2108/385883 - 2024 -
Non-universal moderate deviation principle for the nodal length of arithmetic Random Waves Macci, Claudio - 01 - Articolo su rivista
rivista: ALEA (Rio de Janeiro, RJ: Instituto Nacional de Matemática Pura e Aplicada) pp. 1601-1624 - issn: 1980-0436 - wos: WOS:001322646500001 (0) - scopus: 2-s2.0-85206300061 (0)
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)
2108/350483 - 2024 -
Method-of-moments estimators of a scale parameter based on samples from a coherent system Macci, Claudio - 01 - Articolo su rivista
rivista: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES (Cambridge University Press / New York:40 West 20th Street:New York, NY 10011:(800)872-7423, (212)924-3900, EMAIL: journals_subscriptions@cup.org, INTERNET: http://www.journals.cambridge.org, Fax: (212)691-3239) pp. 150-167 - issn: 0269-9648 - wos: WOS:000938724100001 (3) - scopus: 2-s2.0-85200648583 (3)
2108/347903 - 2024 -
Noncentral moderate deviations for fractional Skellam processes Macci, Claudio - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 43-61 - issn: 2351-6054 - wos: WOS:001147624700005 (0) - scopus: 2-s2.0-85182822104 (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)
2108/315557 - 2023 -
An inverse Sanov theorem for exponential families Macci, Claudio - 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. 54-68 - issn: 0378-3758 - wos: WOS:000882516900003 (0) - scopus: 2-s2.0-85141733392 (0)
2108/315558 - 2023 -
Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin Macci, Claudio - 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. - - issn: 0167-7152 - wos: WOS:000930181700001 (1) - scopus: 2-s2.0-85147334684 (1)
2108/318698 - 2023 -
Some examples of noncentral moderate deviations for sequences of real random variables Macci, Claudio - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 111-144 - issn: 2351-6054 - wos: WOS:000967213900001 (3) - scopus: (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)
2108/297849 - 2022 -
Non-central moderate deviations for compound fractional Poisson processes Macci, Claudio - 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. - - issn: 0167-7152 - wos: WOS:000789676400012 (2) - scopus: 2-s2.0-85124883013 (2)
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)
2108/302792 - 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)
2108/282689 - 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)
2108/282691 - 2021 -
Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case Macci, Claudio - 01 - Articolo su rivista
rivista: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (-Tokyo ; London ; Dordrecht ; Boston : Kluwer Academic Publishers : Institute of Statistical Mathematics
-Dordrecht Netherlands: Kluwer Academic Publishers
-HEIDELBERG, GERMANY: SPRINGER HEIDELBERG) pp. 1011-1035 - issn: 0020-3157 - wos: WOS:000604079900003 (0) - scopus: 2-s2.0-85098494266 (0)
2108/282693 - 2021 -
Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin Macci, Claudio - 01 - Articolo su rivista
rivista: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (Springer Nature
Dordrecht: Kluwer Academic Publishers) pp. 1077-1096 - issn: 1387-5841 - wos: WOS:000544214100001 (3) - scopus: 2-s2.0-85087012687 (3)
2108/261647 - 2021 -
Moderate deviation estimates for nodal lengths of random spherical harmonics Macci, Claudio - 01 - Articolo su rivista
rivista: ALEA (Rio de Janeiro, RJ: Instituto Nacional de Matemática Pura e Aplicada) pp. 249-263 - issn: 1980-0436 - wos: WOS:000604980500011 (5) - scopus: 2-s2.0-85099163307 (5)
2108/272094 - 2021 -
Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates Macci, Claudio - 01 - Articolo su rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 63-91 - issn: 2351-6054 - wos: WOS:000629703600004 (1) - scopus: 2-s2.0-85103387851 (2)
