Marcella Niglio

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
Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients Journal of Time Series Analysis	2024-09-12	Paper
Bootstrapping binary GEV regressions for imbalanced datasets Computational Statistics	2024-05-14	Paper
Correction to: ``Bootstrapping binary GEV regressions for imbalanced datasets Computational Statistics	2024-05-14	Paper
Linear approximation of the threshold autoregressive model: an application to order estimation Statistical Methods and Applications	2023-06-26	Paper
Threshold structures in economic and financial time series Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-12-13	Paper
Nonparametric prediction in time series analysis: some empirical results	2017-11-22	Paper
Unit root testing in presence of a double threshold process Methodology and Computing in Applied Probability	2017-08-14	Paper
Threshold vector ARMA models Communications in Statistics. Theory and Methods	2016-03-08	Paper
Vector threshold moving average models: model specification and invertibility Advances in Theoretical and Applied Statistics	2014-11-19	Paper
Local unit roots and global stationarity of TARMA models Methodology and Computing in Applied Probability	2012-06-26	Paper
Generalization of some linear time series property to nonlinear domain	2012-05-30	Paper
Multi-step forecasts from threshold ARMA models using asymmetric loss functions Statistical Methods and Applications	2011-08-25	Paper
Statistical Properties of Threshold Models Communications in Statistics: Theory and Methods	2009-09-18	Paper
A resistant measure of heteroskedasticity in explorative time series analysis	2008-05-14	Paper
Least squares predictors for threshold models: properties and forecast evaluation	2008-03-20	Paper
The autocorrelation function in SETARMA models	2007-07-18	Paper
The moments of SETARMA models Statistics \& Probability Letters	2006-04-28	Paper
Predictor distribution and forecast accuracy of threshold models Statistical Methods and Applications	2005-03-03	Paper

Research outcomes over time

This page was built for person: Marcella Niglio