Marcella NIGLIO | Publications
Marcella NIGLIO Publications
| 2010 | |
| Contributo in volume (Capitolo o Saggio) | |
| Quasi-maximum likelihood estimators for Threshold ARMA models: theoretical results and computational issues. In Y. Lechevallier and G. Saporta Proceedings in Computational Statistics 2010 Pag.1461-1468 Springer-Verlag. ISBN:9783790826036 | |
| Niglio, Marcella; Vitale, Cosimo Damiano | |
| Versione online | |
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| 2010 | |
| Contributo in volume (Capitolo o Saggio) | |
| Threshold Moving Average Models Invertibility. In Nicola Torelli Proceedings of the 45th Scientific Meeting of the Italian Statistical Society (USB stick) Pag.1-8 CLEUP, Padova. ISBN:9788861295667 | |
| Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano | |
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| 2010 | |
| Contributo in volume (Capitolo o Saggio) | |
| Temporal aggregation and closure of VARMA models. Some new results. In GREENACRE M.; LAURO N.C.; PALUMBO F. Data Analysis and Classification: From Exploration to Confirmation Pag.435-444 BERLIN Springer-Verlag Berlin and Heidelberg GmbH & Co. K. ISBN:9783642037382 | |
| Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano | |
| Codice identificativo ISI: WOS:000302851400049 | |
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| 2010 | |
| Contributo in volume (Capitolo o Saggio) | |
| Nonparametric prediction in time series analysis: some empirical results. In Corazza Marco, Claudio Pizzi (Eds.) Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.235-244 Milano Springer-Verlag. ISBN:9788847014800 | |
| Niglio, Marcella; Perna, Cira | |
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| 2010 | |
| Monografia o trattato scientifico | |
| A note on the invertibility of the threshold moving average model. Fisciano (SA) CUSL, Fisciano (SA) ISBN:9788861970441 | |
| Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano | |
| Show it in Product Database (IRIS) |