2108/253616 - 2020 -
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift Macci, Claudio - 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. - - issn: 0167-7152 - wos: WOS:000568993400002 (1) - scopus: 2-s2.0-85088385980 (1)
2108/253620 - 2020 -
Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics Macci, Claudio - 01 - Articolo su rivista
rivista: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (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. 6364-6387 - issn: 0304-4149 - wos: WOS:000562734000017 (7) - scopus: 2-s2.0-85085289128 (7)
2108/226224 - 2020 -
Large deviations for method-of-quantiles estimators of one-dimensional parameters Macci, Claudio - 01 - Articolo su rivista
rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale:
-PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC,
Primo editore:
-Madison Avenue:New York: Marcel Dekker Incorporated) pp. 1132-1157 - issn: 0361-0926 - wos: WOS:000506079000006 (1) - scopus: 2-s2.0-85059354493 (1)
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)
2108/227645 - 2019 -
Analysis of random walks on a hexagonal lattice Macci, Claudio - 01 - Articolo su rivista
rivista: IMA JOURNAL OF APPLIED MATHEMATICS (Oxford University Press:Journals Department, Great Clarendon Street, Oxford OX2 6DP United Kingdom:011 44 1865 556767, EMAIL: jnlorders@oup.co.uk, INTERNET: http://www.oup.co.uk, Fax: 011 44 1865 267485) pp. 1061-1081 - issn: 0272-4960 - wos: WOS:000509388900001 (6) - scopus: 2-s2.0-85082107383 (6)
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)
2108/196898 - 2018 -
Large Deviation Results and Applications to the Generalized Cramér Model Macci, Claudio - 01 - Articolo su rivista
rivista: MATHEMATICS (Basel: MDPI AG, 2013-) pp. - - issn: 2227-7390 - wos: WOS:000435183000005 (0) - scopus: 2-s2.0-85045085403 (0)
2108/196896 - 2018 -
Large deviations for risk measures in finite mixture models Macci, Claudio - 01 - Articolo su rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (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. 84-92 - issn: 0167-6687 - wos: WOS:000435050500008 (1) - scopus: 2-s2.0-85044575808 (1)
2108/205533 - 2018 -
Asymptotic results for first-passage times of some exponential processes Macci, Claudio - 01 - Articolo su rivista
rivista: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (Springer Nature
Dordrecht: Kluwer Academic Publishers) pp. 1453-1476 - issn: 1573-7713 - wos: WOS:000449431800021 (4) - scopus: 2-s2.0-85052223603 (5)
2108/196894 - 2018 -
Large deviations for some logarithmic means in the case of random variables with thin tails Macci, Claudio - 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. 47-56 - issn: 0167-7152 - wos: WOS:000435045300008 (1) - scopus: 2-s2.0-85043598079 (1)
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)
2108/164368 - 2017 -
Asymptotic results for sums of independent random variables with alternating laws Macci, Claudio - 03 - Contributo in libro
libro: Soft Methods for Data Science - (9783319429717)
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)
2108/186477 - 2017 -
Asymptotic results for a multivariate version of the alternative fractional Poisson process Macci, Claudio - 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. 260-268 - issn: 0167-7152 - wos: WOS:000410018000035 (7) - scopus: 2-s2.0-85021806200 (7)
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)
2108/179311 - 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)
2108/134800 - 2016 -
Large deviations for some non-standard telegraph processes Macci, Claudio - 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. 119-127 - issn: 0167-7152 - wos: WOS:000374627200015 (3) - scopus: 2-s2.0-84951796690 (3)
2108/159609 - 2016 -
