Margherita Gerolimetto

Available identifiers

zbMath Open gerolimetto.margheritaWikidataQ121338454 ScholiaQ121338454MaRDI QIDQ257525

List of research outcomes

Publication	Date of Publication	Type
Testing for boundary conditions in case of fractionally integrated processes	2021-01-15	Paper
Model-based INAR bootstrap for forecasting INAR\((p)\) models	2020-01-08	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
Frequency domain bootstrap for the fractional cointegration regression	2013-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q3080543	2011-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3407386	2010-03-04	Paper
A test for fractional cointegration using the sieve bootstrap	2009-06-02	Paper
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes	2009-03-24	Paper
Instrumental variables estimation of stationary and non‐stationary cointegrating regressions	2006-09-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Margherita Gerolimetto