Publications

You can also find my articles on my Google Scholar profile.

Articles

Spatio-Temporal Jump Model for Urban Thermal Comfort Monitoring

Cortese, Federico P.; Pievatolo, Antonio (2026). "Spatio-Temporal Jump Model for Urban Thermal Comfort Monitoring." Stochastic Environmental Research and Risk Assessment.

Stochastic Environmental Research and Risk Assessment, 2026

A comparison between initialization strategies for the infinite hidden Markov model

Cortese, Federico P.; Rossini, L. (2026). "A comparison between initialization strategies for the infinite hidden Markov model." Computational Statistics and Data Analysis.

Computational Statistics and Data Analysis, 2026

Generalized Information Criteria for High-Dimensional Sparse Statistical Jump Models

Cortese, Federico P.; Kolm, Petter N.; Lindström, Erik (2026). "Generalized Information Criteria for High-Dimensional Sparse Statistical Jump Models." AStA: Advances in Statistical Analysis.

AStA: Advances in Statistical Analysis, 2026

Infinite hidden Markov models for cylindrical data

Cortese, Federico P.; Rossini, Luca (2026). "Infinite hidden Markov models for cylindrical data." Statistics & Probability Letters.

Statistics & Probability Letters, 2026

A Statistical Sparse Jump Model for Automatic Identification of Dynamical Transitions in the Co-orbital Regime

Cortese, Federico P.; Di Ruzza, Sara; Alessi, Elisa Maria (2025). "A Statistical Sparse Jump Model for Automatic Identification of Dynamical Transitions in the Co-orbital Regime." Nonlinear Dynamics.

Nonlinear Dynamics, 2025

Statistical Jump Model for Mixed-Type Data with Missing Data Imputation

Cortese, Federico P.; Pievatolo, Antonio (2025). "Statistical Jump Model for Mixed-Type Data with Missing Data Imputation." Advances in Data Analysis and Classification.

Advances in Data Analysis and Classification, 2025

Maximum Likelihood Estimation of Regime Switching Student-t Copula Model

Cortese, Federico P.; Pennoni, Fulvia; Bartolucci, Francesco (2024). "Maximum Likelihood Estimation of Regime Switching Student-t Copula Model." International Statistical Review.

International Statistical Review, 2024

What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach

Cortese, Federico P.; Kolm, Petter N.; Lindström, Erik (2023). "What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach." Digital Finance.

Digital Finance, 2023

Tail Dependence in Financial Markets: A Dynamic Copula Approach

Cortese, Federico P. (2019). "Tail Dependence in Financial Markets: A Dynamic Copula Approach." Risks.

Risks, 2019

Preprints

Fuzzy network jump models for soft dynamic clustering of graph-structured data

Cortese, Federico P. (2026). "Fuzzy network jump models for soft dynamic clustering of graph-structured data." arXiv.

arXiv, 2026

Robust State-Conditional Feature-Weighted Jump Models for Temporal Clustering

Cortese, Federico P.; Farcomeni, Alessio (2026). "Robust State-Conditional Feature-Weighted Jump Models for Temporal Clustering." arXiv.

arXiv, 2026

Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data

Cortese, Federico P.; Pievatolo, Antonio; Alessi, Elisa Maria (2025). "Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data." arXiv.

arXiv, 2025

Federico Cortese

Publications

Articles

Spatio-Temporal Jump Model for Urban Thermal Comfort Monitoring

A comparison between initialization strategies for the infinite hidden Markov model

Generalized Information Criteria for High-Dimensional Sparse Statistical Jump Models

Infinite hidden Markov models for cylindrical data

A Statistical Sparse Jump Model for Automatic Identification of Dynamical Transitions in the Co-orbital Regime

Statistical Jump Model for Mixed-Type Data with Missing Data Imputation

Maximum Likelihood Estimation of Regime Switching Student-t Copula Model

What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach

Tail Dependence in Financial Markets: A Dynamic Copula Approach

Preprints

Fuzzy network jump models for soft dynamic clustering of graph-structured data

Robust State-Conditional Feature-Weighted Jump Models for Temporal Clustering

Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data

Short Papers

Thermal Comfort Monitoring of Urban Areas: A Spatio-Temporal Jump Model Approach

Fuzzy Jump Model for Asteroids Co-orbital Regimes Identification

Modelling and Forecasting Correlated Failure Counts

Generalized Information Criteria for Sparse Statistical Jump Models

A Regime Switching Student-t Copula Model for the Analysis of Cryptocurrencies Data

Hidden Markov and Regime Switching Copula Models for State Allocation in Multiple Time-Series