Cira PERNA | Publications
Cira PERNA Publications
| 2025 | |
| Articolo in rivista | |
| Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment SCANDINAVIAN ACTUARIAL JOURNAL. Vol. 6. Pag.549-573 ISSN:0346-1238. | |
| Apicella, Giovanna; La Rocca, Michele; Perna, Cira; Sibillo, Marilena | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1080/03461238.2024.2443833 Codice identificativo ISI: WOS:001385029400001 Codice identificativo SCOPUS: 2-s2.0-85213248731 | |
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| 2023 | |
| Articolo in rivista | |
| Computational Issues in Insurance and Finance COMPUTATION. Vol. 11. Pag.80-83 ISSN:2079-3197. | |
| Perna, Cira; Sibillo, Marilena | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/computation11040080 Codice identificativo ISI: WOS:000980863600001 Codice identificativo SCOPUS: 2-s2.0-85153774164 | |
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| 2022 | |
| Articolo in rivista | |
| Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning STATS. Vol. 5. Pag.440-457 ISSN:2571-905X. | |
| Perna, Cira; LA ROCCA, Michele | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/stats5020026 Codice identificativo ISI: WOS:000841411400001 Codice identificativo SCOPUS: 2-s2.0-85149678935 | |
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| 2021 | |
| Articolo in rivista | |
| Clustering nonlinear time series with neural network bootstrap forecast distributions INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. Vol. 137. Pag.1-15 ISSN:0888-613X. | |
| La Rocca, M.; Giordano, F.; Perna, C. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.ijar.2021.06.014 Codice identificativo ISI: WOS:000755021800001 Codice identificativo SCOPUS: 2-s2.0-85110211246 | |
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200920Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
| 2021 | |
| Articolo in rivista | |
| Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets COMPUTATIONAL STATISTICS. Vol. 36 (4). Pag.2917-2938 ISSN:0943-4062. | |
| Parrella, Maria Lucia; Albano, Giuseppina; Perna, Cira; La Rocca, Michele | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s00180-021-01099-y Codice identificativo ISI: WOS:000636935200001 Codice identificativo SCOPUS: 2-s2.0-85103589528 | |
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| 2019 | |
| Articolo in rivista | |
| On the estimation of non linear functions in stochastic volatility models COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. Pag.1-13 ISSN:0361-0926. | |
| Albano, Giuseppina; Giordano, Francesco; Perna, Cira | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1080/03610926.2019.1635700 Codice identificativo ISI: WOS:000474166200001 Codice identificativo SCOPUS: 2-s2.0-85068556950 | |
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| 2019 | |
| Articolo in rivista | |
| Nonlinear autoregressive sieve bootstrap based on extreme learning machines MATHEMATICAL BIOSCIENCES AND ENGINEERING. Vol. 17. Pag.636-653 ISSN:1547-1063. | |
| LA ROCCA, Michele; Perna, Cira | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3934/mbe.2020033 Codice identificativo ISI: WOS:000495897300033 Codice identificativo SCOPUS: 2-s2.0-85075061190 | |
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| 2019 | |
| Articolo in rivista | |
| Reconstructing missing data sequences in multivariate time series: an application to environmental data STATISTICAL METHODS & APPLICATIONS. Vol. 28. Pag.359-383 ISSN:1613-981X. | |
| Parrella, Maria Lucia; Albano, Giuseppina; LA ROCCA, Michele; Perna, Cira | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s10260-018-00435-9 Codice identificativo ISI: WOS:000468997800008 Codice identificativo SCOPUS: 2-s2.0-85052518023 | |
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| 2019 | |
| Articolo in rivista | |
| Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment DECISIONS IN ECONOMICS AND FINANCE. Pag.1-15 ISSN:1593-8883. | |
| Albano, Giuseppina; La Rocca, Michele; Perna, Cira | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s10203-019-00237-y Codice identificativo ISI: WOS:000482243800003 Codice identificativo SCOPUS: 2-s2.0-85061755622 | |
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| 2014 | |
| Articolo in rivista | |
| Designing Neural Networks for Modeling Biological Data: a Statistical Perspective MATHEMATICAL BIOSCIENCES AND ENGINEERING. Vol. 11. Pag.331-342 ISSN:1547-1063. | |
| LA ROCCA, Michele; Perna, Cira | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3934/mbe.2014.11.331 Codice identificativo ISI: WOS:000326980200011 Codice identificativo SCOPUS: 2-s2.0-84890483988 | |
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| 2014 | |
| Articolo in rivista | |
| Input Variable Selection in Neural Network Models COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. Vol. 43. Pag.735-750 ISSN:0361-0926. | |
