BISAGLIA, LUISA

BISAGLIA, LUISA  

Dipartimento di Scienze Statistiche  

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Risultati 1 - 20 di 21 (tempo di esecuzione: 0.029 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
A comparison of techniques of estimation in long-memory processes 1998 BISAGLIA, LUISA + COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
A new time-varying model for forecasting long-memory series 2021 Bisaglia L.Grigoletto M. STATISTICAL METHODS & APPLICATIONS - -
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes 2009 BISAGLIA, LUISAGEROLIMETTO, MARGHERITA COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION - -
ARFIMA processes and outliers: a weighted likelihood approach 2010 BISAGLIA, LUISA + JOURNAL OF APPLIED STATISTICS - -
Bayesian nonparametric forecasting for INAR models 2016 BISAGLIA, LUISACANALE, ANTONIO COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
Bayesian nonparametric predictions for count time series 2012 BISAGLIA, LUISA + QUADERNI DI STATISTICA - -
Bayesian nonparametric predictions for count time series 2012 Luisa Bisaglia + QUADERNI DI STATISTICA - -
Bootstrap approaches for estimation and confidence intervals of long memory processes 2010 BISAGLIA, LUISABORDIGNON, SILVANO + JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION - -
Do laws impact opioids consumption? A breakpoint analysis based on Italian sales data 2018 Bisaglia LuisaCARACENI, AUGUSTO TOMMASO GIOVANNI + JOURNAL OF PAIN RESEARCH - -
Estimation and forecasting in INAR(p) models using sieve bootstrap 2018 Luisa Bisaglia + WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE - -
Forecasting integer autoregressive processes of order 1: Are simple AR competitive? 2015 BISAGLIA, LUISAGEROLIMETTO, MARGHERITA ECONOMICS BULLETIN - -
Forecasting long memory time series when occasional breaks occur 2008 BISAGLIA, LUISAGEROLIMETTO, MARGHERITA ECONOMICS LETTERS - -
Improving the power of unit root tests against fractional alternatives using bootstrap 2003 BISAGLIA, LUISA + STATISTICA - -
k-factors GARMA models for intraday volatility forecasting 2003 BISAGLIA, LUISABORDIGNON, SILVANOLISI, FRANCESCO APPLIED ECONOMICS LETTERS - -
Mean square prediction error for long memory processes 2002 BISAGLIA, LUISABORDIGNON, SILVANO STATISTICAL PAPERS - -
Model selection for long-memory models 2002 BISAGLIA, LUISA QUADERNI DI STATISTICA - -
Model-based INAR bootstrap for forecasting INAR(p) models 2019 Bisaglia L. + COMPUTATIONAL STATISTICS - -
On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap 2002 BISAGLIA, LUISA + ECONOMICS LETTERS - -
Prediction Intervals for FARIMA Processes by Bootstrap Methods 2001 BISAGLIA, LUISAGRIGOLETTO, MATTEO JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION - -
Testing for (non)linearity in economic time series: a Monte Carlo comparison 2014 BISAGLIA, LUISA + QUADERNI DI STATISTICA - -