BORDIGNON, SILVANO
BORDIGNON, SILVANO
A new bootstrap approach for Gaussian long memory time series.
2006 Bordignon, Silvano; Bisaglia, Luisa; Cecchinato, Nedda
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.
Bootstrap approaches for estimation and condence intervals of long memory processes.
2008 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, Nedda
Bootstrap approaches for estimation and confidence intervals of long memory processes
2010 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
Chaotic dynamics in the discharge of a river
1999 Bordignon, Silvano; Lisi, Francesco
Combining day-ahead forecasts for British electricity prices
2011 Bordignon, Silvano; Bunn, Derek W.; Lisi, Francesco; Nan, Fany
Combining day-ahead forecasts for British electricity prices
2013 Bordignon, Silvano; Bunn, D.; Lisi, Francesco; Nan, Fany
Comparing stochastic volatility models through Monte Carlo simulations
2006 Raggi, D.; Bordignon, Silvano
Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics
2009 Dagum, E. B.; Bordignon, Silvano
Estimation of Cpm when Measurement Error is Present
2006 Bordignon, Silvano; Scagliarini, M.
Generalised long-memory GARCH models for intra-daily volatility
2007 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Interval prediction for chaotic time series
2001 Bordignon, Silvano; Lisi, Francesco
k-factors GARMA models for intraday volatility forecasting
2003 Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco
Long memory and nonlinearities in realized volatility: A Markov switching approach
2012 Raggi, D.; Bordignon, Silvano
Markov switching model for electricity prices: an empirical comparison
2014 Bazzi, Marco; Bordignon, Silvano
Mean square prediction error for long memory processes
2002 Bisaglia, Luisa; Bordignon, Silvano
Modeling and forecasting the volatility of intra-day financial time series by k-factor GARMA models
2001 Bisaglia, Luisa; Bordignon, Silvano; Lisi, F.
Modelling and forecasting hourly spot electricity prices: some preliminary results.
2010 Bordignon, Silvano; Bisaglia, Luisa; Marzovilli, Marina
Nonlinear analysis and prediction of river flow time series
2000 Bordignon, Silvano; Lisi, Francesco