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Lorenzo Trapani · Study

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Lorenzo Trapani

5 works· latest 2024· 3 institutionscluster: provisionalORCID 0000-0003-3425-2786

h-index5

i105

Citations89

Works here5

14

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22

24

Most cited in this library

Detecting Common Longevity Trends by a Multiple Population Approach2014 · 28 citations
Sequential testing for structural stability in approximate factor models2020 · 17 citations
Testing for strict stationarity in a random coefficient autoregressive model2020 · 17 citations
Online change-point detection for matrix-valued time series with latent two-way factor structure2024 · 14 citations
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models2022 · 13 citations

Works

5 shown

Online change-point detection for matrix-valued time series with latent two-way factor structure

The Annals of Statistics·2024·4 authors·Open access

14citations

Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models

Journal of Business and Economic Statistics·2022·2 authors·Open access

13citations

Testing for strict stationarity in a random coefficient autoregressive model

Econometric Reviews·2020·1 author·Open access

17citations

Sequential testing for structural stability in approximate factor models

Stochastic Processes and their Applications·2020·2 authors·Open access

17citations

Detecting Common Longevity Trends by a Multiple Population Approach

North American Actuarial Journal·2014·5 authors·Open access

28citations