Emanuele Taufer

According to our database, Emanuele Taufer authored at least 6 papers between 2009 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Cumulants of Multivariate Symmetric and Skew Symmetric Distributions.

Sreenivasa Rao Jammalamadaka, Emanuele Taufer, György H. Terdik

Symmetry, 2021

2019

Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein-Uhlenbeck processes.

S. Rao Jammalamadaka, Emanuele Taufer

Commun. Stat. Simul. Comput., 2019

2015

Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function.

Simos G. Meintanis, Joseph Ngatchou-Wandji, Emanuele Taufer

J. Multivar. Anal., 2015

2012

Inference procedures for stable-Paretian stochastic volatility models.

Simos G. Meintanis, Emanuele Taufer

Math. Comput. Model., 2012

2011

Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.

Emanuele Taufer, Nikolai Leonenko, Marco Bee

Comput. Stat. Data Anal., 2011

2009

Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution.

Emanuele Taufer, Nikolai Leonenko

Comput. Stat. Data Anal., 2009