BORDIGNON, SILVANO
BORDIGNON, SILVANO
Chaotic dynamics in the discharge of a river
1999 Bordignon, Silvano; Lisi, Francesco
Nonlinear analysis and prediction of river flow time series
2000 Bordignon, Silvano; Lisi, Francesco
Interval prediction for chaotic time series
2001 Bordignon, Silvano; Lisi, Francesco
Predictive accuracy for chaotic economic models
2001 Bordignon, Silvano; Lisi, Francesco
Statistical analysis of process capability indices with measurement errors.
2001 Scagliarini, Michele; Bordignon, Silvano
Nonlinear models for ground-level ozone forecasting.
2001 Bordignon, Silvano; Gaetan, Carlo; Lisi, Francesco
Modeling and forecasting the volatility of intra-day financial time series by k-factor GARMA models
2001 Bisaglia, Luisa; Bordignon, Silvano; Lisi, F.
Mean square prediction error for long memory processes
2002 Bisaglia, Luisa; Bordignon, Silvano
Nonlinear models for ground-level ozone forecasting
2002 Bordignon, Silvano; Gaetan, C.; Lisi, Francesco
k-factors GARMA models for intraday volatility forecasting
2003 Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco
SFIGARCH: a seasonal long memory GARCH model
2005 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
SFIGARCH: a seasonal long memory GARCH model.
2005 Bordignon, Silvano; Lisi, Francesco; Caporin, Massimiliano
Periodic Long Memory GARCH models
2005 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Estimation of Cpm when Measurement Error is Present
2006 Bordignon, Silvano; Scagliarini, M.
A new bootstrap approach for Gaussian long-memory time series
2006 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
A new bootstrap approach to GPH estimator
2006 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
A new bootstrap approach for Gaussian long memory time series.
2006 Bordignon, Silvano; Bisaglia, Luisa; Cecchinato, Nedda
Comparing stochastic volatility models through Monte Carlo simulations
2006 Raggi, D.; Bordignon, Silvano
Volatility, Jumps and Predictability of Returns: a Sequential Analysis.
2007 Bordignon, Silvano; Raggi, Davide
Generalised long-memory GARCH models for intra-daily volatility
2007 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco