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Alessandro De Gregorio
Alessandro De Gregorio
Assistant Professor, "Sapienza" University of Rome
Dirección de correo verificada de uniroma1.it
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Random flights in higher spaces
E Orsingher, A De Gregorio
Journal of Theoretical Probability 20, 769-806, 2007
1002007
Adaptive LASSO-type estimation for multivariate diffusion processes
A De Gregorio, SM Iacus
Econometric Theory 28 (4), 838-860, 2012
482012
Least squares volatility change point estimation for partially observed diffusion processes
AD Gregorio, SM Iacus
Communications in Statistics—Theory and Methods 37 (15), 2342-2357, 2008
422008
Flying randomly in Rd with Dirichlet displacements
A De Gregorio, E Orsingher
Stochastic processes and their applications 122 (2), 676-713, 2012
402012
On Rényi information for ergodic diffusion processes
A De Gregorio, SM Iacus
Information Sciences 179 (3), 279-291, 2009
242009
Parametric estimation for the standard and geometric telegraph process observed at discrete times
A De Gregorio, SM Iacus
Statistical Inference for Stochastic Processes 11, 249-263, 2008
242008
On random flights with non-uniformly distributed directions
A De Gregorio
Journal of Statistical Physics 147 (2), 382-411, 2012
222012
Motions with finite velocity analyzed with order statistics and differential equations
A de Gregorio, E Orsingher, L Sakhno
Theory of Probability and Mathematical Statistics 71, 63-79, 2005
202005
On a family of test statistics for discretely observed diffusion processes
A De Gregorio, SM Iacus
Journal of Multivariate Analysis 122, 292-316, 2013
182013
Least-squares change-point estimation for the telegraph process observed at discrete times
A De Gregorio, SM Iacus
Statistics 45 (4), 349-359, 2011
162011
Clustering of discretely observed diffusion processes
A De Gregorio, SM Iacus
Computational statistics & data analysis 54 (2), 598-606, 2010
152010
Random motions at finite velocity in a non-Euclidean space
E Orsingher, A De Gregorio
Advances in applied probability 39 (2), 588-611, 2007
142007
Telegraph random evolutions on a circle
A De Gregorio, F Iafrate
Stochastic Processes and their Applications 141, 79-108, 2021
132021
A family of random walks with generalized Dirichlet steps
A De Gregorio
Journal of Mathematical Physics 55 (2), 2014
132014
Stochastic velocity motions and processes with random time
A De Gregorio
Advances in Applied Probability 42 (4), 1028-1056, 2010
132010
Random flights connecting porous medium and Euler–Poisson–Darboux equations
A De Gregorio, E Orsingher
Journal of Mathematical Physics 61 (4), 2020
122020
Landscapes of data sets and functoriality of persistent homology
W Chacholski, A De Gregorio, N Quercioli, F Tombari
arXiv preprint arXiv:2002.05972, 2020
92020
Large deviation principles for telegraph processes
A De Gregorio, C Macci
Statistics & Probability Letters 82 (11), 1874-1882, 2012
92012
Hadamard-type fractional heat equations and ultra-slow diffusions
A De Gregorio, R Garra
Fractal and Fractional 5 (2), 48, 2021
72021
Transport processes with random jump rate
A De Gregorio
Statistics & Probability Letters 118, 127-134, 2016
72016
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20