Domenico Cucina

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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
ARMA model checking with data-driven portmanteau tests
Statistical Methods and Applications
2024-09-02Paper
A simple portmanteau test with data-driven truncation point
Computational Statistics
2024-07-05Paper
Outlier identifiability in time series
Stat
2024-05-19Paper
Data-driven portmanteau tests for time series
Test
2022-10-13Paper
Periodic autoregressive models for time series with integrated seasonality
Journal of Statistical Computation and Simulation
2022-03-18Paper
Portmanteau tests based on quadratic forms in the autocorrelations
Communications in Statistics: Theory and Methods
2021-10-01Paper
Detection and estimation of additive outliers in seasonal time series
Computational Statistics
2020-10-06Paper
Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
Statistics and Computing
2020-02-26Paper
Estimating threshold subset autoregressive moving-average models by genetic algorithms
Metron
2019-07-12Paper
Empirical likelihood ratio in penalty form and the convex hull problem
Statistical Methods and Applications
2018-01-12Paper
Outliers in Time Series: An Empirical Likelihood Approach
Topics on Methodological and Applied Statistical Inference
2017-02-10Paper
Empirical likelihood for outlier detection and estimation in autoregressive time series
Journal of Time Series Analysis
2016-05-03Paper
Empirical likelihood for break detection in time series
Electronic Journal of Statistics
2014-01-13Paper
Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
Computational Statistics and Data Analysis
2008-11-26Paper
Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms
Journal of Statistical Computation and Simulation
2008-08-07Paper


Research outcomes over time


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