Alessandra Luati

521 total citations
36 papers, 234 citations indexed

About

Alessandra Luati is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Alessandra Luati has authored 36 papers receiving a total of 234 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Statistics and Probability, 12 papers in Finance and 10 papers in Economics and Econometrics. Recurrent topics in Alessandra Luati's work include Statistical Methods and Inference (13 papers), Financial Risk and Volatility Modeling (12 papers) and Advanced Statistical Methods and Models (7 papers). Alessandra Luati is often cited by papers focused on Statistical Methods and Inference (13 papers), Financial Risk and Volatility Modeling (12 papers) and Advanced Statistical Methods and Models (7 papers). Alessandra Luati collaborates with scholars based in Italy, United Kingdom and Denmark. Alessandra Luati's co-authors include Andrew Harvey, Tommaso Proietti, Estela Bee Dagum, Leopoldo Catania, Michele Caivano, Alberto Roverato, Marco Reale, Paolo Paruolo, Mario Mazzocchi and Karim M. Abadir and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Biometrika.

In The Last Decade

Alessandra Luati

30 papers receiving 224 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alessandra Luati Italy 8 112 109 57 36 28 36 234
Peter Jäckel Germany 6 93 0.8× 229 2.1× 33 0.6× 30 0.8× 25 0.9× 11 372
Jin‐Lung Lin Taiwan 5 120 1.1× 79 0.7× 49 0.9× 16 0.4× 33 1.2× 6 289
Isao Shoji Japan 9 69 0.6× 183 1.7× 36 0.6× 47 1.3× 36 1.3× 30 364
Rolf Tschernig Germany 9 149 1.3× 134 1.2× 98 1.7× 76 2.1× 43 1.5× 18 333
Nien‐Fan Zhang United States 7 223 2.0× 207 1.9× 93 1.6× 41 1.1× 67 2.4× 12 449
Marie Kratz France 11 139 1.2× 212 1.9× 49 0.9× 65 1.8× 22 0.8× 46 440
Alec N. Kercheval United States 8 114 1.0× 148 1.4× 17 0.3× 30 0.8× 31 1.1× 19 273
Alessio Sancetta United Kingdom 10 119 1.1× 224 2.1× 73 1.3× 124 3.4× 50 1.8× 31 373
Tina Hviid Rydberg United Kingdom 8 209 1.9× 399 3.7× 42 0.7× 68 1.9× 32 1.1× 10 476
Miguel de Carvalho United Kingdom 11 68 0.6× 86 0.8× 32 0.6× 122 3.4× 86 3.1× 43 349

Countries citing papers authored by Alessandra Luati

Since Specialization
Citations

This map shows the geographic impact of Alessandra Luati's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alessandra Luati with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alessandra Luati more than expected).

Fields of papers citing papers by Alessandra Luati

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alessandra Luati. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alessandra Luati. The network helps show where Alessandra Luati may publish in the future.

Co-authorship network of co-authors of Alessandra Luati

This figure shows the co-authorship network connecting the top 25 collaborators of Alessandra Luati. A scholar is included among the top collaborators of Alessandra Luati based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alessandra Luati. Alessandra Luati is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Luati, Alessandra, et al.. (2023). On the optimality of score-driven models. Biometrika. 111(3). 865–880. 4 indexed citations
2.
Luati, Alessandra, et al.. (2023). A robust score-driven filter for multivariate time series. Econometric Reviews. 42(5). 441–470.
3.
Luati, Alessandra, et al.. (2023). Lasso-based variable selection methods in text regression: the case of short texts. AStA Advances in Statistical Analysis. 108(1). 69–99. 4 indexed citations
4.
Catania, Leopoldo & Alessandra Luati. (2022). Semiparametric modeling of multiple quantiles. Journal of Econometrics. 237(2). 105365–105365. 5 indexed citations
5.
Roverato, Alberto, et al.. (2021). Fused graphical lasso for brain networks with symmetries. Research Padua Archive (University of Padua). 5 indexed citations
6.
Luati, Alessandra, et al.. (2021). Score-Driven Modeling of Spatio-Temporal Data. Journal of the American Statistical Association. 118(542). 1066–1077. 8 indexed citations
7.
Luati, Alessandra, et al.. (2021). Explicit-duration Hidden Markov Models for quantum state estimation. Computational Statistics & Data Analysis. 158. 107183–107183.
8.
Catania, Leopoldo, et al.. (2020). Dynamic Multiple Quantile Models. SSRN Electronic Journal. 1 indexed citations
9.
Proietti, Tommaso & Alessandra Luati. (2018). Generalised Linear Cepstral Models for the Spectrum of a Time Series. Statistica Sinica. 1 indexed citations
10.
Proietti, Tommaso & Alessandra Luati. (2014). The generalised autocovariance function. Journal of Econometrics. 186(1). 245–257. 7 indexed citations
11.
Luati, Alessandra, Tommaso Proietti, & Marco Reale. (2012). The Variance Profile. Journal of the American Statistical Association. 107(498). 607–621. 4 indexed citations
12.
Proietti, Tommaso & Alessandra Luati. (2012). Maximum likelihood estimation of time series models: the Kalman filter and beyond. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 334–362. 4 indexed citations
13.
Proietti, Tommaso & Alessandra Luati. (2011). Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 6 indexed citations
14.
Dagum, Estela Bee & Alessandra Luati. (2009). A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices. Journal of nonparametric statistics. 21(2). 193–205. 1 indexed citations
15.
Luati, Alessandra. (2008). A note on Fisher-Helstrom information inequality in pure state models. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 25–37. 2 indexed citations
16.
Dagum, Estela Bee & Alessandra Luati. (2008). A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation. Econometric Reviews. 28(1-3). 40–59. 9 indexed citations
17.
Luati, Alessandra, et al.. (2005). Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure. Computational Management Science. 2(4). 295–308. 1 indexed citations
18.
Dagum, Estela Bee & Alessandra Luati. (2004). Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing. Studies in Nonlinear Dynamics and Econometrics. 8(2). 3 indexed citations
19.
Dagum, Estela Bee & Alessandra Luati. (2003). A linear transformation and its properties with special applications in time series filtering. Linear Algebra and its Applications. 388. 107–117. 5 indexed citations
20.
Dagum, Estela Bee & Alessandra Luati. (2002). Global and local statistical properties of fixed-length nonparametric smoothers. Statistical Methods & Applications. 11(3). 313–333. 13 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Peter Jäckel Breakdown of academic impact, for papers by Jin‐Lung Lin Breakdown of academic impact, for papers by Isao Shoji Breakdown of academic impact, for papers by Rolf Tschernig Breakdown of academic impact, for papers by Nien‐Fan Zhang Breakdown of academic impact, for papers by Marie Kratz Breakdown of academic impact, for papers by Alec N. Kercheval Breakdown of academic impact, for papers by Alessio Sancetta Breakdown of academic impact, for papers by Tina Hviid Rydberg Breakdown of academic impact, for papers by Miguel de Carvalho
Rankless by CCL
2026