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Lorenzo Trapani

Professor of Econometrics

University of Pavia

Italy

Research Interests

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Professors in Italy Professors in Statistics Statistics professors in Italy

Articles (11)

Year:

2026

Year:

2026

Year:

2026

Year:

2026

Year:

2026

Year:

2025

Year:

2025

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2025

Year:

2022

Year:

2022

Year:

2022

Collaborators (5)

Marwan Izzeldin

University of Lancaster

UNITED KINGDOM

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Lucio Sarno

Professor

University of Cambridge

UNITED KINGDOM

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Haeran Cho

Academic , Professor of Statistical Science

University of Bristol

UNITED KINGDOM

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Jean‐Michel Zakoïan

FRANCE

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Benjamin Cooper Boniece

Assistant Professor

Drexel University

UNITED STATES

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Lorenzo Trapani

Research Interests

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Articles (11)

Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models

Factor Models of Asset Returns and Bear Market Risk

Inference on breaks in weak location time series models with the estimating function approach

A dynamic state-space HAR model

Statistical inference for large-dimensional tensor factor model by iterative projections

On changepoint detection in functional data using empirical energy distance

Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules

Sequential Monitoring for Changes in GARCH(1,1) Models Without Assuming Stationarity

Inference in Heavy-Tailed Nonstationary Multivariate Time Series

Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models

Estimation of large dimensional time varying VARs using copulas

Collaborators (5)

Marwan Izzeldin

Lucio Sarno

Haeran Cho

Jean‐Michel Zakoïan

Benjamin Cooper Boniece

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