Edit Profile (opens in new tab) Cavicchioli, Maddalena Co-Author Distance Author ID: cavicchioli.maddalena Published as: Cavicchioli, Maddalena Documents Indexed: 27 Publications since 2012 Co-Authors: 2 Co-Authors with 2 Joint Publications 42 Co-Co-Authors Co-Authors 25 single-authored 1 Billio, Monica 1 Lalla, Michele all top 5 Serials 4 Statistical Methods and Applications 2 Scandinavian Journal of Statistics 2 Journal of Multivariate Analysis 2 Journal of Statistical Planning and Inference 2 Journal of Time Series Analysis 2 Economics Letters 2 Communications in Statistics. Theory and Methods 1 Discrete Applied Mathematics 1 Computational Statistics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Econometric Theory 1 Stochastics 1 International Mathematical Forum 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 Journal of Mathematics Fields 25 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Convex and discrete geometry (52-XX) 1 Combinatorics (05-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 83 times in 30 Documents Cited by ▼ Year ▼ Determining the number of regimes in Markov switching VAR and VMA models. Zbl 1301.62083 Cavicchioli, Maddalena 17 2014 Higher order moments of Markov switching VARMA models. Zbl 1396.62197 Cavicchioli, Maddalena 12 2017 Analysis of the likelihood function for Markov-switching VAR(CH) models. Zbl 1311.62127 Cavicchioli, Maddalena 12 2014 Spectral density of Markov-switching VARMA models. Zbl 1288.62134 Cavicchioli, Maddalena 11 2013 Asymptotic Fisher information matrix of Markov switching VARMA models. Zbl 1362.62014 Cavicchioli, Maddalena 10 2017 Weak VARMA representations of regime-switching state-space models. Zbl 1353.60066 Cavicchioli, Maddalena 4 2016 Statistical analysis of mixture vector autoregressive models. Zbl 1373.62444 Cavicchioli, Maddalena 4 2016 Third and fourth moments of vector autoregressions with regime switching. Zbl 1368.62243 Cavicchioli, Maddalena 2 2017 Statistical inference for mixture GARCH models with financial application. Zbl 1505.62091 Cavicchioli, Maddalena 2 2021 Goodness-of-fit tests for Markov Switching VAR models using spectral analysis. Zbl 07505543 Cavicchioli, Maddalena 2 2022 Estimation and asymptotic covariance matrix for stochastic volatility models. Zbl 1384.62319 Cavicchioli, Maddalena 1 2017 Markov switching GARCH models: filtering, approximations and duality. Zbl 1383.62201 Billio, Monica; Cavicchioli, Maddalena 1 2017 Acute triangulations of convex quadrilaterals. Zbl 1250.52001 Cavicchioli, Maddalena 1 2012 OLS estimation of Markov switching VAR models: asymptotics and application to energy use. Zbl 1480.62168 Cavicchioli, Maddalena 1 2021 Spectral representation and autocovariance structure of Markov switching DSGE models. Zbl 1511.62214 Cavicchioli, Maddalena 1 2020 Spectral analysis of Markov switching GARCH models with statistical inference. Zbl 07677031 Cavicchioli, Maddalena 1 2023 On mixture autoregressive conditional heteroskedasticity. Zbl 1432.62292 Cavicchioli, Maddalena 1 2018 Spectral analysis of Markov switching GARCH models with statistical inference. Zbl 07677031 Cavicchioli, Maddalena 1 2023 Goodness-of-fit tests for Markov Switching VAR models using spectral analysis. Zbl 07505543 Cavicchioli, Maddalena 2 2022 Statistical inference for mixture GARCH models with financial application. Zbl 1505.62091 Cavicchioli, Maddalena 2 2021 OLS estimation of Markov switching VAR models: asymptotics and application to energy use. Zbl 1480.62168 Cavicchioli, Maddalena 1 2021 Spectral representation and autocovariance structure of Markov switching DSGE models. Zbl 1511.62214 Cavicchioli, Maddalena 1 2020 On mixture autoregressive conditional heteroskedasticity. Zbl 1432.62292 Cavicchioli, Maddalena 1 2018 Higher order moments of Markov switching VARMA models. Zbl 1396.62197 Cavicchioli, Maddalena 12 2017 Asymptotic Fisher information matrix of Markov switching VARMA models. Zbl 1362.62014 Cavicchioli, Maddalena 10 2017 Third and fourth moments of vector autoregressions with regime switching. Zbl 1368.62243 Cavicchioli, Maddalena 2 2017 Estimation and asymptotic covariance matrix for stochastic volatility models. Zbl 1384.62319 Cavicchioli, Maddalena 1 2017 Markov switching GARCH models: filtering, approximations and duality. Zbl 1383.62201 Billio, Monica; Cavicchioli, Maddalena 1 2017 Weak VARMA representations of regime-switching state-space models. Zbl 1353.60066 Cavicchioli, Maddalena 4 2016 Statistical analysis of mixture vector autoregressive models. Zbl 1373.62444 Cavicchioli, Maddalena 4 2016 Determining the number of regimes in Markov switching VAR and VMA models. Zbl 1301.62083 Cavicchioli, Maddalena 17 2014 Analysis of the likelihood function for Markov-switching VAR(CH) models. Zbl 1311.62127 Cavicchioli, Maddalena 12 2014 Spectral density of Markov-switching VARMA models. Zbl 1288.62134 Cavicchioli, Maddalena 11 2013 Acute triangulations of convex quadrilaterals. Zbl 1250.52001 Cavicchioli, Maddalena 1 2012 all cited Publications top 5 cited Publications all top 5 Cited by 23 Authors 19 Cavicchioli, Maddalena 2 Bibi, Abdelouahab 2 Ghezal, Ahmed 1 Aliat, Billel 1 Baek, Changryong 1 Chuffart, Thomas 1 Düker, Marie-Christine 1 Fiorentini, Gabriele 1 Flachaire, Emmanuel 1 Hamdi, Fayçal 1 Heiny, Johannes 1 Ilmi Amir, Abdoulkarim 1 Kimouche, Karima 1 Kole, Erik 1 Kwok, Simon Sai Man 1 Li, Nan 1 Mainassara, Yacouba Boubacar 1 Mikosch, Thomas 1 Peguin-Feissolle, Anne 1 Pipiras, Vladas 1 Planas, Christophe 1 Rossi, Alessandro 1 van Dijk, Dick all top 5 Cited in 20 Serials 5 Communications in Statistics. Theory and Methods 2 Journal of Multivariate Analysis 2 Journal of Statistical Planning and Inference 2 Journal of Time Series Analysis 2 Statistical Papers 2 Journal of Mathematical Sciences (New York) 2 Statistical Methods and Applications 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Journal of Econometrics 1 Economics Letters 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Bernoulli 1 Studies in Nonlinear Dynamics and Econometrics 1 Econometric Theory 1 Stochastics 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 Journal of Mathematics all top 5 Cited in 6 Fields 29 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Probability theory and stochastic processes (60-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Convex and discrete geometry (52-XX) 1 Systems theory; control (93-XX) Citations by Year