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The paper proposes a segmentation procedure inspired to a robust LIDaR filtering data method recently introduced by the authors. The method is based on the application of a Simultaneous AutoRegressi...
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may...
A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity.
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several wid...
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several wid...

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