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MNEMET = Modelling Non-standard data and Extremes in Multivariate Environmental Time series

Project
MNEMET = Modelling Non-standard data and Extremes in Multivariate Environmental Time series
  • Overview
  • Publications

Overview

Contributors

ROSSINI LUCA   Scientific Manager  

Departments involved

Dipartimento di Economia, Management e Metodi Quantitativi   Principale  

Type

PRIN2022 - PRIN bando 2022

Funder

MINISTERO DELL'UNIVERSITA' E DELLA RICERCA
External Organization Funding Organization

Date/time interval

October 18, 2023 - October 17, 2025

Project duration

24 months

Publications

Outputs (2)

Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails 
STATISTICAL MODELLING
SAGE
2025
Academic Article
Partially Open Access
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Is the price cap for gas useful? Evidence from European countries 
THE ANNALS OF APPLIED STATISTICS
2025
Academic Article
Partially Open Access
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