Articoli pubblicati da:
Niglio, MarcellaRisultato della ricerca: (5 titoli )
| Linear approximation of the Threshold AutoRegressive model: an application to order estimation |
Statistical methods & applications : Journal of the Italian Statistical Society - 2023
| Multi-step forecast from threshold ARMA models using asymmetric loss functions |
Statistical methods & applications : Journal of the Italian Statistical Society - 2007
| Predictor distribution and forecast accuracy of threshold models |
Statistical methods & applications : Journal of the Italian Statistical Society - 2004
| Simulation study for the evaluation of the seasonal adjustment and forecasting performances of the Tess system |
Statistica applicata - 2000
| Weighted forecasts from SETARs with single- and multiple thresholds |
Statistical methods & applications : Journal of the Italian Statistical Society - 2025