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Iterative QML estimation for asymmetric stochastic volatility models Stat. Methods Appl. (IF 1.0) Pub Date : 2024-02-28
Abstract The paper illustrates a new procedure for estimating asymmetric stochastic volatility models. These models shape the asymmetric effect of negative and positive financial returns on the expected volatility, behaviour often observed in the stock prices, and known as “leverage effect”. The procedure is based on the iterative application of the quasi-maximum likelihood (QML) method and is proposed
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A new Bayesian discrepancy measure Stat. Methods Appl. (IF 1.0) Pub Date : 2024-02-23 Francesco Bertolino, Mara Manca, Monica Musio, Walter Racugno, Laura Ventura
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Stacking-based neural network for nonlinear time series analysis Stat. Methods Appl. (IF 1.0) Pub Date : 2024-02-19 Tharindu P. De Alwis, S. Yaser Samadi
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Determining sample sizes for combined incident and prevalent cohort studies with and without follow-up Stat. Methods Appl. (IF 1.0) Pub Date : 2024-02-14 James H. McVittie
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Mixture polarization in inter-rater agreement analysis: a Bayesian nonparametric index Stat. Methods Appl. (IF 1.0) Pub Date : 2024-01-29
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The parsimonious Gaussian mixture models with partitioned parameters and their application in clustering Stat. Methods Appl. (IF 1.0) Pub Date : 2024-01-25
Abstract Cluster analysis is a method that identifies similar groups of data without any prior knowledge of the relevant groups. One of the most widely used clustering methods is model-based clustering, in which data clustering is performed by fitting a probabilistic model to the data. Mixture of Gaussian distributions is a commonly used model in model-based clustering. Unfortunately, the number of
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The impact of local cost-of-living differences on relative poverty incidence: an application using retail scanner data and small area estimation models Stat. Methods Appl. (IF 1.0) Pub Date : 2024-01-23 Stefano Marchetti, Caterina Giusti, Francesco Schirripa Spagnolo, Gaia Bertarelli, Luigi Biggeri
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Integrating probability and big non-probability samples data to produce Official Statistics Stat. Methods Appl. (IF 1.0) Pub Date : 2024-01-18 Natalia Golini, Paolo Righi
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Longitudinal mediation analysis through generalised linear mixed models: a comparison of maximum-likelihood and Bayesian estimation Stat. Methods Appl. (IF 1.0) Pub Date : 2024-01-03 Chiara Di Maria, Antonino Abbruzzo, Gianfranco Lovison
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Point and probabilistic forecast reconciliation for general linearly constrained multiple time series Stat. Methods Appl. (IF 1.0) Pub Date : 2023-12-21 Daniele Girolimetto, Tommaso Di Fonzo
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Semiparametric transformation model in presence of cure fraction: a hierarchical Bayesian approach assuming the unknown hazards as latent factors Stat. Methods Appl. (IF 1.0) Pub Date : 2023-12-20 Jorge Alberto Achcar, Emerson Barili
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Online job ads in Italy: a regional analysis of ICT professionals Stat. Methods Appl. (IF 1.0) Pub Date : 2023-12-19 Adham Kahlawi, Lucia Buzzigoli, Francesca Giambona, Laura Grassini, Cristina Martelli
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Understanding relationships with the Aggregate Zonal Imbalance using copulas Stat. Methods Appl. (IF 1.0) Pub Date : 2023-12-19 F. Durante, A. Gatto, F. Ravazzolo
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Parameter estimation for Logistic errors-in-variables regression under case–control studies Stat. Methods Appl. (IF 1.0) Pub Date : 2023-12-13 Pei Geng, Huyen Nguyen
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Multinomial Thompson sampling for rating scales and prior considerations for calibrating uncertainty Stat. Methods Appl. (IF 1.0) Pub Date : 2023-12-06 Nina Deliu
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Supervised classification of spatial epidemics incorporating infection time uncertainty Stat. Methods Appl. (IF 1.0) Pub Date : 2023-11-20 Gyanendra Pokharel, Shakhawat Hossain, Colton Poitras
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A copula-based portrayal of the collider bias Stat. Methods Appl. (IF 1.0) Pub Date : 2023-11-20 Anning Hu
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A Functional approach for constructing dynamic Composite Indicators Stat. Methods Appl. (IF 1.0) Pub Date : 2023-11-07 Annalina Sarra, Eugenia Nissi, Adelia Evangelista, Tonio Di Battista
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Small area prediction of proportions and counts under a spatial Poisson mixed model Stat. Methods Appl. (IF 1.0) Pub Date : 2023-10-31 Miguel Boubeta, María José Lombardía, Domingo Morales
