Matteo Farnè

Available identifiers

zbMath Open farne.matteoMaRDI QIDQ2241571

List of research outcomes

Publication	Date of Publication	Type
An Algebraic Estimator for Large Spectral Density Matrices	2024-03-19	Paper
Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization	2024-01-04	Paper
Banks' business models in the euro area: a cluster analysis in high dimensions	2021-11-09	Paper
A large covariance matrix estimator under intermediate spikiness regimes	2020-02-05	Paper
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number	2016-08-25	Paper
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator	2016-05-25	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Matteo Farnè