Davide La Vecchia

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7572-268X

Université de Genève

Publications

• General spatio-temporal factor models for high-dimensional random fields on a lattice — The Annals of Statistics 2025
• Saddlepoint Approximations for Spatial Panel Data Models — Journal of the American Statistical Association 2023
• Center-Outward R-Estimation for Semiparametric VARMA Models — Journal of the American Statistical Association 2022
• Semiparametric segment M-estimation for locally stationary diffusions — Biometrika 2019
• Realizing smiles: Options pricing with realized volatility — Journal of Financial Economics 2013
• Higher-Order Infinitesimal Robustness — Journal of the American Statistical Association 2012
• On robust estimation via pseudo-additive information — Biometrika 2012
• Infinitesimal Robustness for Diffusions — Journal of the American Statistical Association 2010