Cosimo Damiano Vitale

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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!

Publication	Date of Publication	Type
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
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
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 Statistical Methods and Applications	2013-01-28	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
Statistical Properties of Threshold Models Communications in Statistics: Theory and Methods	2009-09-18	Paper
Bootstrap inference in local polynomial regression of time series Statistical Methods and Applications	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 Statistics & Probability Letters	2006-04-28	Paper
CLS asymptotic variance for a particular relevant bilinear time series model Statistical Methods and Applications	2005-03-03	Paper
BL-GARCH models and asymmetries in volatility Statistical Methods and Applications	2005-03-03	Paper
Parametric bootstrap inference in bilinear models. Metron	2002-07-28	Paper
Asymmetric filters in correlated ARIMA components Metron	1988-01-01	Paper
scientific article; zbMATH DE number 4043107 (Why is no real title available?)	1987-01-01	Paper
Coerenza e revisione nelle componenti canoniche. (Coherence and revision in canonical components) Metron	1986-01-01	Paper
scientific article; zbMATH DE number 3938368 (Why is no real title available?)	1984-01-01	Paper
scientific article; zbMATH DE number 3878203 (Why is no real title available?)	1982-01-01	Paper
scientific article; zbMATH DE number 3624657 (Why is no real title available?)	1979-01-01	Paper
scientific article; zbMATH DE number 3463046 (Why is no real title available?)	1974-01-01	Paper

Research outcomes over time

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