Stefano Peluso
http://usi.to/ke9
Pubblicazioni
Articolo pubblicato in rivista scientifica (9)
- Beretta E., Peluso S. (2021) Gold and bubbles: an impossible binomial? A review of historical and current evidence., Applied Economics Letters
- Peluso S., Chib S., Mira A. (2018) Semiparametric Multivariate and Multiple Change-Point Modeling, Bayesian Analysis:10-20
- Peluso S., Mira A., Muliere P. (2017) Learning vs Earning Trade-Off with Missing or Censored Observations: the Two-Armed Bayesian Nonparametric Beta-Stacy Bandit Problem, Electronic Journal of Statistic:3368-3406
- Mira A., Peluso S., Muliere P. (2017) Robust Identification of Highly Persistent Interest Rate Regimes, International Journal of Approximate Reasoning:102-117
- Peluso S., Mira A., Muliere P. (2015) Reinforced Urn Processes for Credit Risk Models, Journal of Econometrics, 184 (1):1-12
- Peluso S., Corsi F., Mira A. (2014) A Bayesian estimator of the multivariate covariance of noisy and synchronous returns, Journal of Financial Econometrics
- Peluso S. (2014) Introduction to On the use of Markov chain Monte Carlo methods for the sampling of mixture models by R. Douc, F. Maire, J. Olsson., Statistics and Computing
- Corsi F., Peluso S., Audrino F. (2014) Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation, Journal of Applied Econometrics
- Peluso S. (2014) Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions. Contributed discussion, Bayesian Analysis, 9:583-585