| Giordano, Francesco; LA ROCCA, Michele; Perna, Cira | |
| Digital Object Identifier (DOI): 10.1080/03610926.2013.804567 Codice identificativo ISI: WOS:000330757100007 Codice identificativo SCOPUS: 2-s2.0-84893969997 | |
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| 2012 | |
| Articolo in rivista | |
| A comment on "An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series nodels" by F. Battaglia and M.K. Protopapas STATISTICAL METHODS & APPLICATIONS. Pag.355-361 ISSN:1618-2510. | |
| Giordano, Francesco; Perna, Cira; Vitale, Cosimo Damiano | |
| Digital Object Identifier (DOI): 10.1007/s10260-012-0204-5 Codice identificativo ISI: WOS:000308952300009 Codice identificativo SCOPUS: 2-s2.0-84866547516 | |
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| 2012 | |
| Articolo in rivista | |
| A two-step procedure for neural network modeling QUADERNI DI STATISTICA. Vol. 14. Pag.145-148 ISSN:1594-3739. | |
| LA ROCCA, Michele; Perna, Cira | |
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| 2011 | |
| Articolo in rivista | |
| Value-at-Risk Inference with NN Sieve bootstrap QUADERNI DI STATISTICA. Vol. 13. Pag.23-34 ISSN:1594-3739. | |
| Giordano, Francesco; LA ROCCA, Michele; Perna, Cira | |
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| 2011 | |
| Articolo in rivista | |
| Properties of the neural network sieve bootstrap JOURNAL OF NONPARAMETRIC STATISTICS. Vol. 23. Pag.803-817 ISSN:1048-5252. | |
| Giordano, Francesco; LA ROCCA, Michele; Perna, Cira | |
| Digital Object Identifier (DOI): 10.1080/10485252.2011.561344 Codice identificativo ISI: WOS:000299693300014 Codice identificativo SCOPUS: 2-s2.0-80052295035 | |
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| 2010 | |
| Articolo in rivista | |
| Estimating smooth functions of sample mean in diffusion processes: a MBB approach QUADERNI DI STATISTICA. Vol. 12. Pag.1-13 ISSN:1594-3739. | |
| Albano, Giuseppina; Giordano, Francesco; Perna, Cira | |
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| 2007 | |
| Articolo in rivista | |
| Forecasting nonlinear time series with neural network sieve bootstrap COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 51. Pag.3871-3884 ISSN:0167-9473. | |
| Giordano, Francesco; LA ROCCA, Michele; Perna, Cira | |
| Codice identificativo ISI: WOS:000246128500019 Codice identificativo SCOPUS: 2-s2.0-33947654893 | |
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4645Variable selection in neural network regression models with dependent data: a subsampling approach
| 2005 | |
| Articolo in rivista | |
| Variable selection in neural network regression models with dependent data: a subsampling approach COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 48. Pag.415-429 ISSN:0167-9473. | |
| LA ROCCA, Michele; Perna, Cira | |
| Digital Object Identifier (DOI): 10.1016/j.csda.2004.01.004 Codice identificativo ISI: WOS:000226328700011 Codice identificativo SCOPUS: 2-s2.0-9944262843 | |
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| 2005 | |
| Articolo in rivista | |
| Neural Network Sieve Bootstrap for Nonlinear Time Series NEURAL NETWORK WORLD. Vol. 15. Pag.327-334 ISSN:1210-0552. | |
| LA ROCCA, Michele; Perna, Cira; Giordano, Francesco | |
| Codice identificativo ISI: WOS:000232532500007 Codice identificativo SCOPUS: 2-s2.0-24644443712 | |
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| 2003 | |
| Articolo in rivista | |
| Kernel smoothing for the analysis of climatic data QUADERNI DI STATISTICA. Vol. 5. Pag.161-171 ISSN:1594-3739. | |
| Niglio, Marcella; Perna, Cira | |
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| 2001 | |
| Articolo in rivista | |
| The hidden layer size in feed-forward neural networks: a statistical point of view. METRON. Vol. LIX. Pag.217-227 ISSN:0026-1424. | |
| Perna, Cira; Giordano, Francesco | |
| Codice identificativo SCOPUS: 2-s2.0-9944244670 | |
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15933Standard error estimation in neural network regression models: the moving block bootstrap approach
| 2001 | |
| Articolo in rivista | |
| Standard error estimation in neural network regression models: the moving block bootstrap approach STATISTICA APPLICATA. Vol. 13. Pag.41-52 ISSN:1125-1964. | |
| Giordano, Francesco; LA ROCCA, Michele; Perna, Cira | |
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| 1999 | |
| Articolo in rivista | |
| Estimation the asymptotic variance of kernel smoothers for dependent data QUADERNI DI STATISTICA. Vol. 1. Pag.175-185 ISSN:1594-3739. | |
| Perna, Cira; Giordano, Francesco | |
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| 1999 | |
| Articolo in rivista | |
| Neural networks as Series estimators: A Statistical Interpretation of the Hidden Layer Size QUADERNI DI STATISTICA. Vol. 1. Pag.175-185 ISSN:1594-3739. | |
| Giordano, Francesco; Perna, Cira | |
| Show it in Product Database (IRIS) |
