Lea Petrella

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 6

Top Topics

Financial Distress

Joint Estimation

Linear Regression Models

Top Venues

Comput. Stat. Data Anal.

Stat. Methods Appl.

J. Multivar. Anal.

Publications

Beatrice Foroni, Luca Merlo, Lea Petrella
Expectile hidden Markov regression models for analyzing cryptocurrency returns. Stat. Comput. 34 (2) (2024)
Luca Merlo, Antonello Maruotti, Lea Petrella, Antonio Punzo
Quantile hidden semi-Markov models for multivariate time series. Stat. Comput. 32 (4) (2022)
Luca Merlo, Lea Petrella, Nicola Salvati, Nikos Tzavidis
Marginal M-quantile regression for multivariate dependent data. Comput. Stat. Data Anal. 173 (2022)
Antonello Maruotti, Lea Petrella, Luca Sposito
Hidden semi-Markov-switching quantile regression for time series. Comput. Stat. Data Anal. 159 (2021)
Lea Petrella, Valentina Raponi
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. J. Multivar. Anal. 173 (2019)
Mauro Bernardi, Marco Bottone, Lea Petrella
Bayesian quantile regression using the skew exponential power distribution. Comput. Stat. Data Anal. 126 (2018)
Mauro Bernardi, Lea Petrella
Multiple seasonal cycles forecasting model: the Italian electricity demand. Stat. Methods Appl. 24 (4) (2015)