| Titolo |
Pubblicato in |
Anno |
| A simple portmanteau test with data-driven truncation point |
COMPUTATIONAL STATISTICS |
2023 |
| Data-driven portmanteau tests for time series |
TEST |
2022 |
| Periodic autoregressive models for time series with integrated seasonality |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION |
2021 |
| Parsimonious periodic autoregressive models for time series with evolving trend and seasonality |
STATISTICS AND COMPUTING |
2020 |
| Outlier identifiability in time series |
STAT |
2020 |
| Detection and estimation of additive outliers in seasonal time series |
COMPUTATIONAL STATISTICS |
2019 |
| Empirical likelihood for outlier detection in regression models |
JOURNAL OF STATISTICAL THEORY AND PRACTICE |
2018 |
| Portmanteau tests based on quadratic forms in the autocorrelationds |
COMMUNICATIONS IN STATISTICS. THEORY AND METHODS |
2018 |
| A generalization of periodic autoregressive models for seasonal time series |
|
2018 |
| Periodic autoregressive models with multiple structural changes by genetic algorithms |
Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2018 |
2018 |
| Statistical and computational tradeoff in genetic algorithm-based estimation |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION |
2018 |
| Generalized periodic autoregressive models for trend and seasonality varying time series |
|
2018 |
| Empirical likelihood ratio
in penalty form and the convex hull problem |
STATISTICAL METHODS & APPLICATIONS |
2017 |
| Empirical likelihood for outlier detection and estimation in autoregressive time series |
JOURNAL OF TIME SERIES ANALYSIS |
2016 |
| On the choice of a genetic algorithm for estimating GARCH models |
COMPUTATIONAL ECONOMICS |
2016 |
| Statistical and computational tradeoff in econometric models building by genetic algorithms |
Book of Abstracts: CFE-CMStatistics 2016 |
2016 |
