Edit Profile Iacus, Stefano Maria Compute Distance To: Compute Author ID: iacus.stefano-maria Published as: Iacus, S. M.; Iacus, Stefano M.; Iacus, Stefano Maria External Links: ORCID Documents Indexed: 34 Publications since 1997, including 2 Books all top 5 Co-Authors 7 single-authored 10 De Gregorio, Alessandro 5 La Torre, Davide 4 Yoshida, Nakahiro 3 Mercuri, Lorenzo 2 Porro, Giuseppe 1 Brouste, Alexandre 1 King, Gary 1 Kutoyants, Yury A. 1 Negri, Ilia 1 Rroji, Edit 1 Uchida, Masayuki all top 5 Serials 3 Statistical Inference for Stochastic Processes 2 Computational Statistics 2 Stochastic Processes and their Applications 2 Computational Statistics and Data Analysis 1 Information Sciences 1 Journal of the American Statistical Association 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Statistics 1 Communications in Statistics. Theory and Methods 1 Stochastics and Stochastics Reports 1 Mathematical Methods of Statistics 1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 1 Journal of Nonparametric Statistics 1 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Applied Mathematics and Decision Sciences 1 Econometric Theory 1 Applied Sciences 1 Nonlinear Analysis. Real World Applications 1 Statistical Methods and Applications 1 Electronic Journal of Statistics 1 Journal of the Italian Statistical Society 1 Springer Series in Statistics 1 Use R! all top 5 Fields 28 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 27 Publications have been cited 194 times in 147 Documents Cited by ▼ Year ▼ Simulation and inference for stochastic differential equations. With R examples. Zbl 1210.62112Iacus, Stefano M. 55 2008 Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Zbl 1306.65034Brouste, Alexandre; Iacus, Stefano M. 19 2013 Estimation for the discretely observed telegraph process. Zbl 1242.62091Iacus, S. M.; Yoshida, N. 14 2008 Statistical analysis of the inhomogeneous telegrapher’s process. Zbl 0999.62065Iacus, Stefano Maria 10 2001 Adaptive LASSO-type estimation for multivariate diffusion processes. Zbl 1419.62170De Gregorio, Alessandro; Iacus, Stefano M. 9 2012 Least squares volatility change point estimation for partially observed diffusion processes. Zbl 1144.62073de Gregorio, Alessandro; Iacus, Stefano M. 9 2008 Multivariate matching methods that are monotonic imbalance bounding. Zbl 1396.62011Iacus, Stefano M.; King, Gary; Porro, Giuseppe 8 2011 On Rényi information for ergodic diffusion processes. Zbl 1158.94346de Gregorio, Alessandro; Iacus, Stefano M. 8 2009 Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072Iacus, S. M.; Kutoyants, Yu. A. 8 2001 Estimation for the change point of volatility in a stochastic differential equation. Zbl 1235.62118Iacus, Stefano M.; Yoshida, Nakahiro 6 2012 Missing data imputation, matching and other applications of random recursive partitioning. Zbl 05560194Iacus, Stefano M.; Porro, Giuseppe 6 2007 On a family of test statistics for discretely observed diffusion processes. Zbl 1280.62094De Gregorio, A.; Iacus, S. M. 5 2013 Parametric estimation for the standard and geometric telegraph process observed at discrete times. Zbl 1204.60088De Gregorio, Alessandro; Iacus, Stefano Maria 5 2008 Approximating distribution functions by iterated function systems. Zbl 1094.62011Iacus, Stefano Maria; La Torre, Davide 5 2005 A comparative simulation study on the IFS distribution function estimator. Zbl 1074.62027Iacus, Stefano M.; La Torre, Davide 5 2005 Least-squares change-point estimation for the telegraph process observed at discrete times. Zbl 1228.62104De Gregorio, Alessandro; Iacus, Stefano M. 3 2011 Clustering of discretely observed diffusion processes. Zbl 05689613de Gregorio, Alessandro; Iacus, Stefano Maria 3 2010 Estimating unobservable signal by Markovian noise induction: when noise helps in statistics! Zbl 1056.62004Iacus, Stefano M.; Negri, Ilia 3 2003 Implementation of Lévy CARMA model in yuima package. Zbl 1329.65031Iacus, Stefano M.; Mercuri, Lorenzo 2 2015 Divergences test statistics for discretely observed diffusion processes. Zbl 1184.62144de Gregorio, Alessandro; Iacus, Stefano M. 2 2010 Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro 2 2009 Semiparametric estimation of the state of a dynamical system with small noise. Zbl 0981.62070Iacus, Stefano Maria 2 2000 Empirical \(L^2\)-distance test statistics for ergodic diffusions. Zbl 1426.62239De Gregorio, A.; Iacus, S. M. 1 2019 Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. Zbl 06905113Iacus, Stefano M.; Yoshida, Nakahiro 1 2018 On penalized estimation for dynamical systems with small noise. Zbl 1392.62248De Gregorio, Alessandro; Iacus, Stefano Maria 1 2018 Statistical analysis of stochastic resonance with ergodic diffusion noise. Zbl 1034.93060Iacus, Stefano Maria 1 2002 Efficient estimation of dynamical systems. Zbl 1079.91542Iacus, Stefano Maria 1 2001 Empirical \(L^2\)-distance test statistics for ergodic diffusions. Zbl 1426.62239De Gregorio, A.; Iacus, S. M. 1 2019 Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. Zbl 06905113Iacus, Stefano M.; Yoshida, Nakahiro 1 2018 On penalized estimation for dynamical systems with small noise. Zbl 1392.62248De Gregorio, Alessandro; Iacus, Stefano Maria 1 2018 Implementation of Lévy CARMA model in yuima package. Zbl 1329.65031Iacus, Stefano M.; Mercuri, Lorenzo 2 2015 Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Zbl 1306.65034Brouste, Alexandre; Iacus, Stefano M. 19 2013 On a family of test statistics for discretely observed diffusion processes. Zbl 1280.62094De Gregorio, A.; Iacus, S. M. 5 2013 Adaptive LASSO-type estimation for multivariate diffusion processes. Zbl 1419.62170De Gregorio, Alessandro; Iacus, Stefano M. 9 2012 Estimation for the change point of volatility in a stochastic differential equation. Zbl 1235.62118Iacus, Stefano M.; Yoshida, Nakahiro 6 2012 Multivariate matching methods that are monotonic imbalance bounding. Zbl 1396.62011Iacus, Stefano M.; King, Gary; Porro, Giuseppe 8 2011 Least-squares change-point estimation for the telegraph process observed at discrete times. Zbl 1228.62104De Gregorio, Alessandro; Iacus, Stefano M. 3 2011 Clustering of discretely observed diffusion processes. Zbl 05689613de Gregorio, Alessandro; Iacus, Stefano Maria 3 2010 Divergences test statistics for discretely observed diffusion processes. Zbl 1184.62144de Gregorio, Alessandro; Iacus, Stefano M. 2 2010 On Rényi information for ergodic diffusion processes. Zbl 1158.94346de Gregorio, Alessandro; Iacus, Stefano M. 8 2009 Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro 2 2009 Simulation and inference for stochastic differential equations. With R examples. Zbl 1210.62112Iacus, Stefano M. 55 2008 Estimation for the discretely observed telegraph process. Zbl 1242.62091Iacus, S. M.; Yoshida, N. 14 2008 Least squares volatility change point estimation for partially observed diffusion processes. Zbl 1144.62073de Gregorio, Alessandro; Iacus, Stefano M. 9 2008 Parametric estimation for the standard and geometric telegraph process observed at discrete times. Zbl 1204.60088De Gregorio, Alessandro; Iacus, Stefano Maria 5 2008 Missing data imputation, matching and other applications of random recursive partitioning. Zbl 05560194Iacus, Stefano M.; Porro, Giuseppe 6 2007 Approximating distribution functions by iterated function systems. Zbl 1094.62011Iacus, Stefano Maria; La Torre, Davide 5 2005 A comparative simulation study on the IFS distribution function estimator. Zbl 1074.62027Iacus, Stefano M.; La Torre, Davide 5 2005 Estimating unobservable signal by Markovian noise induction: when noise helps in statistics! Zbl 1056.62004Iacus, Stefano M.; Negri, Ilia 3 2003 Statistical analysis of stochastic resonance with ergodic diffusion noise. Zbl 1034.93060Iacus, Stefano Maria 1 2002 Statistical analysis of the inhomogeneous telegrapher’s process. Zbl 0999.62065Iacus, Stefano Maria 10 2001 Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072Iacus, S. M.; Kutoyants, Yu. A. 8 2001 Efficient estimation of dynamical systems. Zbl 1079.91542Iacus, Stefano Maria 1 2001 Semiparametric estimation of the state of a dynamical system with small noise. Zbl 0981.62070Iacus, Stefano Maria 2 2000 all cited Publications top 5 cited Publications all top 5 Cited by 244 Authors 11 Iacus, Stefano Maria 10 De Gregorio, Alessandro 6 La Torre, Davide 6 Uchida, Masayuki 5 Di Crescenzo, Antonio 4 Es-Sebaiy, Khalifa 4 Martinucci, Barbara 3 Kaino, Yusuke 3 Kutoyants, Yury A. 3 Leonenko, Nikolai N. 3 Mendivil, Franklin 3 Mercuri, Lorenzo 3 Pirozzi, Enrica 3 Shen, Guangjun 3 Viitasaari, Lauri 3 Yoshida, Nakahiro 2 Albano, Giuseppina 2 Buonocore, Aniello 2 Douissi, Soukaina 2 Fujimori, Kou 2 Giorno, Virginia 2 Golshani, Leila 2 Iuliano, Antonella 2 Kolesnik, Alexander D. 2 Kunze, Herb E. 2 Kustosz, Christoph P. 2 Macci, Claudio 2 McKinlay, Shaun 2 Meoli, Alessandra 2 Mishra, Mahendra Nath 2 