Marcella NIGLIO | Publications
Marcella NIGLIO Publications
2012 | |
Articolo in rivista | |
Local Unit Roots and Global Stationarity of TARMA Models METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. Pag.17-34 ISSN:1387-5841. | |
Niglio, Marcella; Vitale, Cosimo Damiano | |
Codice identificativo ISI: 000299126000003 Codice identificativo SCOPUS: 2-s2.0-84855691018 | |
Show it in Product Database (IRIS) |
2012 | |
Articolo in rivista | |
On the Stationarity of Threshold Models with Multiple Variables QUADERNI DI STATISTICA. Vol. 14. Pag.177-180 ISSN:1594-3739. | |
Niglio, Marcella; Vitale, Cosimo Damiano | |
Show it in Product Database (IRIS) |
2012 | |
Contributo in volume (Capitolo o Saggio) | |
Generalization of some linear time series property to non linear domain. In Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.323-332 Springer. ISBN:9788847023413 | |
Niglio, Marcella; Vitale, Cosimo Damiano | |
Codice identificativo SCOPUS: 2-s2.0-84900642334 | |
Show it in Product Database (IRIS) |
2012 | |
Contributo in volume (Capitolo o Saggio) | |
On the stationarity of the Threshold Autoregressive process: the two regimes case. In Giommi A. SIS2012 - Proceeding of the XLVI Scientific Meeting Pag.1-4 CLEUP, Padova. ISBN:9788861298828 | |
Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano | |
Show it in Product Database (IRIS) |