Roberto Baragona

Available identifiers

zbMath Open baragona.robertoMaRDI QIDQ391851

List of research outcomes

Publication	Date of Publication	Type
Data-driven portmanteau tests for time series	2022-10-13	Paper
Periodic autoregressive models for time series with integrated seasonality	2022-03-18	Paper
Portmanteau tests based on quadratic forms in the autocorrelations	2021-10-01	Paper
Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series	2020-07-15	Paper
Estimating threshold subset autoregressive moving-average models by genetic algorithms	2019-07-12	Paper
Empirical likelihood ratio in penalty form and the convex hull problem	2018-01-12	Paper
Outliers in Time Series: An Empirical Likelihood Approach	2017-02-10	Paper
Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series	2016-05-03	Paper
Clustering multivariate time series by genetic multiobjective optimization	2014-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q5411326	2014-04-23	Paper
Empirical likelihood for break detection in time series	2014-01-13	Paper
Evolutionary Statistical Procedures	2010-12-03	Paper
Fitting piecewise linear threshold autoregressive models by means of genetic algorithms	2008-11-26	Paper
Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms	2008-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q3498116	2008-05-28	Paper
Outliers in dynamic factor models	2008-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q5386654	2008-05-14	Paper
Outliers Detection in Multivariate Time Series by Independent Component Analysis	2008-04-14	Paper
Further Results on Lund's Statistic for Identifying Cluster in a Circular Data Set with Application to Time Series	2003-07-31	Paper
Partial and inverse autocorrelations in portmanteau-type tests for time series	2003-04-10	Paper
Clustering of time series with genetic algorithms.	2002-07-29	Paper
Genetic algorithms for the identification of additive and innovation outliers in time series	2001-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4259405	1999-12-14	Paper
Testing time series for interpolability and whiteness	1999-11-10	Paper
AN OPTIMALITY CRITERION FOR AGGREGATING A SET OF TIME SERIES IN A COMPOSITE INDEX	1997-05-27	Paper
LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES	1996-02-20	Paper
Identification and estimation of level changes in time series using finite linear interpolators	1994-01-26	Paper
Linear interpolators and the outliers problem in time series	1994-01-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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