Details about Marco Minozzo

Access statistics for papers by Marco Minozzo.

Last updated 2018-06-12. Update your information in the RePEc Author Service.

Short-id: pmi539

Working Papers

2012

1. Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes
   Working Papers, University of Verona, Department of Economics View citations (1)
2. Monte Carlo likelihood inference in multivariate model-based geostatistics
   Working Papers, University of Verona, Department of Economics

2011

3. A hierarchical geostatistical factor model for multivariate Poisson count data
   Working Papers, University of Verona, Department of Economics
4. Continuous time filtering for a class of marked doubly stochastic Poisson processes
   Working Papers, University of Verona, Department of Economics
5. Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy)
   Working Papers, University of Verona, Department of Economics View citations (1)
6. On the existence of some skew normal stationary processes
   Working Papers, University of Verona, Department of Economics View citations (6)

2010

7. Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
   Working Papers, University of Verona, Department of Economics
   See also Journal Article MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2012) (2012)

Journal Articles

2013

1. Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue
   AStA Advances in Statistical Analysis, 2013, 97, (2), 195-213 View citations (2)

2012

2. MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS
   International Journal of Theoretical and Applied Finance (IJTAF), 2012, 15, (03), 1-22
   See also Working Paper Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks, Working Papers (2010) (2010)

2006

3. A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes
   Journal of the American Statistical Association, 2006, 101, 1582-1597 View citations (9)