Marco Riani : Citation Profile


Are you Marco Riani?

Università degli Studi di Parma

6

H index

2

i10 index

101

Citations

RESEARCH PRODUCTION:

23

Articles

9

Papers

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 4
   Journals where Marco Riani has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 19 (15.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri359
   Updated: 2018-11-10    RAS profile: 2017-09-28    
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Relations with other researchers


Works with:

Farcomeni, Alessio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Riani.

Is cited by:

Cáceres-Hernández, José Juan (9)

Johansen, Soren (7)

Nielsen, Bent (6)

Broda, Simon (6)

Koopman, Siem Jan (5)

bellini, tiziano (4)

Farcomeni, Alessio (4)

Lütkepohl, Helmut (3)

Grossi, Luigi (3)

Camba-Mendez, Gonzalo (3)

Proietti, Tommaso (3)

Cites to:

Farcomeni, Alessio (7)

Proietti, Tommaso (4)

Irwin, Scott (4)

Koopman, Siem Jan (4)

Harvey, Andrew (3)

Dehon, Catherine (3)

Doornik, Jurgen (3)

Shephard, Neil (3)

Maravall, Agustin (2)

Filzmoser, Peter (2)

Rousseeuw, Peter (2)

Main data


Where Marco Riani has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis7
Advances in Data Analysis and Classification3
Statistical Methods & Applications2

Recent works citing Marco Riani (2018 and 2017)


YearTitle of citing document
2018Measuring Retail Trade Using Card Transactional Data. (2018). García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

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2017Predicting Advertising Volumes Using Structural Time Series Models: A Case Study. (2017). Dewenter, Ralf ; Heimeshoff, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00140.

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2017Realised variance forecasting under Box-Cox transformations. (2017). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:770-785.

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2017Multivariate elliptical truncated moments. (2017). Broda, Simon ; Arismendi, Juan C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:157:y:2017:i:c:p:29-44.

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2017Cluster detection and clustering with random start forward searches. (2017). Atkinson, Anthony C ; Cerioli, Andrea ; Riani, Marco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:72291.

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2017Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data. (2017). Ng, Serena. In: NBER Working Papers. RePEc:nbr:nberwo:23673.

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2017A fuzzy approach to robust regression clustering. (2017). Farcomeni, Alessio ; Mayo-Iscar, Agustin ; Garcia-Escudero, Luis Angel ; Dotto, Francesco. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:11:y:2017:i:4:d:10.1007_s11634-016-0271-9.

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2017Robust Bayesian regression with the forward search: theory and data analysis. (2017). Atkinson, Anthony C ; Riani, Marco ; Corbellini, Aldo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0542-6.

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2017Outlier detection with Mahalanobis square distance: incorporating small sample correction factor. (2017). Ekiz, Meltem. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:13:p:2444-2457.

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Works by Marco Riani:


YearTitleTypeCited
2012The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers.
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paper0
2012The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2015The Impact of Trading Activity in Agricultural Futures Markets In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy.
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paper0
2000Learning short-option valuation in the presence of rare events In: Papers.
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paper0
1997The Modeling and Seasonal Adjustment of Weekly Observations. In: Journal of Business & Economic Statistics.
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article31
2016Reliable Robust Regression Diagnostics In: International Statistical Review.
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article0
2009Finding an unknown number of multivariate outliers In: Journal of the Royal Statistical Society Series B.
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article23
2009Finding an unknown number of multivariate outliers.(2009) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 23
paper
2009Transformations and seasonal adjustment In: Journal of Time Series Analysis.
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article6
2016Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen In: Scandinavian Journal of Statistics.
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article0
2004Extensions of the Forward Search to Time Series In: Studies in Nonlinear Dynamics & Econometrics.
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article1
1995The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in Journal of Business and Economic Statistics, 15 (1997), pp.354-368.) In: STICERD - Econometrics Paper Series.
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paper0
2016Robust methods for heteroskedastic regression In: Computational Statistics & Data Analysis.
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article0
1998Robust bivariate boxplots and multiple outlier detection In: Computational Statistics & Data Analysis.
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article6
2007Exploratory tools for clustering multivariate data In: Computational Statistics & Data Analysis.
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article7
2010Robust model selection with flexible trimming In: Computational Statistics & Data Analysis.
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article2
2012Robust analysis of default intensity In: Computational Statistics & Data Analysis.
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article3
2012Benchmark testing of algorithms for very robust regression: FS, LMS and LTS In: Computational Statistics & Data Analysis.
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article6
2013Robust distances for outlier-free goodness-of-fit testing In: Computational Statistics & Data Analysis.
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article5
2014Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter In: Journal of Multivariate Analysis.
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article2
2017Robust Bayesian regression with the forward search: theory and data analysis In: LSE Research Online Documents on Economics.
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paper0
2006Sequential decisional discriminant analysis In: Post-Print.
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paper0
2015The Forward Search for Very Large Datasets In: Journal of Statistical Software.
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article2
2007Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies In: MPRA Paper.
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paper3
2009New robust dynamic plots for regression mixture detection In: Advances in Data Analysis and Classification.
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article2
2010Special Issue on Robust Methods for Classification and Data Analysis In: Advances in Data Analysis and Classification.
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article0
2015Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library In: Advances in Data Analysis and Classification.
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article0
2004The forward search and data visualisation In: Computational Statistics.
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article1
2007Special issue on robust multivariate analysis and classification In: Statistical Methods & Applications.
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article0
2015Hubert, Rousseeuw and Segaert: multivariate functional outlier detection In: Statistical Methods & Applications.
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article0
2014On consistency factors and efficiency of robust S-estimators In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article1
2009Robust Transformations in Univariate and Multivariate Time Series In: Econometric Reviews.
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article0

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