BISAGLIA, LUISA
BISAGLIA, LUISA
Dipartimento di Scienze Statistiche
Forecasting time series by long‑memory models for countdata with an application to price jumps
2025 Bisaglia, Luisa; Caporin, Massimiliano; Grigoletto, Matteo
A new time-varying model for forecasting long-memory series
2021 Bisaglia, L.; Grigoletto, M.
Model-based INAR bootstrap for forecasting INAR(p) models
2019 Bisaglia, L.; Gerolimetto, M.
Do laws impact opioids consumption? A breakpoint analysis based on Italian sales data
2018 Musazzi Umberto, Maria; Rocco, Paolo; Brunelli, Cinzia; Bisaglia, Luisa; Caraceni, AUGUSTO TOMMASO GIOVANNI; Minghetti, Paola
Estimation and forecasting in INAR(p) models using sieve bootstrap
2018 Bisaglia, Luisa; Gerolimetto, Margherita
Bayesian nonparametric forecasting for INAR models
2016 Bisaglia, Luisa; Canale, Antonio
Forecasting integer autoregressive processes of order 1: Are simple AR competitive?
2015 Bisaglia, Luisa; Gerolimetto, Margherita
Testing for (non)linearity in economic time series: a Monte Carlo comparison
2014 Bisaglia, Luisa; Margherita, Gerolimetto
Bayesian nonparametric predictions for count time series
2012 Bisaglia, Luisa; A., Canale
Bayesian nonparametric predictions for count time series
2012 Bisaglia, Luisa; Canale, Antonio
ARFIMA processes and outliers: a weighted likelihood approach
2010 Agostinelli, C; Bisaglia, Luisa
Bootstrap approaches for estimation and confidence intervals of long memory processes
2010 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes
2009 Bisaglia, Luisa; Gerolimetto, Margherita
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study
2009 Bisaglia, Luisa; Gerolimetto, Margherita
Forecasting long memory time series when occasional breaks occur
2008 Bisaglia, Luisa; Gerolimetto, Margherita
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
Mean square prediction error for long memory processes
2002 Bisaglia, Luisa; Bordignon, Silvano
Model selection for long-memory models
2002 Bisaglia, Luisa
On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
2002 Bisaglia, Luisa; Procidano, I.