Stefano Peluso

Articolo pubblicato in rivista scientifica (15)

• Donelli N., Mira A., Peluso S. (2021) A Bayesian Semiparametric Vector Multiplicative Error Model, Computational Statistics and Data Analysis:107242-107242
• Beretta E., Peluso S. (2021) Gold and bubbles: an impossible binomial? A review of historical and current evidence., Applied Economics Letters
• Peluso S., Mira A., Rue H., Tierney N., Benvenuti C., Cianella R., Caputo M., Auricchio A. (2020) A Bayesian spatio-temporal statistical analysis of Out-of-Hospital Cardiac Arrests, Biometrical Journal:1105-1119
• Bianchi F., Bartolucci F., Peluso S., Mira A. (2020) Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market, Journal of the Royal Statistical Society C:711-739
• Auricchio A., Peluso S., Caputo M., Reinhold H. J., Benvenuti C., Burkart R., Cianella R., Klersy C., Baldi E., Mira A. (2020) Spatio-temporal prediction model of out-of-hospital cardiac arrest: designation of medical priorities and estimation of human resources requirement, PloS one:e0238067-e0238067
• Peluso S., Mira A., Muliere P. (2019) Conditionally Gaussian Random Sequences for Robust Integrated Variance Estimation, Applied Stochastic Models in Business and Industry:1282-1297
• Auricchio A., Gianquintieri L., Caputo M., Burkart R., Benvenuti C., Muschietti S., Peluso S., Mira A., Mocetti S. (2019) Real-life time and distance covered by lay first responders alerted by means of smartphone application: implications for early initiation of cardiopulmonary resuscitation and access to automatic external defibrillators, Resuscitation:182-187
• 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