Margherita Gerolimetto

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Combining bootstrap methods: a Monte Carlo experiment	2026-02-18	Paper
Testing for boundary conditions in case of fractionally integrated processes Statistical Methods and Applications	2021-01-15	Paper
Model-based INAR bootstrap for forecasting INAR\((p)\) models Computational Statistics	2020-01-08	Paper
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study Statistical Methods and Applications	2016-03-17	Paper
Forecasting long memory time series when occasional breaks occur Economics Letters	2013-01-29	Paper
Frequency domain bootstrap for the fractional cointegration regression Economics Letters	2013-01-07	Paper
scientific article; zbMATH DE number 5864669 (Why is no real title available?)	2011-03-10	Paper
Regime-sensitive cointegration: the relationship between gold and silver	2010-03-04	Paper
A test for fractional cointegration using the sieve bootstrap Statistical Methods and Applications	2009-06-02	Paper
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes Communications in Statistics. Simulation and Computation	2009-03-24	Paper
Instrumental variables estimation of stationary and non‐stationary cointegrating regressions Econometrics Journal	2006-09-22	Paper

Research outcomes over time

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