Cira PERNA | Publications
Cira PERNA Publications
| 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 | |
| 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 | |
| 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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| 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 | |
| Contributo in volume (Capitolo o Saggio) | |
| Bootstrap inference for missing data reconstruction. In Classification and data analysis 2019, Book of Short Papers Pag.33-36 ISBN:978-88-8317-108-6 | |
| Albano, Giuseppina; LA ROCCA, Michele; Parrella, Maria Lucia; Perna, Cira | |
| Versione online | |
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| 2019 | |
| Curatela | |
| Curatore/i di Decisions in Economics and Finance, Volume 42, Issue 1, June 2019. Di Albarran, Irene; Grane, Aurea; Perna, Cira; Sibillo, Marilena Springer Pag.1-317 | |
| Albarran, Irene; Grane, Aurea; Perna, Cira; Sibillo, Marilena | |
| Versione online | |
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