Asymptotic results for a class of triangular arrays of multivariate random variables with Bernoulli distributed components Macci, Claudio - 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. 298-317 - issn: 0363-1672 - wos: WOS:000380715300002 (0) - scopus: 2-s2.0-84979231206 (0)
2108/159607 - 2016 -
Asymptotic results for multivariate estimators of the mean density of random closed sets Macci, Claudio - 01 - Articolo su rivista
rivista: ELECTRONIC JOURNAL OF STATISTICS (Shaker Heights, OH : Institute of Mathematical Statistics) pp. 2066-2096 - issn: 1935-7524 - wos: WOS:000390364400012 (2) - scopus: 2-s2.0-84978655506 (2)
2108/164366 - 2016 -
Multivariate fractional Poisson processes and compound sums Macci, Claudio - 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. 691-711 - issn: 0001-8678 - wos: WOS:000388297500004 (10) - scopus: 2-s2.0-84990923784 (12)
2108/121778 - 2015 -
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications Macci, Claudio - 01 - Articolo su rivista
rivista: ESAIM: PROBABILITY AND STATISTICS (Paris : [Société de mathématiques appliquées et industrielles] 1995-) pp. 395-413 - issn: 1262-3318 - wos: WOS:000368218600020 (7) - scopus: 2-s2.0-84946033305 (8)
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 (3) - scopus: 2-s2.0-84923050918 (3)
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)
2108/110496 - 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)
2108/133487 - 2015 -
Correlated fractional counting processes on a finite time interval Macci, Claudio - 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. 1045-1061 - issn: 0021-9002 - wos: WOS:000368467600010 (10) - scopus: 2-s2.0-84952917246 (9)
2108/113616 - 2015 -
What about the posterior distributions when the model is non-dominated? Macci, Claudio - 03 - Contributo in libro
libro: Interdisciplinary Bayesian Statistics (EBEB 2014) - (978-3-319-12454-4)
2108/86430 - 2014 -
Fractional discrete processes: compound and mixed Poisson representations Macci, Claudio - 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. 19-36 - issn: 0021-9002 - wos: WOS:000334819300002 (29) - scopus: 2-s2.0-84900031292 (28)
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)
2108/86348 - 2014 -
Large deviations for a damped telegraph process Macci, Claudio - 03 - Contributo in libro
libro: Modern Problems in Insurance Mathematics - (978-3-319-06653-0)
2108/86458 - 2014 -
On the asymptotic behavior of the hyperbolic Brownian motion Macci, Claudio - 01 - Articolo su rivista
rivista: JOURNAL OF STATISTICAL PHYSICS (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. 1550-1568 - issn: 0022-4715 - wos: WOS:000336172000007 (5) - scopus: 2-s2.0-84897619019 (5)
2108/86455 - 2014 -
Extension of some large deviation results for posterior distributions Macci, Claudio - 01 - Articolo su rivista
rivista: JOURNAL OF THE KOREAN STATISTICAL SOCIETY (Seoul : Korean Statistical Society) pp. 189-200 - issn: 1226-3192 - wos: WOS:000335281700003 (2) - scopus: 2-s2.0-84880982246 (2)
2108/86456 - 2014 -
Large deviation principles for sequences of maxima and minima Macci, Claudio - 01 - Articolo su rivista
rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale:
-PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC,
Primo editore:
-Madison Avenue:New York: Marcel Dekker Incorporated) pp. 1077-1098 - issn: 0361-0926 - wos: WOS:000332145500004 (11) - scopus: 2-s2.0-84897821202 (12)
2108/86457 - 2014 -
Asymptotic results for random walks in continuous time with alternating rates Macci, Claudio - 01 - Articolo su rivista
rivista: JOURNAL OF STATISTICAL PHYSICS (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. 1352-1364 - issn: 0022-4715 - wos: WOS:000336171300007 (7) - scopus: 2-s2.0-84897631208 (8)
2108/87036 - 2013 -
What about the posterior distributions when the model is non-dominated? Macci, Claudio - 01 - Articolo su rivista
