Nonparanormal hidden semi-Markov graphical models for analyzing financial markets interconnectivity.

Emilio Ferrante, Beatrice Foroni, Luca Merlo, and Lea Petrella

Journal of the Royal Statistical Society Series A: Statistics in Society, (2026).

Estimating the Impact of Socioeconomic Drivers on Land Degradation in Italy via Spatio-Temporal Additive Expectile Regression.

Beatrice Foroni, Luca Merlo, Lea Petrella, and Luca Salvati

Environmetrics, 37 (2025): e70085.

Hidden Markov Quantile Graphical Models.

Beatrice Foroni, Luca Merlo, Lea Petrella, and Nicola Salvati

Journal of Computational and Graphical Statistics, (2025): 1–20.

Hidden Markov Graphical Models with State-Dependent Generalized Hyperbolic Distribution.

Beatrice Foroni, Luca Merlo, and Lea Petrella

The Canadian Journal of Statistics, (2025): e70030.

Mixed-Frequency Quantile Regression Forests for Value-at-Risk Forecasting.

Vincenzo Candila, Mila Andreani, and Lea Petrella

Energy Economics, (2025): 108706.

Quantile Hidden Semi-Markov Models for Multivariate Time Series.

Luca Merlo, Antonello Maruotti, Antonio Punzo, and Lea Petrella

Statistics and Computing, 32 (2025): 1079–1107.

Quantile and Expectile Copula-Based Hidden Markov Regression Models for the Analysis of the Cryptocurrency Market.

Luca Merlo, Beatrice Foroni, and Lea Petrella

Statistical Modelling, 25 (2025): 454–472.

Sparse Simulation-Based Estimation Built on Quantiles.

Paolo Stolfi, Mauro Bernardi, and Lea Petrella

Econometrics and Statistics, 34 (2025): 32–43.


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