| Corsi: | ||
| 37155 | -ENG Industrial Statistics | |
| 23034 | Statistica (Meccanica) (6 crediti) | |
Laureata in Matematica presso l'Università degli Studi di Milano, Dottorato in Statistica Metodologica presso l'Università degli Studi di Trento e PhD in Mathématique (option Statistique) presso L'Université du Maine (FRancia). Oggi la ricerca verte principalmente su Equazioni differenziali stocastiche, processi empirici, inferenza non parametrica per processi di diffusione.
Degree in Mathematics, Phd in Mathematics, (subfield Statistics). Research interests: Empirical processes for continuously and discretely observed diffusion processes, Statistics of stochastic processes and their applications; non-parametric estimation; linear and non linear models; Environmental Statistics; dynamical systems; stochastic resonance; statistics for microarray data.
| Informazioni personali |
| Follow me on twitter... Follow @iliachan |
| The beginning of studies... |
| The ISM, Japan I'll be at the ISM as visiting professor from 23th of June till the 29th of July 2012 |
| Pubblicazioni |
| Publications Complete list of publications (pdf file) |
| Asymptotically distribution free test for parameter change in a diffusion process model 2011 Accepted for pubblication on ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, ISSN: 0020-3157, doi: 10.1007/s10463-011-0345-6 |
| On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios 2011 in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, vol. 14, p. 255-271, ISSN: 1387-0874, doi: 10.1007/s11203-011-9059-x |
| On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process 2010 in SIS Proceeding. Padova, 16-18 june 2010, ISBN: 9788861295667 |
| Goodness of fit test for ergodic diffusions by discrete time observations: an innovation martingale approach 2011 in JOURNAL OF NONPARAMETRIC STATISTICS, vol. 23, p. 237-254, ISSN: 1048-5252, doi: 10.1080/10485252.2010.510186 |
| Most of the published papers are avaiable in the department preprint series |
| Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes 2010 in ECONOMIC NOTES, vol. 39, p. 91-106, ISSN: 0391-5026 |
| Goodness of fit test for ergodic diffusions by tick time sample scheme. 2010 in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, vol. 13, p. 81-95, ISSN: 1387-0874, doi: 10.1007/s11203-010-9041-z |
| Goodness of fit test for small diffusions by discrete time observations 2011 in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, vol. 63, p. 211-225, ISSN: 0020-3157, doi: 10.1007/s10463-009-0228-2 |
| On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process 2008 in AFRIKA STATISTIKA, vol. 3, p. 83-104 |
| Goodness of fit test for ergodic diffusion processes 2009 in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, vol. 61, p. 919-928, ISSN: 0020-3157, doi: 10.1007/s10463-007-0162-0 |
| Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion 2010 in COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, vol. 39, p. 177-185, ISSN: 0361-0926, doi: 10.1080/03610920802653852 |
| Proposte di tesi |
| Modelli di previsione basati sulle reti neurali Contattare la docente per e-mail |
| Modelli statistici per la rugosità del solco di taglio (in collaborazione con il Prof. Pellegrini) Contattare la docente per e-mail |
| Progettazione Economica delle carte di controllo Contattare la docente per e-mai |
| I modelli COGARCH: problemi di stima e di simulazione Contattare la docente per e-mail |
| Altro |
| Il sito di R |
| Napoli Slide Presentation at the 7th International Conference on Social Science Methodology |
| Statz rap |
| Appunti per il corso di processi stocastici (versione del 15 marzo 2010) Corso tenuto presso l'università di Milano-Bicocca |
| Anche il NYT parla di R... |
| NYT blog su R |
| Computational and Financial Econometrics (CFE'09) Talk: Goodness of fit test for discretely observed diffusion processes |
| Seminaire de Mathèmatiques appliquées - Université Blaise Pascal - Clermont Ferrand |
| Tavole Le tavole della distribuzione normale, t-student e chi quadrato generate con R |