rivista: Boletim ISBrA () pp. 8-14 - issn: - wos: WOS:000377713200001 (0) - scopus: (0)
2108/90124 - 2013 -
Asymptotic results for random flights Macci, Claudio - 01 - Articolo su rivista
rivista: SCIENTIAE MATHEMATICAE JAPONICAE (Japanese Association of Mathematical Sciences) pp. 87-98 - issn: 1346-0862 - wos: (0) - scopus: (0)
2108/86472 - 2013 -
Large deviations for posterior distributions on the parameter of a multivariate AR(p) process Macci, Claudio; Trapani, Stefano - 01 - Articolo su rivista
rivista: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (-Tokyo ; London ; Dordrecht ; Boston : Kluwer Academic Publishers : Institute of Statistical Mathematics
-Dordrecht Netherlands: Kluwer Academic Publishers
-HEIDELBERG, GERMANY: SPRINGER HEIDELBERG) pp. 703-719 - issn: 0020-3157 - wos: WOS:000322386500005 (1) - scopus: 2-s2.0-84881188827 (1)
2108/86471 - 2013 -
On the asymptotic behavior of a sequence of random variables of interest in the classical occupancy problem Macci, Claudio - 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. 31-40 - issn: 0094-9000 - wos: (0) - scopus: 2-s2.0-84897057691 (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)
2108/89852 - 2013 -
Large deviations for fractional Poisson processes Macci, Claudio - 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. 1193-1202 - issn: 0167-7152 - wos: WOS:000317090600031 (22) - scopus: 2-s2.0-84873910790 (24)
2108/90306 - 2012 -
Large deviation principles for telegraph processes Macci, Claudio - 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. 1874-1882 - issn: 0167-7152 - wos: WOS:000309021800002 (8) - scopus: 2-s2.0-84864031523 (8)
2108/86427 - 2012 -
Large deviations for some normalized sums of exponentially distributed random variables Macci, Claudio - 01 - Articolo su rivista
rivista: ANNALES MATHEMATICAE ET INFORMATICAE (Eger : EKF Líceum, 2005-) pp. 109-123 - issn: 1787-5021 - wos: (0) - scopus: 2-s2.0-84864091757 (2)
2108/86408 - 2012 -
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function Abundo, Mario Rosolino; Macci, Claudio - 01 - Articolo su rivista
rivista: PROBABILITY AND MATHEMATICAL STATISTICS (Warszawa; Wrocław: Polish Scientific Publishers.) pp. 25-39 - issn: 0208-4147 - wos: WOS:000310007700003 (1) - scopus: 2-s2.0-84864004480 (1)
2108/86429 - 2012 -
Alternative forms of compound fractional Poisson processes Macci, Claudio - 01 - Articolo su rivista
rivista: ABSTRACT AND APPLIED ANALYSIS (Mancorp Pub., Tampa, Fla.) pp. 747503- - issn: 1085-3375 - wos: WOS:000310886400001 (16) - scopus: 2-s2.0-84869989405 (22)
2108/42197 - 2011 -
On the large deviations of a class of modulated additive processes Macci, Claudio - 01 - Articolo su rivista
rivista: ESAIM: PROBABILITY AND STATISTICS (Paris : [Société de mathématiques appliquées et industrielles] 1995-) pp. 83-109 - issn: 1262-3318 - wos: WOS:000300777300005 (4) - scopus: 2-s2.0-84855672306 (3)
2108/86907 - 2011 -
Large deviation results for wave governed random motions driven by semi-Markov
processes Macci, Claudio - 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. 1342-1363 - issn: 0361-0918 - wos: WOS:000291275900002 (1) - scopus: (0)
2108/87027 - 2011 -
Large deviation principles for sequences of logarithmically weighted means Macci, Claudio - 01 - Articolo su rivista
rivista: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (New York: Elsevier Science
Orlando Fla.: Academic Press) pp. 555-570 - issn: 0022-247X - wos: WOS:000288191100016 (8) - scopus: 2-s2.0-79951943695 (8)
2108/86987 - 2011 -
Risk processes with shot noise Cox claim number process and reserve dependent premium rate Macci, Claudio - 01 - Articolo su rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (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. 134-145 - issn: 0167-6687 - wos: WOS:000287062800012 (9) - scopus: 2-s2.0-78649920710 (10)
