Marco J. Lombardi

Publication Activity (10 Years)

Years Active: 2004-2009
Publications (10 Years): 0

Publications

Marco J. Lombardi, Giorgio Calzolari
Indirect estimation of alpha-stable stochastic volatility models. Comput. Stat. Data Anal. 53 (6) (2009)
Marco J. Lombardi, David Veredas
Indirect estimation of elliptical stable distributions. Comput. Stat. Data Anal. 53 (6) (2009)
Marco J. Lombardi
Bayesian inference for alpha. Comput. Stat. Data Anal. 51 (5) (2007)
Marco J. Lombardi, Simon J. Godsill
On-line Bayesian estimation of signals in symmetric α-stable noise. IEEE Trans. Signal Process. 54 (2) (2006)
Marco J. Lombardi, Simon J. Godsill
Monte Carlo Bayesian filtering and smoothing for TVAR signals in symmetric α-stable noise. EUSIPCO (2004)