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
https://portal.mardi4nfdi.de/entity/Q2888110	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
https://portal.mardi4nfdi.de/entity/Q5448374	2008-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5297406	2007-07-18	Paper
The moments of SETARMA models	2006-04-28	Paper
BL-GARCH models and asymmetries in volatility	2005-03-03	Paper
CLS asymptotic variance for a particular relevant bilinear time series model	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Cosimo Damiano Vitale