Francesco GIORDANO | 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 | |
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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 | |
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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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