2108/391443 - 2024 -
Asymptotic results for compound sums in separable Banach spaces Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: ESAIM: PROBABILITY AND STATISTICS (Paris : [Société de mathématiques appliquées et industrielles] 1995-) pp. 329-349 - issn: 1262-3318 - wos: (0) - scopus: (0)
2108/389687 - 2024 -
Asymptotic results for sums and extremes Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: JOURNAL OF APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 1153-1171 - issn: 0021-9002 - wos: WOS:001192282500001 (0) - scopus: 2-s2.0-85187943219 (0)
2108/389543 - 2024 -
Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS (American Mathematical Society:PO Box 6248:Providence, RI 02940:(800)321-4267, (401)455-4000, EMAIL: cust-serv@ams.org, gma@math.ams.org, INTERNET: http://www.ams.org, Fax: (401)331-3842) pp. 21-43 - issn: 0094-9000 - wos: (0) - scopus: (0)
2108/348243 - 2023 -
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models Giorgio, Giacomo; Pacchiarotti, Barbara; Pigato, Paolo - 01 - Articolo su rivista
rivista: APPLIED MATHEMATICAL FINANCE ([London]: [Routledge Taylor & Francis Group]
London : Chapman & Hall, 1994-) pp. 123-152 - issn: 1350-486X - wos: (0) - scopus: 2-s2.0-85184218451 (0)
2108/323923 - 2023 -
Asymptotic results for certain first-passage times and areas of renewal processes Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS (American Mathematical Society:PO Box 6248:Providence, RI 02940:(800)321-4267, (401)455-4000, EMAIL: cust-serv@ams.org, gma@math.ams.org, INTERNET: http://www.ams.org, Fax: (401)331-3842) pp. 127-148 - issn: 0094-9000 - wos: WOS:000985914100001 (0) - scopus: 2-s2.0-85163816801 (0)
2108/344603 - 2023 -
Asymptotics for multifactor Volterra type stochastic volatility models Catalini, Giulia; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STOCHASTIC ANALYSIS AND APPLICATIONS (Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540) pp. 1025-1055 - issn: 0736-2994 - wos: WOS:000853518300001 (1) - scopus: 2-s2.0-85138330471 (2)
2108/302792 - 2022 -
Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: METRIKA (Physica-Verlag GmBh & Company:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 487492, INTERNET: http://www.springer.de, Fax: 011 49 6221 487177) pp. 733-752 - issn: 0026-1335 - wos: WOS:000737725500001 (0) - scopus: 2-s2.0-85122186159 (0)
2108/298679 - 2022 -
Asymptotic results for families of random variables having power series distributions Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 207-228 - issn: 2351-6054 - wos: WOS:000798692900004 (2) - scopus: 2-s2.0-85130542303 (2)
2108/276590 - 2021 -
Pathwise asymptotics for Volterra type stochastic volatility models Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: JOURNAL OF THEORETICAL PROBABILITY (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 682-727 - issn: 0894-9840 - wos: WOS:000516101600002 (5) - scopus: 2-s2.0-85079723339 (7)
2108/282689 - 2021 -
Large deviations for a class of tempered subordinators and their inverse processes Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH. SECTION A. MATHEMATICS (Royal Society of Edinburgh:22 24 George Street, Edinburgh EH2 2PQ United Kingdom:011 44 131 2256057, INTERNET: http://www.ma.hw.ac.uk/RSE, Fax: 011 44 131 2206889) pp. 2030-2050 - issn: 0308-2105 - wos: WOS:000727828100017 (3) - scopus: 2-s2.0-85099121356 (4)
2108/257536 - 2020 -
Some large deviations principles for time-changed Gaussian processes Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: LITHUANIAN MATHEMATICAL JOURNAL (Consultants Bureau:A Division of Plenum Publishing Corporation, 233 Spring Street, Sixth Floor:New York, NY 10013:(800)221-9369, (212)620-8082, Fax: (212)463-0742) pp. 513-529 - issn: 0363-1672 - wos: WOS:000570437500002 (1) - scopus: 2-s2.0-85091164055 (1)
2108/239764 - 2020 -
Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 17-41 - issn: 2351-6054 - wos: WOS:000522310400002 (0) - scopus: 2-s2.0-85082595904 (0)
2108/250391 - 2020 -
Asymptotic results for weighted means of linear combinations of independent Poisson random variables Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 497-518 - issn: 1744-2508 - wos: WOS:000476077200001 (0) - scopus: 2-s2.0-85069036155 (0)
2108/255367 - 2020 -
Optimal importance sampling for continuous Gaussian fields Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: JOURNAL OF APPLIED ANALYSIS (Wydawnictwo Politechniki Lódzkiej. Lódz) pp. - - issn: 1425-6908 - wos: WOS:000593064600001 (0) - scopus: 2-s2.0-85095606092 (0)
2108/211125 - 2019 -
Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 13-22 - issn: 0167-7152 - wos: WOS:000466623900003 (0) - scopus: 2-s2.0-85062651391 (0)
2108/214922 - 2019 -
Large deviations for generalized conditioned Gaussian processes and their bridges Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: PROBABILITY AND MATHEMATICAL STATISTICS (Warszawa; Wrocław: Polish Scientific Publishers.) pp. 159-181 - issn: 0208-4147 - wos: WOS:000497193700011 (2) - scopus: 2-s2.0-85068701602 (2)
2108/207688 - 2018 -
Large deviations for conditionally Gaussian processes: estimates of level crossing probability Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 483-499 - issn: 2351-6054 - wos: WOS:000455589000008 (3) - scopus: 2-s2.0-85061828447 (2)
2108/183153 - 2017 -
