GEROLIMETTO, MARGHERITA
GEROLIMETTO, MARGHERITA
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes
2009 Bisaglia, Luisa; Gerolimetto, Margherita
Combining bootstrap methods: a Monte Carlo experiment
In corso di stampa Bisaglia, Luisa; Gerolimetto, Margherita
Estimation and forecasting for binomial and negative binomial INAR(1) time series
2014 Bisaglia, Luisa; Gerolimetto, Margherita; Gorgi, Paolo
Estimation of INAR(p) models using bootstrap
2016 Gerolimetto, Margherita; Bisaglia, Luisa
Forecasting integer autoregressive process of order 1: Analyzing whether INAR models are really better than AR
2012 Bisaglia, Luisa; Gerolimetto, Margherita
Forecasting integer autoregressive processes of order 1: Are simple AR competitive?
2015 Bisaglia, Luisa; Gerolimetto, Margherita
Forecasting long memory time series when occasional breaks occur
2008 Bisaglia, Luisa; Gerolimetto, Margherita
Spurious effects in switching regime processes
2005 Bisaglia, Luisa; Gerolimetto, Margherita
Switching regime and ARFIMA processes
2005 Gerolimetto, Margherita; Bisaglia, Luisa
Switching regime and ARFIMA processes.
2005 Bisaglia, Luisa; Gerolimetto, Margherita
Testing for (non)linearity in economic time series: a Monte Carlo comparison
2014 Gerolimetto, Margherita; Bisaglia, Luisa
Testing for (non)linearity in economic time series: a Monte Carlo comparison
2014 Bisaglia, Luisa; Gerolimetto, Margherita
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study
2009 Bisaglia, Luisa; Gerolimetto, Margherita
Testing structural breaks vs. long memory with the Box-Pierce statistics: a Monte Carlo study.
2007 Bisaglia, Luisa; Gerolimetto, Margherita