Lea Petrella

According to our database, Lea Petrella authored at least 7 papers between 2015 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

Expectile hidden Markov regression models for analyzing cryptocurrency returns.

Beatrice Foroni, Luca Merlo, Lea Petrella

Stat. Comput., 2024

2022

Quantile hidden semi-Markov models for multivariate time series.

Luca Merlo, Antonello Maruotti, Lea Petrella, Antonio Punzo

Stat. Comput., 2022

Marginal M-quantile regression for multivariate dependent data.

Luca Merlo, Lea Petrella, Nicola Salvati, Nikos Tzavidis

Comput. Stat. Data Anal., 2022

2021

Hidden semi-Markov-switching quantile regression for time series.

Antonello Maruotti, Lea Petrella, Luca Sposito

Comput. Stat. Data Anal., 2021

2019

Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress.

Lea Petrella, Valentina Raponi

J. Multivar. Anal., 2019

2018

Bayesian quantile regression using the skew exponential power distribution.

Mauro Bernardi, Marco Bottone, Lea Petrella

Comput. Stat. Data Anal., 2018

2015

Multiple seasonal cycles forecasting model: the Italian electricity demand.

Mauro Bernardi, Lea Petrella

Stat. Methods Appl., 2015