Maria Lucia PARRELLA | Publications
Maria Lucia PARRELLA Publications
2007 | |
Articolo in rivista | |
Bootstrap inference in local polynomial regression of time series STATISTICAL METHODS & APPLICATIONS. Vol. 16. Pag.117-139 ISSN:1618-2510. | |
Parrella, Maria Lucia; Vitale, Cosimo Damiano | |
Codice identificativo ISI: WOS:000254871800008 Codice identificativo SCOPUS: 2-s2.0-34250355094 | |
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2007 | |
Contributo in volume (Capitolo o Saggio) | |
Kernel based methods for volatility modelling: the problem of bandwidth selection. In Rischio e Previsione. Atti della riunione intermedia SIS 2007 Pag.387-398 PADOVA CLEUP. ISBN:9788861290938 | |
Giordano, Francesco; Parrella, Maria Lucia | |
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2007 | |
Contributo in volume (Capitolo o Saggio) | |
Local polynomial and neural network estimators for the analysis of financial data. In Mantovan P., Pastore A., Tonellato S. Complex Models and Computational Intensive Methods for Estimation and Prediction. Pag.254-259 PADOVA CLEUP. ISBN:9788861291140 | |
Giordano, Francesco; Parrella, Maria Lucia | |
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2007 | |
Contributo in volume (Capitolo o Saggio) | |
Neural Networks in nonparametric derivative estimation. In PERNA CIRA; SIBILLO MARILENA; EDS. Mathematical and Statistical Methods in Insurance and Finance Pag.121-129 ISBN:9788847007031 | |
Giordano, Francesco; Parrella, Maria Lucia | |
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