The following pages link to Cosimo Damiano Vitale (Q430851):
Displaying 25 items.
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- (Q580859) (redirect page) (← links)
- Coerenza e revisione nelle componenti canoniche. (Coherence and revision in canonical components) (Q580860) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Parametric bootstrap inference in bilinear models. (Q1605880) (← links)
- BL-GARCH models and asymmetries in volatility (Q1766989) (← links)
- CLS asymptotic variance for a particular relevant bilinear time series model (Q1767001) (← links)
- (Q1934288) (redirect page) (← links)
- A comment on ``An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models'' by F. Battaglia and M. K. Protopapas (Q1934289) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- The moments of SETARMA models (Q2489874) (← links)
- Asymmetric filters in correlated ARIMA components (Q2639557) (← links)
- Threshold Vector Arma Models (Q2792294) (← links)
- (Q2888110) (← links)
- Vector Threshold Moving Average Models: Model Specification and Invertibility (Q2930692) (← links)
- (Q3343281) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- (Q3709711) (← links)
- (Q3780319) (← links)
- (Q4048446) (← links)
- (Q4187200) (← links)
- Threshold Structures in Economic and Financial Time Series (Q4561917) (← links)
- (Q5297406) (← links)
- (Q5448374) (← links)
- Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)