2108/87035 - 2011 -
Sample path large deviations for order statistics Macci, Claudio - 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. 238-257 - issn: 0021-9002 - wos: WOS:000289317500016 (5) - scopus: 2-s2.0-80054773227 (5)
2108/86967 - 2011 -
Large deviations for estimators of unknown probabilities, with applications in risk
theory Macci, Claudio - 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. 16-24 - issn: 0167-7152 - wos: WOS:000285673600003 (2) - scopus: 2-s2.0-78549236799 (2)
2108/10830 - 2010 -
Large deviations for estimators of some threshold parameters Macci, Claudio - 01 - Articolo su rivista
rivista: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. 63-77 - issn: 1618-2510 - wos: WOS:000274224500004 (5) - scopus: 2-s2.0-75949115992 (6)
2108/10831 - 2010 -
Large deviations for Bayesian estimators
in first-order autoregressive processes Macci, Claudio - 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. 2790-2797 - issn: 0378-3758 - wos: WOS:000278398300040 (1) - scopus: 2-s2.0-77952548125 (1)
2108/8852 - 2010 -
Flooding time of edge-Markovian evolving graphs Clementi, Andrea; Macci, Claudio; Pasquale, Francesco - 01 - Articolo su rivista
rivista: SIAM JOURNAL ON DISCRETE 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. 1694-1712 - issn: 0895-4801 - wos: WOS:000266034700022 (68) - scopus: 2-s2.0-79251545188 (74)
2108/10937 - 2010 -
Asymptotic behavior of the finite-time
expected time-integrated negative part
of some risk processes and optimal
reserve allocation Macci, Claudio - 01 - Articolo su rivista
rivista: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (New York: Elsevier Science
Orlando Fla.: Academic Press) pp. 535-549 - issn: 0022-247X - wos: WOS:000276524700020 (8) - scopus: 2-s2.0-77949571689 (9)
2108/10938 - 2010 -
Large deviation results on some estimators for stationary Gaussian processes Macci, Claudio - 01 - Articolo su rivista
rivista: STATISTICS (Taylor & Francis Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813035, EMAIL: madeline.sims@tandf.co.uk, info@tandf.co.uk, INTERNET: http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 129-144 - issn: 0233-1888 - wos: WOS:000277727000003 (3) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-77951173107&partnerID=40&md5=6925043433f9d65961012fc2a0f49b9b (0)
2108/28390 - 2009 -
Convergence of large deviation rates based on a link between wave governed random motions and ruin processes Macci, Claudio - 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. 255-263 - issn: 0167-7152 - wos: WOS:000262551900019 (3) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-57149127988&partnerID=40&md5=32260b42590dae644d06c1b6f0057269 (0)
2108/28392 - 2009 -
Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions Macci, Claudio - 01 - Articolo su rivista
rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale:
-PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC,
Primo editore:
-Madison Avenue:New York: Marcel Dekker Incorporated) pp. 2435-2452 - issn: 0361-0926 - wos: WOS:000269146700001 (4) - scopus: 2-s2.0-70449589607 (5)
2108/29439 - 2008 -
Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space Macci, Claudio - 01 - Articolo su rivista
rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale:
-PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC,
Primo editore:
-Madison Avenue:New York: Marcel Dekker Incorporated) pp. 3077-3089 - issn: 0361-0926 - wos: WOS:000258499300006 (8) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-49649112620&partnerID=40&md5=bdbd96b354f1744a62dc8c780dbb20e9 (0)
2108/86909 - 2008 -
Large deviation bounds for ruin probability estimators in some risk models with dependence Macci, Claudio - 02 - Intervento a convegno
