Publications

Francesco GIORDANO Publications


2012
Articolo in rivista
A comment on "An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series nodels" by F. Battaglia and M.K. Protopapas
STATISTICAL METHODS & APPLICATIONS. Pag.355-361
ISSN:1618-2510.
Giordano, Francesco; Perna, Cira; Vitale, Cosimo Damiano
Digital Object Identifier (DOI): 10.1007/s10260-012-0204-5
Codice identificativo ISI: WOS:000308952300009
Codice identificativo SCOPUS: 2-s2.0-84866547516
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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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2012
Contributo in volume (Capitolo o Saggio)
Detecting Short-Term Cycles in Complex Time Series Databases.
In Agostino Di Ciaccio, Mauro Coli, Jose Miguel Angulo Ibanez Advanced Statistical Methods for the analysis of large data-sets Pag.193-204 Springer.
ISBN:9783642210365
Giordano, Francesco; Parrella, Maria Lucia; Restaino, Marialuisa
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2012
Contributo in volume (Capitolo o Saggio)
Nonparametric estimation of volatility functions: Some experimental evidences.
In Cira Perna, Marilena Sibillo Mthematical and Statistical Methods for Actuarial Sciences and Finance Pag.229-236 Springer.
ISBN:9788847023413
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Codice identificativo SCOPUS: 2-s2.0-84900575635
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2012
Contributo in volume (Capitolo o Saggio)
On the estimation in continuous limit of GARCH processes.
In Cira Perna, Marilena Sibillo Mathematical and Statistical Methods for Acturial Sciences and Finance Pag.1-10 Springer.
ISBN:9788847023413
Albano, Giuseppina; Giordano, Francesco; Perna, Cira
Codice identificativo SCOPUS: 2-s2.0-84900610361
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