Luisa Bisaglia

Available identifiers

Publication	Date of Publication	Type
A new time-varying model for forecasting long-memory series	2021-11-18	Paper
ARFIMA processes and outliers: a weighted likelihood approach	2020-09-29	Paper
Model-based INAR bootstrap for forecasting INAR\((p)\) models	2020-01-08	Paper
Bayesian nonparametric forecasting for INAR models	2018-08-15	Paper
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study	2016-03-17	Paper
Forecasting long memory time series when occasional breaks occur	2013-01-29	Paper
Bootstrap approaches for estimation and confidence intervals of long memory processes	2011-07-06	Paper
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes	2009-03-24	Paper
https://portal.mardi4nfdi.de/entity/Q3418261	2007-02-02	Paper
Mean square prediction error for long-memory processes	2003-08-31	Paper
On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.	2003-01-21	Paper
Prediction intervals for farima processes by bootstrap methods	2002-11-05	Paper
A comparison of techniques of estimation in long-memory processes.	1998-08-13	Paper

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