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Prof.ssa Ilia Negri

ilia.negri@unibg.it

Tel.: +39 0352052370 (Dalmine)
Tel.: +39 0352052758 (Rosate)

Office hours: Giovedì dalle 13.00 alle 14.30, stanza 403 Piazza Rosate Gli studenti di Ingegneria sono ricevuti previo appuntamento da fissare per e-mail. Please write an e-mail if you need an appointment.


Building: Dalmine
viale Marconi 5 - 24044 Dalmine (BG) - Italy
room B 1.07

Building: Rosate
piazza Rosate 2 - 24129 Bergamo (BG) - Italy
room 403

Associate professor
Department of Management, Information and Production Engineering

Associate professor
School of Engineering

Professor
Degree Courses - Foreign Languages, Literatures and Cultures

Subjects:
37155Industrial Statistics-ENG Industrial Statistics
5881Social StatisticsStatistica sociale
13112Sociology and Social StatisticsSociologia e Statistica sociale
23034StatisticsStatistica (Meccanica) (6 crediti)

Subjects (previous Academic Years):
8910Industrial StatisticsStatistica industriale (5 crediti)
37013Industrial Statistics (MD)Statistica industriale (Gestionale LM) (6 crediti)
39019Industrial Statistics (MD)Statistica industriale (Meccanica LM) (6 crediti)
8572Mathematical Models for Quality ControlModelli esplicativi della qualità (2.5 crediti)
9758Statistical methods of Quality ControlMetodi statistici di controllo della qualità (1/2) (V.O.)
8573Statistical Monitoring of QualityMonitoraggio statistico della qualità (2.5 crediti)
8462StatisticsStatistica (7,5 crediti)
23061StatisticsStatistica (Meccanica) (6 crediti)
238462StatisticsStatistica (Meccanica) (7.5 crediti)
32007StatisticsStatistica (Tessile) (6 crediti)


Interessi di ricerca

Laureata in Matematica presso l'Università degli Studi di Milano, Dottorato in Statistica Metodologica presso l'Università degli Studi di Trento e PhD in Mathématique (option Statistique) presso L'Université du Maine (FRancia). Oggi la ricerca verte principalmente su Equazioni differenziali stocastiche, processi empirici, inferenza non parametrica per processi di diffusione.Recentemente mi occupo anche di problemi in abito ambientale (collocazione di misure) e in ambito sociale (i cambiamenti nella struttura delle famiglie)

Research interests

Degree in Mathematics, Phd in Mathematics, (subfield Statistics). Research interests: Empirical processes for continuously and discretely observed diffusion processes, Statistics of stochastic processes and their applications; non-parametric estimation; linear and non linear models; Environmental Statistics; Recently I'm interested on collocation measure related to climate variable and in the social science the problem of change of the family structure from a statistical point of view



Personal Noticeboard
Curriculum vitæ (English)
Last updated March 2018
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The beginning of studies...
The ISM, Japan
I'll be at the ISM as visiting professor from 7th of September till the 5th of October 2013
Publications
Backtesting VaR and expectiles with realized scores" in Statistical Methods and Applications
Higher Moments and Prediction Based Estimation for the COGARCH(1,1) model
Enrico Bibbona, Ilia Negri (2015 accepted for pubblication on Scandinavian Journal of Statistics)
Asymptotically distribution free test for parameter change in a diffusion process model
(with Y. Nishiyama). Ann Inst Stat Math (2012)
On Gaussian Compound PoissonType Limiting Likelihood Ratio Process
(with S. Dachian). Advances in Theoretical and Applied Statistics, Studies in Theoretical and Applied Statistics.
On goodness-of-fit testing for ergodic diffusion process with shift parameter
(with L. Zhou). Stat Inference Stoch Process DOI 10.1007/s11203-014-9089-2
Publications
Complete list of publications (pdf file)
Asymptotically distribution free test for parameter change in a diffusion process model
2011 Accepted for pubblication on ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, ISSN: 0020-3157, doi: 10.1007/s10463-011-0345-6
On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios
2011 in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, vol. 14, p. 255-271, ISSN: 1387-0874, doi: 10.1007/s11203-011-9059-x
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
2010 in SIS Proceeding. Padova, 16-18 june 2010, ISBN: 9788861295667
Goodness of fit test for ergodic diffusions by discrete time observations: an innovation martingale approach
2011 in JOURNAL OF NONPARAMETRIC STATISTICS, vol. 23, p. 237-254, ISSN: 1048-5252, doi: 10.1080/10485252.2010.510186
Most of the published papers are avaiable in the department preprint series
Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes
2010 in ECONOMIC NOTES, vol. 39, p. 91-106, ISSN: 0391-5026
Goodness of fit test for ergodic diffusions by tick time sample scheme.
2010 in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, vol. 13, p. 81-95, ISSN: 1387-0874, doi: 10.1007/s11203-010-9041-z
Goodness of fit test for small diffusions by discrete time observations
2011 in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, vol. 63, p. 211-225, ISSN: 0020-3157, doi: 10.1007/s10463-009-0228-2
On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process
2008 in AFRIKA STATISTIKA, vol. 3, p. 83-104
Goodness of fit test for ergodic diffusion processes
2009 in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, vol. 61, p. 919-928, ISSN: 0020-3157, doi: 10.1007/s10463-007-0162-0
Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion
2010 in COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, vol. 39, p. 177-185, ISSN: 0361-0926, doi: 10.1080/03610920802653852
Topics for Dissertations
Modelli di previsione basati sulle reti neurali
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Modelli statistici per la rugosità del solco di taglio (in collaborazione con il Prof. Pellegrini)
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Progettazione Economica delle carte di controllo
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I modelli COGARCH: problemi di stima e di simulazione
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Altro
Il sito di R
Napoli Slide
Presentation at the 7th International Conference on Social Science Methodology
Statz rap
Appunti per il corso di processi stocastici (versione del 15 marzo 2010)
Corso tenuto presso l'università di Milano-Bicocca
Anche il NYT parla di R...
NYT blog su R
Computational and Financial Econometrics (CFE'09)
Talk: Goodness of fit test for discretely observed diffusion processes
Seminaire de Mathèmatiques appliquées - Université Blaise Pascal - Clermont Ferrand
Tavole
Le tavole della distribuzione normale, t-student e chi quadrato generate con R
Esercizio da fare assolutamente per essere ammessi al corso di calcolo delle probabilità