×

zbMATH — the first resource for mathematics

De Gregorio, Alessandro

Compute Distance To:
Author ID: de-gregorio.alessandro Recent zbMATH articles by "De Gregorio, Alessandro"
Published as: De Gregorio, Alessandro; de Gregorio, Alessandro; De Gregorio, A.
External Links: ORCID
Documents Indexed: 33 Publications since 2004

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 150 times in 94 Documents Cited by Year
Random flights in higher spaces. Zbl 1138.60014
Orsingher, E.; De Gregorio, A.
34
2007
Flying randomly in \(\mathbb R^d\) with Dirichlet displacements. Zbl 1244.60090
De Gregorio, Alessandro; Orsingher, Enzo
20
2012
Adaptive LASSO-type estimation for multivariate diffusion processes. Zbl 1419.62170
De Gregorio, Alessandro; Iacus, Stefano M.
11
2012
On random flights with non-uniformly distributed directions. Zbl 1243.82031
De Gregorio, Alessandro
10
2012
Least squares volatility change point estimation for partially observed diffusion processes. Zbl 1144.62073
de Gregorio, Alessandro; Iacus, Stefano M.
10
2008
On Rényi information for ergodic diffusion processes. Zbl 1158.94346
de Gregorio, Alessandro; Iacus, Stefano M.
8
2009
A family of random walks with generalized Dirichlet steps. Zbl 1296.60110
De Gregorio, Alessandro
7
2014
Parametric estimation for the standard and geometric telegraph process observed at discrete times. Zbl 1204.60088
De Gregorio, Alessandro; Iacus, Stefano Maria
6
2008
Stochastic velocity motions and processes with random time. Zbl 1218.60085
De Gregorio, Alessandro
5
2010
Random motions at finite velocity in a non-Euclidean space. Zbl 1123.60076
Orsingher, E.; De Gregorio, A.
5
2007
Large deviation principles for telegraph processes. Zbl 1251.60023
De Gregorio, Alessandro; Macci, Claudio
5
2012
On a family of test statistics for discretely observed diffusion processes. Zbl 1280.62094
De Gregorio, A.; Iacus, S. M.
5
2013
Least-squares change-point estimation for the telegraph process observed at discrete times. Zbl 1228.62104
De Gregorio, Alessandro; Iacus, Stefano M.
4
2011
Parametric estimation for planar random flights. Zbl 1171.62049
de Gregorio, Alessandro
3
2009
Some results on random flights. Zbl 1111.60083
De Gregorio, A.; Orsinger, Enzo
2
2006
Divergences test statistics for discretely observed diffusion processes. Zbl 1184.62144
de Gregorio, Alessandro; Iacus, Stefano M.
2
2010
On the asymptotic behavior of the hyperbolic Brownian motion. Zbl 1296.60066
Cammarota, Valentina; De Gregorio, Alessandro; Macci, Claudio
2
2014
Reflecting random flights. Zbl 1327.82037
De Gregorio, Alessandro; Orsingher, Enzo
2
2015
Stochastic models associated to a nonlocal porous medium equation. Zbl 1436.60062
De Gregorio, Alessandro
2
2018
Motions with finite velocity analyzed with order statistics and differential equations. Zbl 1097.60088
De Gregorio, A.; Orsinger, E.; Sakhno, L.
1
2004
A Darling-Siegert formula relating some Bessel integrals and random walks. Zbl 1121.33003
De Gregorio, A.; Orsingher, E.
1
2007
Large deviations for a damped telegraph process. Zbl 1325.60022
De Gregorio, Alessandro; Macci, Claudio
1
2014
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres. Zbl 1278.60117
Aryasova, Olga; de Gregorio, Alessandro; Orsingher, Enzo
1
2013
Empirical \(L^2\)-distance test statistics for ergodic diffusions. Zbl 1426.62239
De Gregorio, A.; Iacus, S. M.
1
2019
