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Iacus, Stefano Maria

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Author ID: iacus.stefano-maria Recent zbMATH articles by "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

Publications by Year

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 1210.62112
Iacus, Stefano M.
55
2008
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Zbl 1306.65034
Brouste, Alexandre; Iacus, Stefano M.
19
2013
Estimation for the discretely observed telegraph process. Zbl 1242.62091
Iacus, S. M.; Yoshida, N.
14
2008
Statistical analysis of the inhomogeneous telegrapher’s process. Zbl 0999.62065
Iacus, Stefano Maria
10
2001
Adaptive LASSO-type estimation for multivariate diffusion processes. Zbl 1419.62170
De Gregorio, Alessandro; Iacus, Stefano M.
9
2012
Least squares volatility change point estimation for partially observed diffusion processes. Zbl 1144.62073
de Gregorio, Alessandro; Iacus, Stefano M.
9
2008
Multivariate matching methods that are monotonic imbalance bounding. Zbl 1396.62011
Iacus, Stefano M.; King, Gary; Porro, Giuseppe
8
2011
On Rényi information for ergodic diffusion processes. Zbl 1158.94346
de Gregorio, Alessandro; Iacus, Stefano M.
8
2009
Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072
Iacus, S. M.; Kutoyants, Yu. A.
8
2001
Estimation for the change point of volatility in a stochastic differential equation. Zbl 1235.62118
Iacus, Stefano M.; Yoshida, Nakahiro
6
2012
Missing data imputation, matching and other applications of random recursive partitioning. Zbl 05560194
Iacus, Stefano M.; Porro, Giuseppe
6
2007
On a family of test statistics for discretely observed diffusion processes. Zbl 1280.62094
De Gregorio, A.; Iacus, S. M.
5
2013
Parametric estimation for the standard and geometric telegraph process observed at discrete times. Zbl 1204.60088
De Gregorio, Alessandro; Iacus, Stefano Maria
5
2008
Approximating distribution functions by iterated function systems. Zbl 1094.62011
Iacus, Stefano Maria; La Torre, Davide
5
2005
A comparative simulation study on the IFS distribution function estimator. Zbl 1074.62027
Iacus, Stefano M.; La Torre, Davide
5
2005
Least-squares change-point estimation for the telegraph process observed at discrete times. Zbl 1228.62104
De Gregorio, Alessandro; Iacus, Stefano M.
3
2011
Clustering of discretely observed diffusion processes. Zbl 05689613
de Gregorio, Alessandro; Iacus, Stefano Maria
3
2010
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics! Zbl 1056.62004
Iacus, Stefano M.; Negri, Ilia
3
2003
Implementation of Lévy CARMA model in yuima package. Zbl 1329.65031
Iacus, Stefano M.; Mercuri, Lorenzo
2
2015
Divergences test statistics for discretely observed diffusion processes. Zbl 1184.62144
de Gregorio, Alessandro; Iacus, Stefano M.
2
2010
Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049
Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro
2
2009
Semiparametric estimation of the state of a dynamical system with small noise. Zbl 0981.62070
Iacus, Stefano Maria
2
2000
Empirical \(L^2\)-distance test statistics for ergodic diffusions. Zbl 1426.62239
De 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 06905113
Iacus, Stefano M.; Yoshida, Nakahiro
1
2018
On penalized estimation for dynamical systems with small noise. Zbl 1392.62248
De Gregorio, Alessandro; Iacus, Stefano Maria
1
2018
Statistical analysis of stochastic resonance with ergodic diffusion noise. Zbl 1034.93060
Iacus, Stefano Maria
1
2002
Efficient estimation of dynamical systems. Zbl 1079.91542
Iacus, Stefano Maria
1
2001
Empirical \(L^2\)-distance test statistics for ergodic diffusions. Zbl 1426.62239
De 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 06905113
Iacus, Stefano M.; Yoshida, Nakahiro
1
2018
On penalized estimation for dynamical systems with small noise. Zbl 1392.62248
De Gregorio, Alessandro; Iacus, Stefano Maria
1
2018
Implementation of Lévy CARMA model in yuima package. Zbl 1329.65031
Iacus, Stefano M.; Mercuri, Lorenzo
2
2015
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Zbl 1306.65034
Brouste, Alexandre; Iacus, Stefano M.
19
2013
On a family of test statistics for discretely observed diffusion processes. Zbl 1280.62094
De Gregorio, A.; Iacus, S. M.
5
2013
Adaptive LASSO-type estimation for multivariate diffusion processes. Zbl 1419.62170
De Gregorio, Alessandro; Iacus, Stefano M.
9
2012
Estimation for the change point of volatility in a stochastic differential equation. Zbl 1235.62118
Iacus, Stefano M.; Yoshida, Nakahiro
6
2012
Multivariate matching methods that are monotonic imbalance bounding. Zbl 1396.62011
Iacus, Stefano M.; King, Gary; Porro, Giuseppe
8
2011
Least-squares change-point estimation for the telegraph process observed at discrete times. Zbl 1228.62104
De Gregorio, Alessandro; Iacus, Stefano M.
3
2011
Clustering of discretely observed diffusion processes. Zbl 05689613
de Gregorio, Alessandro; Iacus, Stefano Maria
3
2010
Divergences test statistics for discretely observed diffusion processes. Zbl 1184.62144
de Gregorio, Alessandro; Iacus, Stefano M.
2
2010
On Rényi information for ergodic diffusion processes. Zbl 1158.94346
de Gregorio, Alessandro; Iacus, Stefano M.
8
2009
Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049
Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro
2
2009
Simulation and inference for stochastic differential equations. With R examples. Zbl 1210.62112
Iacus, Stefano M.
55
2008
Estimation for the discretely observed telegraph process. Zbl 1242.62091
Iacus, S. M.; Yoshida, N.
14
2008
Least squares volatility change point estimation for partially observed diffusion processes. Zbl 1144.62073
de Gregorio, Alessandro; Iacus, Stefano M.
9
2008
Parametric estimation for the standard and geometric telegraph process observed at discrete times. Zbl 1204.60088
De Gregorio, Alessandro; Iacus, Stefano Maria
5
2008
Missing data imputation, matching and other applications of random recursive partitioning. Zbl 05560194
Iacus, Stefano M.; Porro, Giuseppe
6
2007
Approximating distribution functions by iterated function systems. Zbl 1094.62011
Iacus, Stefano Maria; La Torre, Davide
5
2005
A comparative simulation study on the IFS distribution function estimator. Zbl 1074.62027
Iacus, Stefano M.; La Torre, Davide
5
2005
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics! Zbl 1056.62004
Iacus, Stefano M.; Negri, Ilia
3
2003
Statistical analysis of stochastic resonance with ergodic diffusion noise. Zbl 1034.93060
Iacus, Stefano Maria
1
2002
Statistical analysis of the inhomogeneous telegrapher’s process. Zbl 0999.62065
Iacus, Stefano Maria
10
2001
Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072
Iacus, S. M.; Kutoyants, Yu. A.
8
2001
Efficient estimation of dynamical systems. Zbl 1079.91542
Iacus, Stefano Maria
1
2001
Semiparametric estimation of the state of a dynamical system with small noise. Zbl 0981.62070
Iacus, Stefano Maria
2
2000
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

Citations by Year