# Marco Minozzo

## Personal Details

 First Name: Marco Middle Name: Last Name: Minozzo Suffix: RePEc Short-ID: pmi539 http://www.dse.univr.it/?ent=persona&id=3891&lang=en

## Affiliation

### Dipartimento di Scienze EconomicheFacoltà di EconomiaUniversità degli Studi di Verona

Verona, Italy

: +39 045 802 8095
+39 045 802 8529
Via Cantarane, 24 - I-37129 Verona
RePEc:edi:isverit (more details at EDIRC)

## Research output

as

### Working papers

1. Marco Minozzo & Clarissa Ferrari, 2012. "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers 33/2012, University of Verona, Department of Economics.
2. Marco Minozzo & Silvia Centanni, 2012. "Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes," Working Papers 11/2012, University of Verona, Department of Economics.
3. Marco Minozzo & Silvia Centanni, 2011. "Continuous time filtering for a class of marked doubly stochastic Poisson processes," Working Papers 23/2011, University of Verona, Department of Economics.
4. Marco Minozzo & Clarissa Ferrari, 2011. "Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy)," Working Papers 21/2011, University of Verona, Department of Economics.
5. Marco Minozzo, 2011. "On the existence of some skew normal stationary processes," Working Papers 20/2011, University of Verona, Department of Economics.
6. Marco Minozzo & Clarissa Ferrari, 2011. "A hierarchical geostatistical factor model for multivariate Poisson count data," Working Papers 22/2011, University of Verona, Department of Economics.
7. Silvia Centanni & Marco Minozzo, 2010. "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers 22/2010, University of Verona, Department of Economics.

### Articles

1. Marco Minozzo & Clarissa Ferrari, 2013. "Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(2), pages 195-213, April.
2. Silvia Centanni & Marco Minozzo, 2012. "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-22.
3. Centanni, Silvia & Minozzo, Marco, 2006. "A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1582-1597, December.

## Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

### Working papers

1. Marco Minozzo & Silvia Centanni, 2012. "Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes," Working Papers 11/2012, University of Verona, Department of Economics.

Cited by:

1. Alan Genaro & Adilson Simonis, 2015. "Estimating doubly stochastic Poisson process with affine intensities by Kalman filter," Statistical Papers, Springer, vol. 56(3), pages 723-748, August.

2. Marco Minozzo, 2011. "On the existence of some skew normal stationary processes," Working Papers 20/2011, University of Verona, Department of Economics.

Cited by:

1. M. Alodat & M. AL-Rawwash, 2014. "The extended skew Gaussian process for regression," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 317-330, October.
2. Chunsheng Ma, 2013. "Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(5), pages 941-958, October.
3. Marco Minozzo & Clarissa Ferrari, 2012. "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers 33/2012, University of Verona, Department of Economics.
4. Jiangyan Wang & Miao Yang & Anandamayee Majumdar, 2018. "Comparative study and sensitivity analysis of skewed spatial processes," Computational Statistics, Springer, vol. 33(1), pages 75-98, March.

### Articles

1. Marco Minozzo & Clarissa Ferrari, 2013. "Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(2), pages 195-213, April.

Cited by:

1. Alessandro Fassò & Alessio Pollice & Barbara Cafarelli, 2013. "Spatial statistics for environmental studies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(2), pages 89-91, April.
2. Marco Minozzo & Clarissa Ferrari, 2012. "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers 33/2012, University of Verona, Department of Economics.

2. Centanni, Silvia & Minozzo, Marco, 2006. "A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1582-1597, December.

Cited by:

1. Fernández-Alcalá, R.M. & Navarro-Moreno, J. & Ruiz-Molina, J.C., 2009. "Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4322-4331, October.
2. Marco Minozzo & Silvia Centanni, 2012. "Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes," Working Papers 11/2012, University of Verona, Department of Economics.
3. Axel Finke & Adam Johansen & Dario Spanò, 2014. "Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 577-609, June.
4. James Martin & Ajay Jasra & Emma McCoy, 2013. "Inference for a class of partially observed point process models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 413-437, June.
5. Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016. "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 1-14.
6. D. T. Koops & O. J. Boxma & M. R. H. Mandjes, 0. "Networks of $$\cdot /G/\infty$$ · / G / ∞ queues with shot-noise-driven arrival intensities," Queueing Systems: Theory and Applications, Springer, vol. 0, pages 1-25.
7. D. T. Koops & O. J. Boxma & M. R. H. Mandjes, 2017. "Networks of $$\cdot /G/\infty$$ · / G / ∞ queues with shot-noise-driven arrival intensities," Queueing Systems: Theory and Applications, Springer, vol. 86(3), pages 301-325, August.

Research fields, statistics, top rankings, if available.

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
1. NEP-MST: Market Microstructure (1) 2011-01-03
2. NEP-ORE: Operations Research (1) 2011-01-03

## Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Marco Minozzo should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.