Transport processes with random jump rate. Zbl 1375.60140
De Gregorio, Alessandro
1
2016
On penalized estimation for dynamical systems with small noise. Zbl 1392.62248
De Gregorio, Alessandro; Iacus, Stefano Maria
1
2018
Empirical \(L^2\)-distance test statistics for ergodic diffusions. Zbl 1426.62239
De Gregorio, A.; Iacus, S. M.
1
2019
Stochastic models associated to a nonlocal porous medium equation. Zbl 1436.60062
De Gregorio, Alessandro
2
2018
On penalized estimation for dynamical systems with small noise. Zbl 1392.62248
De Gregorio, Alessandro; Iacus, Stefano Maria
1
2018
Transport processes with random jump rate. Zbl 1375.60140
De Gregorio, Alessandro
1
2016
Reflecting random flights. Zbl 1327.82037
De Gregorio, Alessandro; Orsingher, Enzo
2
2015
A family of random walks with generalized Dirichlet steps. Zbl 1296.60110
De Gregorio, Alessandro
7
2014
On the asymptotic behavior of the hyperbolic Brownian motion. Zbl 1296.60066
Cammarota, Valentina; De Gregorio, Alessandro; Macci, Claudio
2
2014
Large deviations for a damped telegraph process. Zbl 1325.60022
De Gregorio, Alessandro; Macci, Claudio
1
2014
On a family of test statistics for discretely observed diffusion processes. Zbl 1280.62094
De Gregorio, A.; Iacus, S. M.
5
2013
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres. Zbl 1278.60117
Aryasova, Olga; de Gregorio, Alessandro; Orsingher, Enzo
1
2013
Flying randomly in \(\mathbb R^d\) with Dirichlet displacements. Zbl 1244.60090
De Gregorio, Alessandro; Orsingher, Enzo
20
2012
Adaptive LASSO-type estimation for multivariate diffusion processes. Zbl 1419.62170
De Gregorio, Alessandro; Iacus, Stefano M.
11
2012
On random flights with non-uniformly distributed directions. Zbl 1243.82031
De Gregorio, Alessandro
10
2012
Large deviation principles for telegraph processes. Zbl 1251.60023
De Gregorio, Alessandro; Macci, Claudio
5
2012
Least-squares change-point estimation for the telegraph process observed at discrete times. Zbl 1228.62104
De Gregorio, Alessandro; Iacus, Stefano M.
4
2011
Stochastic velocity motions and processes with random time. Zbl 1218.60085
De Gregorio, Alessandro
5
2010
Divergences test statistics for discretely observed diffusion processes. Zbl 1184.62144
de Gregorio, Alessandro; Iacus, Stefano M.
2
2010
On Rényi information for ergodic diffusion processes. Zbl 1158.94346
de Gregorio, Alessandro; Iacus, Stefano M.
8
2009
Parametric estimation for planar random flights. Zbl 1171.62049
de Gregorio, Alessandro
3
2009
Least squares volatility change point estimation for partially observed diffusion processes. Zbl 1144.62073
de Gregorio, Alessandro; Iacus, Stefano M.
10
2008
Parametric estimation for the standard and geometric telegraph process observed at discrete times. Zbl 1204.60088
De Gregorio, Alessandro; Iacus, Stefano Maria
6
2008
Random flights in higher spaces. Zbl 1138.60014
Orsingher, E.; De Gregorio, A.
34
2007
Random motions at finite velocity in a non-Euclidean space. Zbl 1123.60076
Orsingher, E.; De Gregorio, A.
5
2007
A Darling-Siegert formula relating some Bessel integrals and random walks. Zbl 1121.33003
De Gregorio, A.; Orsingher, E.
1
2007
Some results on random flights. Zbl 1111.60083
De Gregorio, A.; Orsinger, Enzo
2
2006
Motions with finite velocity analyzed with order statistics and differential equations. Zbl 1097.60088
De Gregorio, A.; Orsinger, E.; Sakhno, L.
1
2004
all top 5

