Cosimo Damiano Vitale

Available identifiers

zbMath Open vitale.cosimo-damianoWikidataQ112624920 ScholiaQ112624920MaRDI QIDQ430851

List of research outcomes

Publication	Date of Publication	Type
Linear approximation of the threshold autoregressive model: an application to order estimation	2023-06-26	Paper
Threshold Structures in Economic and Financial Time Series	2018-12-13	Paper
Unit root testing in presence of a double threshold process	2017-08-14	Paper
Threshold Vector Arma Models	2016-03-08	Paper
Vector threshold moving average models: model specification and invertibility	2014-11-19	Paper
A comment on ``An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models by F. Battaglia and M. K. Protopapas	2013-01-28	Paper
Local unit roots and global stationarity of TARMA models	2012-06-26	Paper
Generalization of some linear time series property to nonlinear domain	2012-05-30	Paper
Statistical Properties of Threshold Models	2009-09-18	Paper
Bootstrap inference in local polynomial regression of time series	2009-02-24	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	2006-04-28	Paper
CLS asymptotic variance for a particular relevant bilinear time series model	2005-03-03	Paper
BL-GARCH models and asymmetries in volatility	2005-03-03	Paper
Parametric bootstrap inference in bilinear models.	2002-07-28	Paper
Asymmetric filters in correlated ARIMA components	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3780319	1987-01-01	Paper
Coerenza e revisione nelle componenti canoniche. (Coherence and revision in canonical components)	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3709711	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3343281	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4187200	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4048446	1974-01-01	Paper

Research outcomes over time

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