congresso: International Workshop in Applied Probability (Compiegne)
2108/29441 - 2008 -
Flooding time in edge-Markovian dynamic graphs Clementi, Andrea; Macci, Claudio; Pasquale, Francesco - 02 - Intervento a convegno
congresso: 27th ACM SIGACT-SIGOPS Symposium on Principles of Distributed Computing (Toronto, CANADA)
libro: Proceedings of the Annual ACM Symposium on Principles of Distributed Computing - (978-1-59593-989-0)
2108/29438 - 2008 -
Inequalities between some large deviation rates Macci, Claudio - 01 - Articolo su rivista
rivista: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (Chichester: John Wiley & Sons, ©1999-) pp. 83-92 - issn: 1524-1904 - wos: WOS:000253556100008 (1) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-40449124645&partnerID=40&md5=4f728f9c99544bf64fc10fe4438c456e (0)
2108/29435 - 2008 -
Large deviations for the time-integrated negative parts of some processes Macci, Claudio - 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. 75-83 - issn: 0167-7152 - wos: WOS:000252822100011 (2) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-36148955474&partnerID=40&md5=d4c59aa4e63a5c940f5ee20ec994606d (0)
2108/34780 - 2007 -
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling Macci, Claudio - 01 - Articolo su rivista
rivista: QUEUEING SYSTEMS (Baltzer Science Publishers BV:PO Box 221, 1400 AE Bussum Netherlands:011 31 35 6954250, EMAIL: publish@baltzer.nl, INTERNET: http://www.baltzer.nl, Fax: 011 31 35 6954258) pp. 83-94 - issn: 0257-0130 - wos: WOS:000246108900001 (11) - scopus: 2-s2.0-33947357855 (12)
2108/34791 - 2007 -
Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times Macci, Claudio - 01 - Articolo su rivista
rivista: BULLETIN OF THE BELGIAN MATHEMATICAL SOCIETY SIMON STEVIN (Louvain-la-Neuve: Institut Mathématique) pp. 213-228 - issn: 1370-1444 - wos: (0) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-34547839131&partnerID=40&md5=5337dba77ada22a71c98b3cd2ce7ed3f (0)
2108/39277 - 2006 -
Large deviations for risk models in which each main claim induces a delayed claim Macci, Claudio - 01 - Articolo su rivista
rivista: STOCHASTICS (Abingdon : Taylor & Francis, 2005-) pp. 77-89 - issn: 1744-2508 - wos: (0) - scopus: (0)
2108/51815 - 2006 -
Large deviations for risk processes with reinsurance Macci, Claudio - 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. 713-728 - issn: 0021-9002 - wos: WOS:000241777900009 (8) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-34047109124∂nerID=40&md5=31c414cc7f9649e4b92a34289ac1bb58 (0)
2108/39279 - 2006 -
Mixtures of conjugate prior distributions and large deviations for level crossing probabilities Macci, Claudio - 01 - Articolo su rivista
rivista: SANKHYA (The Executive Officer
Publication and Printing Unit
Indian Statistical Institute
204/1 B.T. Road
Kolkata 700 108
India.) pp. 61-89 - issn: 0972-7671 - wos: (0) - scopus: http://www.scopus.com/inward/record.url?eid=2-s2.0-33751516781&partnerID=40&md5=53d39c8f548bfbf8ab733db087010dae (0)
2108/37294 - 2005 -
Sample path large deviations principles for poisson shot noise processes, and applications Macci, Claudio - 01 - Articolo su rivista
rivista: ELECTRONIC JOURNAL OF PROBABILITY (Seattle, Wash.: Department of Mathematics, University of Washington.) pp. 1026-1043 - issn: 1083-6489 - wos: (0) - scopus: (0)
2108/46528 - 2005 -
Random sampling for continuous time Markov additive processes Macci, Claudio - 99 - Altro
2108/37293 - 2005 -
Lundberg parameters for non standard risk processes Macci, Claudio - 01 - Articolo su rivista
rivista: SCANDINAVIAN ACTUARIAL JOURNAL (TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON, ENGLAND, OXON, OX14 4RN) pp. 417-432 - issn: 0346-1238 - wos: (0) - scopus: (0)
2108/37261 - 2005 -
Large deviation results for