Cited by 101 Authors

20 De Gregorio, Alessandro
13 Orsingher, Enzo
9 Rodríguez-Dagnino, Ramón Martín
7 Pogorui, Anatoliy A.
6 Di Crescenzo, Antonio
6 Iacus, Stefano Maria
6 Macci, Claudio
5 Martinucci, Barbara
4 Cammarota, Valentina
4 Garra, Roberto
4 Le Caër, Gérard
4 Uchida, Masayuki
3 Beghin, Luisa
3 Yoshida, Nakahiro
3 Zacks, Shelemyahu
2 D’Ovidio, Mirko
2 Fujimori, Kou
2 Golshani, Leila
2 Iuliano, Antonella
2 Kaino, Yusuke
2 Meoli, Alessandra
2 Mishra, Mahendra Nath
2 Nakakita, Shogo H.
2 Pasha, Einollah
2 Prakasa Rao, B. L. S.
2 Ratanov, Nikita
1 Abramo, L. Raul W.
1 Acebrón, Juan A.
1 Aletti, Giacomo
1 Angelani, Luca
1 Asadi, Majid
1 Bastos, João A.
1 Bertoni, Danilo
1 Caiado, Jorge
1 Casini, Emanuele
1 Cavicchioli, Daniele
1 Chen, Fuqi
1 Ciołek, Gabriela
1 Crimaldi, Irene
1 D’Amato, Valeria
1 d’Eon, Eugene
1 Di Lorenzo, Emilia
1 Elbroch, L. Mark
1 Ferrandi, Giulia
1 Gatto, Riccardo
1 Ghosh, Arka Prasanna
1 Giesecke, Kay
1 Golubev, Konstantin
1 Gugushvili, Shota
1 Haberman, Steven
1 Hu, Chaoran
1 Huang, Jingjing
1 Jiang, Xiaomeng
1 Källberg, David
1 Kamber, Amitay
1 Kelbert, Mark Ya.
1 Kitagawa, Hayato
1 Kolesnik, Alexander D.
1 Kuang, Nenghui
1 Lachal, Aimé
1 Leonenko, Nikolai N.
1 Li, Yong
1 Luo, Wenqiang
1 Mamon, Rogemar S.
1 Mao, Mingzhi
1 Martinelli, Andrea
1 Marushkevych, Dmytro
1 Micheletti, Alessandra
1 Nishiyama, Yoichi
1 Nkurunziza, Sévérien
1 Papanicolaou, Alex
1 Podolskij, Mark
1 Pogorui, A. O.
1 Polito, Federico
1 Pozdnyakov, Vladimir
1 Pretolani, Roberto
1 Rastegar, Reza
1 Reimberg, Paulo H. F.
1 Ribeiro, Marco A.
1 Ricciuti, Costantino
1 Roitershtein, Alexander
1 Sagoo, Pretty
1 Schauer, Moritz
1 Seleznjev, Oleg
1 Shang, Pengjian
1 Sibillo, Marilena
1 Sisti, Francesco
1 Song, Junmo
1 Spreij, Peter
1 Suzuki, Takumi
1 Tang, Yanlin
1 Toaldo, Bruno
1 Toke, Ioane Muni
1 Tsukuda, Koji
1 van der Meulen, Frank Henri
1 Wang, Yinfeng
1 Xie, Huantian
1 Yan, Jun
1 Yari, Gholamhossein
1 Zarezadeh, Somayeh
...and 1 more Authors
all top 5

Cited in 43 Serials

14 Journal of Statistical Physics
8 Statistics & Probability Letters
5 Methodology and Computing in Applied Probability
4 Journal of Applied Probability
4 Journal of Statistical Planning and Inference
4 Modern Stochastics. Theory and Applications
3 Journal of Mathematical Physics
3 Information Sciences
3 Stochastic Processes and their Applications
3 Statistical Inference for Stochastic Processes
2 Advances in Applied Probability
2 Physica A
2 Annals of the Institute of Statistical Mathematics
2 Stochastic Analysis and Applications
2 Mathematical Methods of Statistics
2 Random Operators and Stochastic Equations
2 Quantitative Finance
2 Stochastics
2 Electronic Journal of Statistics
1 Journal of Computational Physics
1 Journal of Mathematical Analysis and Applications
1 Transport Theory and Statistical Physics
1 Ukrainian Mathematical Journal
1 Applied Mathematics and Computation
1 Geometriae Dedicata
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Proceedings of the American Mathematical Society
1 Journal of the Japan Statistical Society
1 Insurance Mathematics & Economics
1 Statistics
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Computational Statistics and Data Analysis
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 Journal of Nonparametric Statistics
1 Abstract and Applied Analysis
1 Brazilian Journal of Probability and Statistics
1 Stochastics and Dynamics
1 Statistical Methods and Applications
1 Journal of the Korean Statistical Society
1 Japanese Journal of Statistics and Data Science

Citations by Year