We investigate the strategies of one of the main Italian temporary help agencies (THAs) through the examination of a dataset which refers to the take-off period of THAs (1998-2000). The analysis sheds light on some characteristics of the temporary labor supply in Italy, which have been neglected...

The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant velocity $+ v$ or $-v$. The changes of direction are governed...

In this paper, we review recent advances on change point estimation for the volatility component of stochastic differential equations under different discrete sampling schemes. We consider both ergodic and non-ergodic cases, and present a Monte Carlo study on the change point estimator to...

The least absolute shrinkage and selection operator (LASSO) is a widely used statistical methodology for simultaneous estimation and variable selection. It is a shrinkage estimation method that allows one to select parsimonious models. In other words, this method estimates the redundant...

We consider a multidimensional Itô process Y=(Yt)t∈[0,T] with some unknown drift coefficient process bt and volatility coefficient σ(Xt,θ) with covariate process X=(Xt)t∈[0,T], the function σ(x,θ) being known up to θ∈Θ. For this model, we consider a change point problem for the...