Acute triangulations of convex quadrilaterals. - Maddalena Cavicchioli (Discret. Appl. Math., 2012)

Validating Markov Switching VAR Through Spectral Representations. - Monica Billio; Maddalena Cavicchioli (Causal Inference in Econometrics, 2016)

Asymptotic Fisher information matrix of Markov switching VARMA models. - Maddalena Cavicchioli (J. Multivar. Anal., 2017)

Estimation and asymptotic covariance matrix for stochastic volatility models. - Maddalena Cavicchioli (Stat. Methods Appl., 2017)

Learning from Failure: Big Data Analysis for Detecting the Patterns of Failure in Innovative Startups. - Maddalena Cavicchioli; Ulpiana Kocollari (Big Data, 2021)

Statistical inference for mixture GARCH models with financial application. - Maddalena Cavicchioli (Comput. Stat., 2021)

Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables. - Maddalena Cavicchioli (J. Multivar. Anal., 2023)