compound Markov renewal processes Macci, Claudio - 01 - Articolo su rivista
rivista: REVISTA BRASILEIRA DE PROBABILIDADE E ESTATÍSTICA (São Paulo, SP: Associação Brasileira de Estatística.) pp. 1-12 - issn: 0103-0752 - wos: (0) - scopus: (0)
2108/31684 - 2004 -
Large deviations for Markov
chains in a random scenery with compact support Macci, Claudio - 01 - Articolo su rivista
rivista: BOLETÍN DE LA SOCIEDAD MATEMÁTICA MEXICANA (México: Sociedad Matemática Mexicana.) pp. 159-165 - issn: 1405-213X - wos: (0) - scopus: (0)
2108/31681 - 2004 -
Large deviations estimates for
some level crossing probabilities in Bayesian setting Macci, Claudio - 01 - Articolo su rivista
rivista: RENDICONTI DEL SEMINARIO MATEMATICO (Editrice universitaria Leyrotto e Bella: via Pigafetta 2/E, I 10129 Turin Italy:011 39 011 5097367, Fax: 011 39 011 504025) pp. 179-188 - issn: 0373-1243 - wos: (0) - scopus: (0)
2108/31706 - 2004 -
On fluid model and averaged
parameters model for Markov additive processes with finite
environment’s state space Macci, Claudio - 01 - Articolo su rivista
rivista: RICERCHE DI MATEMATICA (Napoli: Liguori. Libreria Editrice
Rome Italy: Aracne Editrice) pp. 57-78 - issn: 0035-5038 - wos: (0) - scopus: (0)
2108/31594 - 2004 -
Asymptotic results for perturbed risk processes with delayed claims Macci, Claudio - 01 - Articolo su rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (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. 307-320 - issn: 0167-6687 - wos: WOS:000221092000009 (14) - scopus: 2-s2.0-1842502047 (17)
2108/86451 - 2003 -
Large deviations for hitting times of some decreasing sets Macci, Claudio - 01 - Articolo su rivista
rivista: BULLETIN OF THE BELGIAN MATHEMATICAL SOCIETY SIMON STEVIN (Louvain-la-Neuve: Institut Mathématique) pp. 379-390 - issn: 1370-1444 - wos: (0) - scopus: (0)
2108/86449 - 2003 -
Discrete time uniformly recurrent Markov additive processes: two simplified models
and large deviations Macci, Claudio - 01 - Articolo su rivista
rivista: RIVISTA DI MATEMATICA DELLA UNIVERSITÀ DI PARMA (Parma : Istituto di Matematica) pp. 51-62 - issn: 0035-6298 - wos: (0) - scopus: (0)
2108/86454 - 2001 -
Mixed parametrization for curved exponential models in homogeneous Markov processes
with a finite state space Macci, Claudio - 01 - Articolo su rivista
rivista: RENDICONTI DEL SEMINARIO MATEMATICO (Editrice universitaria Leyrotto e Bella: via Pigafetta 2/E, I 10129 Turin Italy:011 39 011 5097367, Fax: 011 39 011 504025) pp. 253-267 - issn: 0373-1243 - wos: (0) - scopus: (0)
2108/86448 - 2001 -
Continuous-time Markov additive processes: composition of large deviations principles
and comparison between exponential rates of convergence Macci, Claudio - 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. 917-931 - issn: 0021-9002 - wos: (0) - scopus: 2-s2.0-0035528754 (6)
2108/86447 - 2001 -
Bayes factor for non-dominated statistical models Macci, Claudio - 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. 79-89 - issn: 0167-7152 - wos: WOS:000169303300009 (2) - scopus: 2-s2.0-0042851749 (1)
2108/86407 - 2001 -
Simulating level crossing probabilities by importance sampling for non-decreasing
compound Poisson processes with bounded jumps and a negative drift Macci, Claudio - 01 - Articolo su rivista
rivista: STATISTICS & DECISIONS (R Oldenbourg Verlag:Rosenheimerstrasse 145, D 81671 Munich Germany:011 49 89 45051229, INTERNET: http://www.oldenbourg.de, Fax: 011 49 89 45051207) pp. 191-202 - issn: 0721-2631 - wos: (0) - scopus: (0)
2108/87034 - 2000 -
Grandi deviazioni e importance sampling per processi di Poisson Markov modulati Macci, Claudio - 01 - Articolo su rivista
rivista: BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA (Zanichelli Nicola Editore. Bologna) pp. 117-120 - issn: 0041-7084 - wos: (0) - scopus: (0)
