Luca Merlo

According to our database, Luca Merlo authored at least 3 papers between 2022 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