Marco J. Lombardi

According to our database, Marco J. Lombardi authored at least 5 papers between 2004 and 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2009

Indirect estimation of elliptical stable distributions.

Marco J. Lombardi, David Veredas

Comput. Stat. Data Anal., 2009

Indirect estimation of alpha-stable stochastic volatility models.

Marco J. Lombardi, Giorgio Calzolari

Comput. Stat. Data Anal., 2009

2007

Bayesian inference for alpha.

Marco J. Lombardi

Comput. Stat. Data Anal., 2007

2006

On-line Bayesian estimation of signals in symmetric α-stable noise.

Marco J. Lombardi, Simon J. Godsill

IEEE Trans. Signal Process., 2006

2004

Monte Carlo Bayesian filtering and smoothing for TVAR signals in symmetric α-stable noise.

Marco J. Lombardi, Simon J. Godsill

Proceedings of the 2004 12th European Signal Processing Conference, 2004