2108/86990 - 1999 -
On the different structures of posterior distributions with respect to the prior distribution Macci, Claudio - 03 - Contributo in libro
libro: Bayesian Statistics 6 - (0-19-850485-3)
2108/86887 - 1999 -
Some further results about undominated Bayesian experiments Macci, Claudio - 01 - Articolo su rivista
rivista: STATISTICS & DECISIONS (R Oldenbourg Verlag:Rosenheimerstrasse 145, D 81671 Munich Germany:011 49 89 45051229, INTERNET: http://www.oldenbourg.de, Fax: 011 49 89 45051207) pp. 141-156 - issn: 0721-2631 - wos: (0) - scopus: (0)
2108/86869 - 1999 -
Undominated Bayesian experiments: a robustness issue and a suitable decomposition
for prior distributions Macci, Claudio - 01 - Articolo su rivista
rivista: JOURNAL OF THE ITALIAN STATISTICAL SOCIETY (Editore Giardini editori
Luogo pubbl. Pisa) pp. 151-168 - issn: 1121-9130 - wos: (0) - scopus: (0)
2108/86988 - 1998 -
The maximal dominated subsets of a statistical experiment Macci, Claudio - 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. 185-193 - issn: 0167-7152 - wos: (0) - scopus: (0)
2108/86968 - 1998 -
The "statistical experiment"-equivalence for prior distributions Macci, Claudio - 01 - Articolo su rivista
rivista: BULLETIN OF THE BELGIAN MATHEMATICAL SOCIETY SIMON STEVIN (Louvain-la-Neuve: Institut Mathématique) pp. 649-664 - issn: 1370-1444 - wos: (0) - scopus: (0)
2108/87028 - 1998 -
On Bayesian experiments related to a pair of statistical observations independent conditionally on the parameter Macci, Claudio - 01 - Articolo su rivista
rivista: STATISTICS & DECISIONS (R Oldenbourg Verlag:Rosenheimerstrasse 145, D 81671 Munich Germany:011 49 89 45051229, INTERNET: http://www.oldenbourg.de, Fax: 011 49 89 45051207) pp. 47-63 - issn: 0721-2631 - wos: (0) - scopus: (0)
2108/87029 - 1997 -
On prior distributions which give rise to a dominated Bayesian experiment Macci, Claudio - 01 - Articolo su rivista
rivista: BULLETIN OF THE BELGIAN MATHEMATICAL SOCIETY SIMON STEVIN (Louvain-la-Neuve: Institut Mathématique) pp. 501-515 - issn: 1370-1444 - wos: (0) - scopus: (0)
2108/87031 - 1996 -
On the Lebesgue decomposition of the posterior distribution with respect to the prior
in regular Bayesian experiments Macci, Claudio - 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. 147-152 - issn: 0167-7152 - wos: (0) - scopus: (0)
2108/86947 - 1996 -
Posteriors and prior almost surely not mutually singular in Bayesian experiments
related to observations i.i.d. conditionally on the parameter Macci, Claudio - 01 - Articolo su rivista
rivista: RENDICONTI DI MATEMATICA E DELLE SUE APPLICAZIONI (ESIA Books and Journals:Via Palestro 30, I 00185 Rome Italy:011 39 06 4441220, 011 39 6 4441221, EMAIL: esia@esia.it, Fax: 011 39 06 4747743) pp. 475-490 - issn: 1120-7183 - wos: (0) - scopus: (0)
2108/87033 - 1995 -
The equivalence between "domination of a Bayesian experiment" and "a.e. domination of a statistical structure": the role of the predictive probability Macci, Claudio - 01 - Articolo su rivista
rivista: RENDICONTI DI MATEMATICA (Oderisi, Gubbio) pp. 381-389 - issn: 0034-4427 - wos: (0) - scopus: (0)
2108/87032 - 1995 -
Some results about Bayesian experiments with discrete sample space and positive
sampling probabilities Macci, Claudio - 01 - Articolo su rivista
rivista: STATISTICA (Bologna : Dipartimento di scienze statistiche "Paolo Fortunati". Università di Bologna) pp. 95-100 - issn: 1973-2201 - wos: (0) - scopus: (0)
2108/87030 - 1994 -
Relationship between the posterior distributions of two regular Bayesian experiments related to a fixed family of sampling distributions. Macci, Claudio - 01 - Articolo su rivista
rivista: ANNALI DELL'UNIVERSITÀ DI FERRARA. SEZIONE 7: SCIENZE MATEMATICHE (Bologna: Azzoguidi) pp. 111-120 - issn: 0430-3202 - wos: (0) - scopus: (0)