Information about:
Emanuele Taufer

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cs.unitn.it/~etaufer/
Postal Address:
Phone:

Affiliation

• Dipartimento di Informatica e Studi Aziendali (Department of Computer and Management Sciences)
  Facoltà di Economia (Faculty of Economics)
  Università degli Studi di Trento

  Location: Trento, Italy
  Homepage: http://www.disa.unitn.it/
  Email:
  Phone: +39-0461-882126
  Fax: +39-0461-882124
  Postal: via Inama, 5 -- I-38100 Trento TN
  Handle: RePEc:edi:ditreit (registered authors at this institution)

Working papers

1. Emanuele Taufer, 2008. "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers 0805, Department of Computer and Management Sciences, University of Trento, Italy, revised 07 Jul 2008. [Downloadable!]

2. Emanuele Taufer & Nikolai Leonenko, 2007. "Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Quaderni DISA 123, Department of Computer and Management Sciences, University of Trento, Italy, revised 23 May 2007. [Downloadable!]
   Published as:
   • Taufer, Emanuele & Leonenko, Nikolai, 2009. "Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2427-2437, April. [Downloadable!] (restricted)

3. Emanuele Taufer, 2006. "Modeling stylized features in default rates," Alea Tech Reports 021, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]

4. Emanuele Taufer & Raoul Pisani & Laura Blasiol, 2006. "Una possibile distribuzione dei Default rate della clientela corporate: analisi teoriche e verifiche empiriche," Quaderni DISA 110, Department of Computer and Management Sciences, University of Trento, Italy.

5. Emanuele Taufer, 2005. "Estimation of marginal parameters of SUP-OU processes with long range dependence," Quaderni DISA 108, Department of Computer and Management Sciences, University of Trento, Italy.

6. Nikolai Leonenko & Emanuele Taufer, 2004. "Convergence of integrated superpositions of Ornstein Uhlenbeck processes to fractional Brownian motion," Quaderni DISA 092, Department of Computer and Management Sciences, University of Trento, Italy.

7. Emanuele Taufer, 2003. "Asymptotic properties of functionals of stationary long memory processes with applications regression," Quaderni DISA 083, Department of Computer and Management Sciences, University of Trento, Italy.

8. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2002. "The use of Mean Residual Life in testing departures from Esxponentiality," Quaderni DISA 071, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003. [Downloadable!]

9. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2001. "Testing Exponentiality by comparing the Empirical," Quaderni DISA 053, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003. [Downloadable!]

10. Nikolai Leonenko & Emanuele Taufer, 2001. "On the rate of convergence to the Normal approximation of LSE in multiple regression with long memory random fields," Quaderni DISA 044, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003. [Downloadable!]

11. Emanuele Taufer & Pier Luigi Novi Inverardi, 2000. "Case di riposo," Quaderni DISA 034, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003. [Downloadable!]

12. Nikolai Leonenko & Ludmila Sakhno & Emanuele Taufer, 2000. "On the product limit estimator for long range dependent sequences under chi-square subordination," Quaderni DISA 041, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003. [Downloadable!]

1. Taufer, Emanuele & Leonenko, Nikolai, 2009. "Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2427-2437, April. [Downloadable!] (restricted)
   Other versions:
   • Emanuele Taufer & Nikolai Leonenko, 2007. "Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Quaderni DISA 123, Department of Computer and Management Sciences, University of Trento, Italy, revised 23 May 2007. [Downloadable!]

2. N. N. Leonenko & Emanuele Taufer, 2001. "Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 54-71. [Downloadable!]

1. NEP-ECM: Econometrics (1) 2008-07-30 Author is listed
2. NEP-IFN: International Finance (1) 2008-07-30 Author is listed

This page was last updated on 2009-12-10.