Luca Merlo

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 3

Top Topics

Supervisory Control

Regression Model

Regression Analysis

Multivariate Time Series

Top Venues

Comput. Stat. Data 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)