MIRKO ARMILLOTTA

Researcher


email: mirko.armillotta@uniroma2.it
phone:




Research products

2108/413446 - 2025 - On the Estimation of INAR Models with Pseudo-Variance Quasi-Maximum Likelihood
Armillotta, Mirko - 02 - Intervento a convegno
conference: SIS 2024 ()
book: Methodological and Applied Statistics and Demography III, SIS 2024, Short Papers, Contributed Sessions 1 - (978-3-031-64430-6)

2108/396614 - 2024 - Count network autoregression
Armillotta, Mirko - 01 - Articolo su rivista
paper: JOURNAL OF TIME SERIES ANALYSIS ([Oxford] : Blackwell Publishers) pp. 584-612 - issn: 1467-9892 - wos: WOS:001127244400001 (10) - scopus: 2-s2.0-85179994113 (11)

2108/396615 - 2024 - Unveiling Venice's hotels competition networks from dynamic pricing digital market
Armillotta, Mirko - 01 - Articolo su rivista
paper: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 132-159 - issn: 0964-1998 - wos: WOS:001051220800001 (5) - scopus: 2-s2.0-85182893350 (4)

2108/396617 - 2024 - Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Armillotta, Mirko - 01 - Articolo su rivista
paper: JOURNAL OF ECONOMETRICS (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. 1-24 - issn: 0304-4076 - wos: WOS:001368692100001 (2) - scopus: 2-s2.0-85210057625 (3)

2108/396623 - 2023 - Bootstrapping Network Autoregressive Models for Testing Linearity
Armillotta, Mirko - 03 - Contributo in libro
book: Data Science in Applications - (9783031244537)

2108/396626 - 2023 - Inference for Network Count Time Series with the R Package PNAR
Armillotta, Mirko - 01 - Articolo su rivista
paper: THE R JOURNAL (The R journal First or current publisher [Vienna] : R Foundation for Statistical Computing) pp. 255-269 - issn: 2073-4859 - wos: WOS:001216733200012 (1) - scopus: 2-s2.0-85194408933 (2)

2108/396629 - 2023 - Two-stage weighted least squares estimator of multivariate conditional mean observation-driven time series models
Armillotta, Mirko - 02 - Intervento a convegno
conference: Statistical Learning, Sustainability and Impact Evaluation, SEAS IN - SIS 2023 (Ancona)
book: Book of the short papers, SEAS IN - SIS 2023 - (9788891935618)

2108/396619 - 2023 - An Overview of ARMA-Like Models for Count and Binary Data
Armillotta, Mirko - 03 - Contributo in libro
book: Trends and Challenges in Categorical Data Analysis - (9783031311864)

2108/396618 - 2023 - Nonlinear Network Autoregression
Armillotta, Mirko - 01 - Articolo su rivista
paper: ANNALS OF STATISTICS (Cleveland Ohio [etc]: Institute of Mathematical Statistics) pp. 2526-2552 - issn: 0090-5364 - wos: WOS:001131909600001 (9) - scopus: 2-s2.0-85181900240 (12)

2108/396628 - 2022 - Generalized Linear Models Network Autoregression
Armillotta, Mirko - 02 - Intervento a convegno
conference: 7th International Conference and School of Network Science, NetSci-X 2022 (prt)
book: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) - (9783030972394)

2108/396616 - 2022 - Observation-driven models for discrete-valued time series
Armillotta, Mirko - 01 - Articolo su rivista
paper: ELECTRONIC JOURNAL OF STATISTICS (Shaker Heights, OH : Institute of Mathematical Statistics) pp. 1393-1433 - issn: 1935-7524 - wos: WOS:000825293500024 (10) - scopus: 2-s2.0-85128452083 (12)

2108/396624 - 2020 - Observation-driven models for storm counts
Armillotta, Mirko - 02 - Intervento a convegno
conference: 50th Meeting of the Italian Statistical Society, SIS 2020 (Pisa)
book: Book of short papers SIS 2020 - (9788891910776)

2108/396625 - 2019 - Stationarity of a general class of observation driven models for discrete valued processes
Armillotta, Mirko - 02 - Intervento a convegno
conference: Smart Statistics for Smart Applications ()
book: Smart Statistics for Smart Applications - ()

Università degli Studi di Roma "Tor Vergata" - Via Cracovia, 50, 00133 Roma RM