Francesco Battaglia | Ricerc@Sapienza

Pubblicazioni

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