rossini
Loss-based approach to two-piece location-scale distributions with applications to dependent data
2020 F. Leisen, L. Rossini, C. Villa
Contributed Discussion [On a Class of Objective Priors from Scoring Rules]
2020 M. Iacopini, F. Ravazzolo, L. Rossini
A Pólya–Gamma sampler for a generalized logistic regression
2021 L. Dalla Valle, F. Leisen, L. Rossini, W. Zhu
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
2022 M. Iacopini, F. Ravazzolo, L. Rossini
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
2022 F. Durante, A. Gianfreda, F. Ravazzolo, L. Rossini
Inference in Bayesian Additive Vector Autoregressive Tree Models
2022 F. Huber, L. Rossini
Large Time-Varying Volatility Models for Hourly Electricity Prices
2023 A. Gianfreda, F. Ravazzolo, L. Rossini
Are low frequency macroeconomic variables important for high frequency electricity prices?
2023 C. Foroni, F. Ravazzolo, L. Rossini
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
2023 M. Iacopini, A. Poon, L. Rossini, D. Zhu
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