Nearest neighbor conditional estimation for Harris recurrent Markov chains. - Alessio Sancetta (J. Multivar. Anal., 2009)

Conditional estimation for dependent functional data. - Heather Battey; Alessio Sancetta (J. Multivar. Anal., 2013)

Weak conditions for shrinking multivariate nonparametric density estimators. - Alessio Sancetta (J. Multivar. Anal., 2013)

A Recursive Algorithm for Mixture of Densities Estimation. - Alessio Sancetta (IEEE Trans. Inf. Theory, 2013)

Semiparametric estimation of a class of generalized linear models without smoothing. - Alessio Sancetta (J. Multivar. Anal., 2014)

Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients. - Alessio Sancetta (IEEE Trans. Inf. Theory, 2019)

Estimation in Reproducing Kernel Hilbert Spaces With Dependent Data. - Alessio Sancetta (IEEE Trans. Inf. Theory, 2021)

Action-State Dependent Dynamic Model Selection. - Francesco Cordoni; Alessio Sancetta (CoRR, 2023)