Search Results - person:"Maruotti, Antonello"

Hidden semi-Markov models for rainfall-related insurance claims

Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023

Persistent link: https://www.econbiz.de/10014431361

Trade credit in Europe : financial constraint and substitution effect in crisis times

Bussoli, Candida; Giannotti, Claudio; Marino, Francesca; … - In: European financial management : the journal of the … 29 (2023) 1, pp. 327-348

Persistent link: https://www.econbiz.de/10014255366

A copula-based multivariate hidden Markov model for modelling momentum in football

Ötting, Marius; Langrock, Roland; Maruotti, Antonello - In: AStA Advances in Statistical Analysis 107 (2021) 1-2, pp. 9-27

We investigate the potential occurrence of change points—commonly referred to as “momentum shifts”—in the dynamics of football matches. For that purpose, we model minute-by-minute in-game statistics of Bundesliga matches using hidden Markov models (HMMs). To allow for within-state...

Persistent link: https://www.econbiz.de/10014497575

A finite mixture analysis of structural breaks in the G-7 gross domestic product series

Cremaschini, Alessandro; Maruotti, Antonello - In: Research in economics : an international review of economics 77 (2023) 1, pp. 76-90

Persistent link: https://www.econbiz.de/10014283402

On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19

Cremaschini, Alessandro; Punzón, Antonio; Martellucci, … - In: Applied economics 55 (2023) 32, pp. 3675-3688

Persistent link: https://www.econbiz.de/10014299197

Estimating the size of undetected cases of the COVID-19 outbreak in Europe: an upper bound estimator

Rocchetti, Irene; Böhning, Dankmar; Holling, Heinz; … - In: Epidemiologic Methods 9 (2020) s1

Abstract Background While the number of detected COVID-19 infections are widely available, an understanding of the extent of undetected cases is urgently needed for an effective tackling of the pandemic. The aim of this work is to estimate the true number of COVID-19 (detected and undetected)...

Persistent link: https://www.econbiz.de/10014590670

Possession is nine-tenths of the law : possession, property, and coordination in a Hawk-Dove experiment

Fabbri, Marco; Rizzolli, Matteo; Maruotti, Antonello - In: Journal of institutional economics 17 (2021) 2, pp. 267-288

Persistent link: https://www.econbiz.de/10012437069

Initialization of Hidden Markov and Semi‐Markov Models : A Critical Evaluation of Several Strategies

Maruotti, Antonello; Punzo, Antonio - In: International Statistical Review 89 (2021) 3, pp. 447-480

Persistent link: https://www.econbiz.de/10012537622

Hidden Markov and Semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns series

Maruotti, Antonello; Punzo, Antonio; Bagnato, Luca - In: Journal of financial econometrics 17 (2019) 1, pp. 91-117

Persistent link: https://www.econbiz.de/10012054429

Compound unimodal distributions for insurance losses

Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello - In: Insurance / Mathematics & economics 81 (2018), pp. 95-107

Persistent link: https://www.econbiz.de/10011904625