Mishura, Yuliya Stepanivna 2 Müller, Christine H. 2 Nakakita, Shogo H. 2 Nobile, Amelia G. 2 Pasha, Einollah 2 Prakasa Rao, B. L. S. 2 Ralchenko, Kostiantyn V. 2 Rroji, Edit 2 Seleznjev, Oleg 2 Soleymani, Fazlollah 2 Sorensen, Michael 2 Šuvak, Nenad 2 Viens, Frederi G. 2 Vrscay, Edward R. 2 Yu, Qian 2 Zacks, Shelemyahu 1 Abdeddaiem, Maroua Ben 1 Alazemi, Fares 1 Angelani, Luca 1 Asadi, Majid 1 Ascione, Giacomo 1 Augustyniak, Maciej 1 Avram, Florin 1 Azmoodeh, Ehsan 1 Baccouch, Mahboub 1 Bajja, Salwa 1 Barndorff-Nielsen, Ole Eiler 1 Bastos, João A. 1 Bäuerle, Nicole 1 Becker, C. H. 1 Bellini, Fabio 1 Berta, Paolo 1 Blackwell, Paul G. 1 Bonollo, Michele 1 Borovkov, Konstantin A. 1 Bossi, Matteo 1 Boudreault, Mathieu 1 Bunder, J. E. 1 Caiado, Jorge 1 Capasso, Vincenzo 1 Chaplain, Mark A. J. 1 Chauvet, Guillaume 1 Chen, Fuqi 1 Christiansen, Lasse Engbo 1 Conversano, Claudio 1 Crimaldi, Irene 1 Cugnata, Federica 1 Czechowski, Zbigniew 1 D’Amato, Valeria 1 Dettmann, Edward H. 1 Dewick, Paul 1 Di Lorenzo, Emilia 1 Di Persio, Luca 1 Dion, Charlotte 1 Ditlevsen, Susanne 1 Dong, Yi 1 Doove, Lisa L. 1 Dusseldorp, Elise 1 Ernst, Philip A. 1 Febrero-Bande, Manuel 1 Forman, Julie Lyng 1 Freiberg, Uta Renata 1 Fu, Pei 1 Fukasawa, Masaaki 1 García-Portugués, Eduardo 1 Garra, Roberto 1 Gatheral, Jim 1 Gatu, Cristian 1 Gelein, Brigitte 1 Gelfand, Alan Enoch ...and 144 more Authors all top 5 Cited in 74 Serials 12 Journal of Statistical Planning and Inference 10 Statistical Inference for Stochastic Processes 8 Computational Statistics and Data Analysis 6 Statistics & Probability Letters 5 Journal of Applied Probability 5 Stochastic Processes and their Applications 5 Quantitative Finance 4 Stochastics and Dynamics 4 Electronic Journal of Statistics 3 Information Sciences 3 Journal of Computational and Applied Mathematics 3 Nonlinear Analysis. Real World Applications 2 Advances in Applied Probability 2 Journal of Mathematical Biology 2 Annals of the Institute of Statistical Mathematics 2 Journal of Multivariate Analysis 2 Numerical Algorithms 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Mathematical Methods of Statistics 2 Statistical Papers 2 Bernoulli 2 Chaos 2 Methodology and Computing in Applied Probability 2 Brazilian Journal of Probability and Statistics 2 Journal of the Korean Statistical Society 2 Modern Stochastics. Theory and Applications 1 Journal of Engineering Mathematics 1 Journal of Mathematical Analysis and Applications 1 Mathematical Biosciences 1 Metrika 1 Physica A 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Journal of Econometrics 1 Numerische Mathematik 1 Journal of the Japan Statistical Society 1 Insurance Mathematics & Economics 1 Stochastic Analysis and Applications 1 Journal of Classification 1 Statistics 1 Statistical Science 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Journal of Statistical Computation and Simulation 1 Statistica Sinica 1 INFORMS Journal on Computing 1 Journal of Nonparametric Statistics 1 Journal of Inequalities and Applications 1 Fractional Calculus & Applied Analysis 1 International Journal of Theoretical and Applied Finance 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Discrete and Continuous Dynamical Systems. Series B 1 Decisions in Economics and Finance 1 Journal of Machine Learning Research (JMLR) 1 Multiscale Modeling & Simulation 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 Statistical Methods and Applications 1 Advances in Difference Equations 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Frontiers of Mathematics in China 1 Algorithms 1 Set-Valued and Variational Analysis 1 Statistics Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Journal of Probability and Statistics 1 Statistics and Computing 1 Annals of Finance 1 Statistics & Risk Modeling 1 Journal of Theoretical Biology 1 Cogent Mathematics all top 5 Cited in 25 Fields 97 Probability theory and stochastic processes (60-XX) 95 Statistics (62-XX) 21 Numerical analysis (65-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Biology and other natural sciences (92-XX) 7 Partial differential equations (35-XX) 5 Information and communication theory, circuits (94-XX) 4 Measure and integration (28-XX) 4 Ordinary differential equations (34-XX) 4 Systems theory; control (93-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Operations research, mathematical programming (90-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Citations by Year