E-LIB Suche - Ergebnisse für: Niglio, Marcella

1

Testing Spatial Dynamic Panel Data Models with Heterogeneou..:

Giordano, Francesco ; Niglio, Marcella ; Parrella, Maria Lucia
Journal of Time Series Analysis. , 2024

Link: https://doi.org/10.1111/..

2

Bootstrapping binary GEV regressions for imbalanced dataset:

La Rocca, Michele ; Niglio, Marcella ; Restaino, Marialuisa
Computational Statistics. 39 (2023) 1 - p. 181-213 , 2023

Link: https://doi.org/10.1007/..

3

Correction to: Bootstrapping binary GEV regressions for imb..:

Rocca, Michele La ; Niglio, Marcella ; Restaino, Marialuisa
Computational Statistics. 39 (2023) 1 - p. 215-215 , 2023

Link: https://doi.org/10.1007/..

4

Ranking-Based Variable Selection for the Default Risk of Ba..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Giordano, Francesco ; Niglio, Marcella ; Restaino, Marialuisa - p. 309-314 , 2022

Link: https://doi.org/10.1007/..

5

Financial Time Series Classification by Nonparametric Trend..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Feo, Giuseppe ; Giordano, Francesco ; Niglio, Marcella. - p. 241-246 , 2022

Link: https://doi.org/10.1007/..

6

Linear approximation of the Threshold AutoRegressive model:..:

Giordano, Francesco ; Niglio, Marcella ; Vitale, Cosimo Damiano
Statistical Methods & Applications. 32 (2022) 1 - p. 27-56 , 2022

Link: https://doi.org/10.1007/..

7

Markov Switching Predictors Under Asymmetric Loss Functions:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Giordano, Francesco ; Niglio, Marcella - p. 251-256 , 2021

Link: https://doi.org/10.1007/..

8

Screening Covariates in Presence of Unbalanced Binary Depen..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Giordano, Francesco ; Niglio, Marcella ; Restaino, Marialuisa - p. 257-263 , 2021

Link: https://doi.org/10.1007/..

9

A new procedure for variable selection in presence of rare ..:

Giordano, Francesco ; Niglio, Marcella ; Restaino, Marialuisa
Journal of the Operational Research Society. 72 (2020) 7 - p. 1619-1636 , 2020

Link: https://doi.org/10.1080/..

10

Unit Root Testing in Presence of a Double Threshold Process:

Giordano, Francesco ; Niglio, Marcella ; Vitale, Cosimo Damiano
Methodology and Computing in Applied Probability. 19 (2016) 2 - p. 539-556 , 2016

Link: https://doi.org/10.1007/..

11

Threshold Vector Arma Models:

Niglio, Marcella ; Vitale, Cosimo Damiano
Communications in Statistics - Theory and Methods. 44 (2015) 14 - p. 2911-2923 , 2015

Link: https://doi.org/10.1080/..

12

Local Unit Roots and Global Stationarity of TARMA Models:

Niglio, Marcella ; Vitale, Cosimo Damiano
Methodology and Computing in Applied Probability. 14 (2010) 1 - p. 17-34 , 2010

Link: https://doi.org/10.1007/..

13

Statistical Properties of Threshold Models:

Amendola, Alessandra ; Niglio, Marcella ; Vitale, Cosimo
Communications in Statistics - Theory and Methods. 38 (2009) 15 - p. 2479-2497 , 2009

Link: https://doi.org/10.1080/..

14

Least squares predictors for threshold models

, In: Mathematical and statistical methods in insurance and finance / Cira Perna (ed.); Marilena Sibillo (ed.)

properties and forecast evaluation

Amendola, Alessandra ; Niglio, Marcella. (2008) - p. 1-9

Exemplare: Zentrale:E02 a swl 603/217; BB WiWi: 11a swl 603/217a

15

Multi-step forecasts from threshold ARMA models using asymm..:

Niglio, Marcella
Statistical Methods and Applications. 16 (2007) 3 - p. 395-410 , 2007

Link: https://doi.org/10.1007/..