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Special issue on Advanced statistical modeling and causal inference with complex data for better decision making Stat. Methods Appl. (IF 1.0) Pub Date : 2023-10-19 Claudio Conversano, Peng Ding, Alessandra Mattei, Agnese Panzera, Giancarlo Ragozini
The special issue on Advanced Statistical Modeling and Causal Inference with Complex data for Better Decision Making has been inspired by the developments of innovative models and methods to answer challenging substantive questions and support policy choices and decisions. It includes a selection of twelve papers with cutting-edge methodological developments motivated by unique applications with challenging
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A predictive model for planning emergency events rescue during COVID-19 in Lombardy, Italy Stat. Methods Appl. (IF 1.0) Pub Date : 2023-10-16 Angela Andreella, Antonietta Mira, Spyros Balafas, Ernst-Jan C. Wit, Fabrizio Ruggeri, Giovanni Nattino, Giulia Ghilardi, Guido Bertolini
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Locating $$\gamma$$ -ray sources on the celestial sphere via modal clustering Stat. Methods Appl. (IF 1.0) Pub Date : 2023-10-05 Anna Montin, Alessandra R. Brazzale, Giovanna Menardi, Andrea Sottosanti
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Hidden Markov models for longitudinal rating data with dynamic response styles Stat. Methods Appl. (IF 1.0) Pub Date : 2023-09-28 Roberto Colombi, Sabrina Giordano, Maria Kateri
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Statistically validated coeherence and intensity in temporal networks of information flows Stat. Methods Appl. (IF 1.0) Pub Date : 2023-09-28 Paolo Pagnottoni, Alessandro Spelta
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A flexible Bayesian variable selection approach for modeling interval data Stat. Methods Appl. (IF 1.0) Pub Date : 2023-09-27 Shubhajit Sen, Damitri Kundu, Kiranmoy Das
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Permutation test of tail dependence Stat. Methods Appl. (IF 1.0) Pub Date : 2023-09-21 Bojan Basrak, Darko Brborović
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Estimating regional unemployment with mobile network data for Functional Urban Areas in Germany Stat. Methods Appl. (IF 1.0) Pub Date : 2023-09-18 Sandra Hadam, Nora Würz, Ann-Kristin Kreutzmann, Timo Schmid
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Iterative threshold-based Naïve bayes classifier Stat. Methods Appl. (IF 1.0) Pub Date : 2023-09-05 Maurizio Romano, Gianpaolo Zammarchi, Claudio Conversano
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Statistical indicators based on mobile phone and street maps data for risk management in small urban areas Stat. Methods Appl. (IF 1.0) Pub Date : 2023-08-30 Selene Perazzini, Rodolfo Metulini, Maurizio Carpita
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ARMA model checking with data-driven portmanteau tests Stat. Methods Appl. (IF 1.0) Pub Date : 2023-08-29 Roberto Baragona, Francesco Battaglia, Domenico Cucina
Linear ARMA model fitting requires to select the order of the model as accurately as possible. Many past studies are based on portmanteau tests, originally derived for the white noise hypothesis, but applied to the autocorrelations of the estimated residuals, and employ sums of the scaled squares of the first d residual autocorrelations. An automatic choice of d was proposed by Escanciano and Lobato
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Clustering alternatives in preference-approvals via novel pseudometrics Stat. Methods Appl. (IF 1.0) Pub Date : 2023-08-29 Alessandro Albano, José Luis García-Lapresta, Antonella Plaia, Mariangela Sciandra
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Entropy regularization in probabilistic clustering Stat. Methods Appl. (IF 1.0) Pub Date : 2023-08-07 Beatrice Franzolini, Giovanni Rebaudo
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A multi-way analysis of similarity patterns in longevity improvements Stat. Methods Appl. (IF 1.0) Pub Date : 2023-08-02 Giovanni Cardillo, Paolo Giordani, Susanna Levantesi, Andrea Nigri, Alessandro Spelta
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Comparison of short-term fertility intentions of albanian women in Italy with non-migrants in Albania and italian women Stat. Methods Appl. (IF 1.0) Pub Date : 2023-08-01 Thaís García-Pereiro, Ana Paterno
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Spatio-temporal modelling of severity of malnutrition and its associated risk factors among under five children in Nigeria between 2003 and 2018: Bayesian multilevel structured additive regressions Stat. Methods Appl. (IF 1.0) Pub Date : 2023-07-31 Eunice Egonmwan Ukwajunor, Samson B. Adebayo, Ezra Gayawan
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What drives population ageing? A cointegration analysis Stat. Methods Appl. (IF 1.0) Pub Date : 2023-07-20 Gustavo De Santis, Giambattista Salinari
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Quantile varying-coefficient structural equation model Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-27 Hao Cheng
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The policy is always greener: impact heterogeneity of Covid-19 vaccination lotteries in the US. Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-27 Giulio Grossi
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Estimating causal effects of community health financing via principal stratification Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-22 Silvia Noirjean, Mario Biggeri, Laura Forastiere, Fabrizia Mealli, Maria Nannini
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A dynamic network model to measure exposure concentration in the Austrian interbank market Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-21 Juraj Hledik, Riccardo Rastelli
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Robust estimation in partially nonlinear models Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-20 Andrés Muñoz, Daniela Rodriguez
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Trend and cycle decomposition of Markov switching (co)integrated time series Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-15 Maddalena Cavicchioli
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Sequential adaptive strategies for sampling rare clustered populations Stat. Methods Appl. (IF 1.0) Pub Date : 2023-06-13 Fulvia Mecatti, Charalambos Sismanidis, Emanuela Furfaro, Pier Luigi Conti
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Three-fold Fay–Herriot model for small area estimation and its diagnostics Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-30 Laura Marcis, Domingo Morales, Maria Chiara Pagliarella, Renato Salvatore
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Pre-selection in cointegration-based pairs trading Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-22 Marianna Brunetti, Roberta De Luca
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Analysis of correlated unit-Lindley data based on estimating equations Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-16 Danilo V. Silva, Hatice Tul Kubra Akdur, Gilberto A. Paula
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Correction to: Using sentiment analysis to evaluate the impact of the COVID-19 outbreak on Italy’s country reputation and stock market performance Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-16 Gianpaolo Zammarchi, Francesco Mola, Claudio Conversano
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Identification of neighborhood clusters on data balanced by a poset-based approach Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-03 Margherita Silan, Pietro Belloni, Giovanna Boccuzzo
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Constrained optimization for addressing spatial heterogeneity in principal component analysis: an application to composite indicators Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-02 Paolo Postiglione, Alfredo Cartone, M. Simona Andreano, Roberto Benedetti
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Estimating the prevalence of anemia rates among children under five in Peruvian districts with a small sample size Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-02 Anna Sikov, José Cerda-Hernandez
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Using poverty maps to improve the design of household surveys: the evidence from Tunisia Stat. Methods Appl. (IF 1.0) Pub Date : 2023-05-02 Gianni Betti, Vasco Molini, Dan Pavelesku
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Improving state estimation through projection post-processing for activity recognition with application to football Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-26 Michał Ciszewski, Jakob Söhl, Geurt Jongbloed
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The high school effect on students’ mobility choices Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-24 Cristian Usala, Mariano Porcu, Isabella Sulis
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Alternative fixed-effects panel model using weighted asymmetric least squares regression Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-17 Amadou Barry, Karim Oualkacha, Arthur Charpentier
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Statistical matching of sample survey data: application to integrate Iranian time use and labour force surveys Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-12 Zahra Rezaei Ghahroodi
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Using sentiment analysis to evaluate the impact of the COVID-19 outbreak on Italy’s country reputation and stock market performance Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-03 Gianpaolo Zammarchi, Francesco Mola, Claudio Conversano
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Procrustes-based distances for exploring between-matrices similarity Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-03 Angela Andreella, Riccardo De Santis, Anna Vesely, Livio Finos
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Semi-supervised sentiment clustering on natural language texts Stat. Methods Appl. (IF 1.0) Pub Date : 2023-04-03 Luca Frigau, Maurizio Romano, Marco Ortu, Giulia Contu
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Kernel regression for errors-in-variables problems in the circular domain Stat. Methods Appl. (IF 1.0) Pub Date : 2023-03-30 Marco Di Marzio, Stefania Fensore, Charles C. Taylor
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Optimal two-stage spatial sampling design for estimating critical parameters of SARS-CoV-2 epidemic: Efficiency versus feasibility Stat. Methods Appl. (IF 1.0) Pub Date : 2023-03-30 G. Alleva, G. Arbia, P. D. Falorsi, V. Nardelli, A. Zuliani