Marginal M-quantile regression for multivariate dependent data. - Luca Merlo; Lea Petrella; Nicola Salvati; Nikos Tzavidis (Comput. Stat. Data Anal., 2022)

Quantile hidden semi-Markov models for multivariate time series. - Luca Merlo; Antonello Maruotti; Lea Petrella; Antonio Punzo (Stat. Comput., 2022)

Expectile hidden Markov regression models for analyzing cryptocurrency returns. - Beatrice Foroni; Luca Merlo; Lea Petrella (Stat. Comput., 2024)