Sezione 1. Pubblicazioni all'USI di Antonietta Mira
Lista delle pubblicazioni
Riviste scientifiche (con peer review)
- Solgi R., Mira A. (forthcoming). A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility. Journal of Computational Statistics and Data Analysis.
Accepted
Link esterno -
Pdf - Peluso S., Corsi F., Mira A. (2012). A Bayesian estimator of the multivariate covariance of noisy and synchronous returns. Under revision for Journal of Financial Econometrics.
Under revision
Pdf - Cornuet J., Marin J., Mira A., Robert C. (2012). Adaptive Multiple Importance Sampling. Scandinavian Journal of Statistics.
to appear
Link esterno -
Pdf - Rigat F., Mira A. (2012). Parallel hierarchical sampling: a practical general-purpose multiple-chains algorithm. Computational Statistics and Data Analysis, Vol. 56 pp. 1450-1467.
Link esterno - Mira A., Solgi R., Imparato D. (2012). Zero Variance Markov Chain Monte Carlo for Bayesian Estimators. Statistics and Computing, to appear.
to appear
Link esterno -
Pdf - Audrino F., Barone-Adesi G., Mira A. (2005). The Stability of Factor Models of Interest Rates. Journal of Financial Econometrics 3, No. 3, 422-441.
Link esterno
Working papers
- Tenconi P., Mira A., Bressanini D. (2008). Zero Variance in Markov Chain Monte Carlo with an. Submitted.
Altre pubblicazioni
- Tenconi P., Mira A. (2004). Bayesian estimate of credit risk via MCMC with delayed rejection. Stochastic Analysis, Random Fields and Applications IV "Progress in Probability", Birkhauser Verlag, Basel.