Large deviations for conditional Volterra processes Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STOCHASTIC ANALYSIS AND APPLICATIONS (Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540) pp. 191-210 - issn: 0736-2994 - wos: WOS:000394449400001 (6) - scopus: 2-s2.0-84997794637 (6)
2108/190247 - 2017 -
Asymptotic results for finite superpositions of Ornstein–Uhlenbeck processes Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STOCHASTIC ANALYSIS AND APPLICATIONS (Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540) pp. 954-979 - issn: 0736-2994 - wos: WOS:000415657300003 (1) - scopus: 2-s2.0-85021798966 (1)
2108/170563 - 2017 -
Exponential tightness for Gaussian processes, with applications to some sequences of weighted means Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 469-484 - issn: 1744-2508 - wos: WOS:000392492800002 (6) - scopus: 2-s2.0-84992200659 (8)
2108/176462 - 2017 -
Large deviations for estimators of the parameters of a neuronal response latency model Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 65-75 - issn: 0167-7152 - wos: WOS:000400535600009 (1) - scopus: 2-s2.0-85015627446 (1)
2108/179311 - 2017 -
Large deviations for i.i.d. replications of the total progeny of a Galton–Watson process Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 1-13 - issn: 2351-6054 - wos: WOS:000411000200001 (0) - scopus: (0)
2108/183852 - 2017 -
Asymptotic behavior of some hitting probabilities for sums of IID gaussian random sets Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION (Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540) pp. 4318-4332 - issn: 0361-0918 - wos: WOS:000405864600011 (0) - scopus: 2-s2.0-85009792784 (0)
2108/114074 - 2015 -
Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes Caramellino, Lucia; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (Springer Nature
Dordrecht: Kluwer Academic Publishers) pp. 383-401 - issn: 1387-5841 - wos: WOS:000354094300006 (5) - scopus: 2-s2.0-84958057030 (5)
2108/98729 - 2015 -
Asymptotic results for runs and empirical cumulative entropies Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 77-89 - issn: 0378-3758 - wos: WOS:000347134200005 (2) - scopus: 2-s2.0-84923050918 (2)
2108/110496 - 2015 -
Asymptotic results for empirical means of independent geometric distributed random variables Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 308-325 - issn: 1744-2508 - wos: WOS:000351517100007 (1) - scopus: 2-s2.0-84924232424 (1)
2108/114034 - 2015 -
Large deviations for a class of counting processes and some statistical applications Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 36-48 - issn: 0167-7152 - wos: WOS:000358268400006 (2) - scopus: 2-s2.0-84929579026 (3)
2108/86459 - 2014 -
On large deviations for some sequences of weighted means of Gaussian processes Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (New York: Elsevier Science
Orlando Fla.: Academic Press) pp. 612-631 - issn: 0022-247X - wos: WOS:000334651500009 (1) - scopus: 2-s2.0-84894301212 (1)
2108/90147 - 2013 -
Large Deviations for Proportions of Observations Which Fall in Random Sets Determined by Order Statistics Macci, Claudio; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (Springer Nature
Dordrecht: Kluwer Academic Publishers) pp. 875-896 - issn: 1387-5841 - wos: WOS:000325826500007 (6) - scopus: 2-s2.0-84885854172 (6)
2108/28568 - 2008 -
Large deviation estimates of the crossing probability for pinned Gaussian processes Caramellino, Lucia; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: ADVANCES IN APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 424-453 - issn: 0001-8678 - wos: WOS:000258135000007 (7) - scopus: 2-s2.0-49349088017 (8)
2108/23720 - 2006 -
Explicit computation of second-order moments of importance sampling estimators for fractional Brownian motion Baldi, Paolo; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: BERNOULLI (Voorburg; Andover: International Statistical Institute; Chapman and Hall) pp. 663-688 - issn: 1350-7265 - wos: WOS:000239882500005 (6) - scopus: 2-s2.0-33846164755 (9)
2108/37549 - 2005 -
Roughness in the Kolmogorov-Johnson-Mehl-Avrami framework: extension to (2+1)D of the Trofimov-Park model Pacchiarotti, Barbara; Fanfoni, Massimo; Tomellini, Massimo - 01 - Articolo su rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 379-392 - issn: 0378-4371 - wos: WOS:000232987900011 (5) - scopus: 2-s2.0-26444568582 (5)
2108/45350 - 2002 -
Sharp estimates for the hitting probability on
time-dependent barriers for a Brownian Motion. Caramellino, Lucia; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: MONTE CARLO METHODS AND APPLICATIONS (Tokyo ; Köln ; Utrecht ; Boston : VSP) pp. 221-236 - issn: 0929-9629 - wos: (0) - scopus: 2-s2.0-84941197906 (2)
2108/45129 - 1999 -
Diffusion approximations for random walks
on nilpotent Lie groups Caramellino, Lucia; Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 363-367 - issn: 0167-7152 - wos: WOS:000077932800005 (1) - scopus: 2-s2.0-0041726994 (1)
2108/114077 - 1998 -
Numerical Approximation for Functionals of Reflecting Diffusion Processes Pacchiarotti, Barbara - 01 - Articolo su rivista
rivista: SIAM JOURNAL ON APPLIED MATHEMATICS (Society for Industrial and Applied Mathematics:3600 University City Science Center:Philadelphia, PA 19104:(800)447-7426, (215)382-9800, EMAIL: service@siam.org, INTERNET: http://www.siam.org, Fax: (215)386-7999) pp. 73-102 - issn: 0036-1399 - wos: 000071941800005 (43) - scopus: 2-s2.0-0031997542 (53)