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
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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
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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
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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
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