Sfoglia per Autore
Bootstrap approaches for estimation and confidence intervals of long memory processes
2010 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
Modelling and forecasting hourly spot electricity prices: some preliminary results.
2010 Bordignon, Silvano; Bisaglia, Luisa; Marzovilli, Marina
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study
2009 Bisaglia, Luisa; Gerolimetto, Margherita
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes
2009 Bisaglia, Luisa; Gerolimetto, Margherita
Bootstrap approaches for estimation and condence intervals of long memory processes.
2008 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, Nedda
Forecasting long memory time series when occasional breaks occur
2008 Bisaglia, Luisa; Gerolimetto, Margherita
Testing structural breaks vs. long memory with the Box-Pierce statistics: a Monte Carlo study.
2007 Bisaglia, Luisa; Gerolimetto, Margherita
A new bootstrap approach for Gaussian long-memory time series
2006 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
A new bootstrap approach for Gaussian long memory time series.
2006 Bordignon, Silvano; Bisaglia, Luisa; Cecchinato, Nedda
A new bootstrap approach to GPH estimator
2006 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
A bootstrap test of long memory vs structural breaks
2006 Bisaglia, Luisa; Gerolimetto, M.
Long memory and regime switching models
2006 Bisaglia, Luisa; Gerolimetto, M.
Forecasting long memory time series when occasional breaks occur
2006 Bisaglia, Luisa; Gerolimetto, M.
ARFIMA and switching regime processes: a strategy to deal with spurious effects
2005 Bisaglia, Luisa; Gerolimetto, M.
Spurious effects in switching regime processes
2005 Bisaglia, Luisa; Gerolimetto, Margherita
Switching regime and ARFIMA processes.
2005 Bisaglia, Luisa; Gerolimetto, Margherita
Switching regime and ARFIMA processes
2005 Gerolimetto, Margherita; Bisaglia, Luisa
Stazionarietà in serie multivariate
2003 Bisaglia, Luisa; Procidano, I.
Improving the power of unit root tests against fractional alternatives using bootstrap
2003 Bisaglia, Luisa; Procidano, I.
k-factors GARMA models for intraday volatility forecasting
2003 Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco
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