Emanuele Taufer

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 2

Top Topics

Stochastic Models

Kolmogorov Smirnov

Top Venues

Math. Comput. Model.

Commun. Stat. Simul. Comput.

J. Multivar. Anal.

Publications

Sreenivasa Rao Jammalamadaka, Emanuele Taufer, György H. Terdik
Cumulants of Multivariate Symmetric and Skew Symmetric Distributions. Symmetry 13 (8) (2021)
S. Rao Jammalamadaka, Emanuele Taufer
Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein-Uhlenbeck processes. Commun. Stat. Simul. Comput. 48 (9) (2019)
Simos G. Meintanis, Joseph Ngatchou-Wandji, Emanuele Taufer
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. J. Multivar. Anal. 140 (2015)
Simos G. Meintanis, Emanuele Taufer
Inference procedures for stable-Paretian stochastic volatility models. Math. Comput. Model. 55 (3-4) (2012)
Emanuele Taufer, Nikolai Leonenko, Marco Bee
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Comput. Stat. Data Anal. 55 (8) (2011)
Emanuele Taufer, Nikolai Leonenko
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Comput. Stat. Data Anal. 53 (6) (2009)