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Browsing by Author Cerqueti, Roy

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PreviewIssue DateTitleAuthor(s)Tutor,Reviewer and other contributors
19-May-2012A copula-based analysis of false discovery rate control under dependence assumptionsCerqueti, Roy; Costantini, Mauro; Lupi, Claudio-
23-Nov-2014A new family of nonexchangeable copulas for positive dependenceCerqueti, Roy; Lupi, Claudio-
9-Sep-2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes.Cerqueti, Roy; Costantini, Mauro-
1-Oct-2007Change in persistence tests for panelsCerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano-
31-Mar-2008Change in persistence tests for panels: An update and some new resultsCerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano-
28-Sep-2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate CaseCerqueti, Roy; Costantini, Mauro; Lupi, Claudio-
20-Apr-2015Consistent Risk Acceptance Criteria through NetworksCerqueti, Roy; Lupi, Claudio-
28-Mar-2011FDR Control in the Presence of an Unknown Correlation StructureCerqueti, Roy; Costantini, Mauro; Lupi, Claudio-
12-Jul-2005Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order.Cerqueti, Roy; Costantini, Mauro-
21-Dec-2006Testing for rational bubbles.Cerqueti, Roy; Costantini, Mauro-
20-Apr-2015Total positivity for a class of non-exchangeable copulasCerqueti, Roy; Lupi, Claudio-
Showing results 1 to 11 of 11


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