Marcella Niglio

Available identifiers

Publication	Date of Publication	Type
Linear approximation of the threshold autoregressive model: an application to order estimation	2023-06-26	Paper
Threshold Structures in Economic and Financial Time Series	2018-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q4593694	2017-11-22	Paper
Unit root testing in presence of a double threshold process	2017-08-14	Paper
Threshold Vector Arma Models	2016-03-08	Paper
Vector Threshold Moving Average Models: Model Specification and Invertibility	2014-11-19	Paper
Local unit roots and global stationarity of TARMA models	2012-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q2888110	2012-05-30	Paper
Multi-step forecasts from threshold ARMA models using asymmetric loss functions	2011-08-25	Paper
Statistical Properties of Threshold Models	2009-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q5386649	2008-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q5448374	2008-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5297406	2007-07-18	Paper
The moments of SETARMA models	2006-04-28	Paper
Predictor distribution and forecast accuracy of threshold models	2005-03-03	Paper

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