Greta Goracci

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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!

PublicationDate of PublicationType
Reduced-bias Whittle likelihood estimation for short- and long-memory processes
Computational Statistics and Data Analysis
2026-09-22Paper
Robust Estimation for Threshold Autoregressive Moving-Average Models
Journal of Business and Economic Statistics
2025-08-25Paper
Testing for threshold regulation in presence of measurement error
STATISTICA SINICA
2024-08-26Paper
The validity of bootstrap testing for threshold autoregression
Journal of Econometrics
2024-03-06Paper
Testing for Threshold Effects in the TARMA Framework
STATISTICA SINICA
2023-11-23Paper
Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models2023-05-31Paper
An empirical study on the parsimony and descriptive power of TARMA models
Statistical Methods and Applications
2021-11-18Paper
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
Journal of Time Series Analysis
2019-06-17Paper


Research outcomes over time


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