PERNA, Cira
 Distribuzione geografica
Continente #
NA - Nord America 4.913
EU - Europa 1.652
AS - Asia 556
AF - Africa 9
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 2
Totale 7.135
Nazione #
US - Stati Uniti d'America 4.892
IT - Italia 785
CN - Cina 364
UA - Ucraina 361
DE - Germania 160
IE - Irlanda 131
VN - Vietnam 126
FI - Finlandia 76
SE - Svezia 47
TR - Turchia 46
RU - Federazione Russa 38
GB - Regno Unito 23
CA - Canada 17
IN - India 8
FR - Francia 7
MX - Messico 4
BE - Belgio 3
CZ - Repubblica Ceca 3
ES - Italia 3
GH - Ghana 3
GR - Grecia 3
AU - Australia 2
BD - Bangladesh 2
EU - Europa 2
HK - Hong Kong 2
ID - Indonesia 2
KE - Kenya 2
NO - Norvegia 2
PK - Pakistan 2
PL - Polonia 2
RO - Romania 2
ZW - Zimbabwe 2
A1 - Anonimo 1
BG - Bulgaria 1
DK - Danimarca 1
HU - Ungheria 1
IL - Israele 1
KR - Corea 1
LV - Lettonia 1
MA - Marocco 1
NG - Nigeria 1
NL - Olanda 1
PT - Portogallo 1
SG - Singapore 1
TJ - Tagikistan 1
Totale 7.135
Città #
Ann Arbor 1.411
Wilmington 514
Jacksonville 448
Woodbridge 417
Chandler 415
Houston 386
Princeton 378
Salerno 223
Ashburn 146
Dong Ket 126
Dublin 121
Nanjing 101
Andover 86
Beijing 82
Pellezzano 53
Mestre 48
Izmir 43
Boardman 41
Nanchang 34
Fairfield 30
Redwood City 28
Shenyang 27
Jiaxing 26
Hebei 25
Pozzuoli 24
Napoli 23
Norwalk 23
Düsseldorf 20
Changsha 18
Nürnberg 17
Rome 16
Dearborn 15
Ottawa 14
Tianjin 13
Washington 13
Jinan 11
Ottaviano 11
San Diego 11
Los Angeles 10
Naples 10
Caserta 7
Hackney 7
Seattle 7
Cambridge 6
Gragnano 6
Sarno 6
Stella Cilento 6
Pune 5
Spinea 5
Ariano Irpino 4
Avellino 4
Calitri 4
Guangzhou 4
Hangzhou 4
London 4
Munich 4
Portici 4
Rende 4
Accra 3
Brno 3
Brussels 3
Bury 3
Chieri 3
Cicciano 3
Edinburgh 3
Ercolano 3
Hefei 3
Istanbul 3
Latina 3
Marcianise 3
Ningbo 3
Ravello 3
Torre Del Greco 3
Venezia 3
Altavilla 2
Assago 2
Atlanta 2
Aversa 2
Bengaluru 2
Bologna 2
Casalgrande 2
Castellammare Di Stabia 2
Cattolica 2
Dagenham 2
Denia 2
Denpasar 2
Des Moines 2
Giugliano In Campania 2
Harare 2
Indiana 2
Karachi 2
Kunming 2
Laurel 2
Lentini 2
Limatola 2
Mexico 2
Mexico City 2
Milan 2
Morgantown 2
Naogaon 2
Totale 5.649
Nome #
Bootstrap Variable Selection in Neural Network Regression Models 209
Non linear time series analysis of air pollutants with missing data 146
Mathematical and Statistical Methods for Actuarial Sciences and Finance 133
Testing the weak form market efficiency: empirical evidence from the Italian stock exchange 132
Empirical evidences on predictive accuracy of survival models 126
Bootsrap variance estimates for neural networks regression models 121
Neural Network Sieve Bootstrap for Nonlinear Time Series 110
Bootstrap Variance Estimates for Neurl Networks Regression Models 110
Variable selection in neural network regression models with dependent data: a subsampling approach 104
On the estimation in continuous limit of GARCH processes 104
Estimating smooth functions of sample mean in diffusion processes: a MBB approach 104
Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches 104
Testing for Cancer Surveillance 104
Properties of the neural network sieve bootstrap 99
A comment on "An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series nodels" by F. Battaglia and M.K. Protopapas 99
Designing Neural Networks for Modeling Biological Data: a Statistical Perspective 97
Test procedure to select the input variables in neural networks for dependent data 96
Neural Network Modelling with Applications to Euro Exchange Rates 95
Standard Error Estimation in Neural Network Regression Models: the AR-Sieve Bootstrap Approach 94
Bootstrap variable selection in neural network regression models 94
A two-step procedure for neural network modeling 94
Neural network sieve bootstrap for nonlinear time series 93
A multiple testing procedure for input variable selection in neural networks 93
Parameter estimation in continuous stochastic volatility models 93
Subsampling and model selection in neural networks for nonlinear time series analysis 90
Forecasting non linear time series: empirical evidences on financial data 90
Bootstrap prediction intervals with neural networks in nonlinear time series 89
Value-at-Risk Inference with NN Sieve bootstrap 89
Input Variable Selection in Neural Network Models 89
Bootstrap Variable Selection in Neural Network Regression Models 85
Parametric and Non-parametric methods in non-linear time series analysis: a critical evaluation 85
Neural Network Modeling by Subsampling 85
Standard error estimation in neural network regression models: the moving block bootstrap approach 83
The hidden layer size in feed-forward neural networks: a statistical point of view 83
Parametric and npn-parametric methods in non linear time series analysis: a critical evaluation 80
Non parametric inference in diffusion processes: bootstrap performance in short time series 80
Le reti neurali per la previsione di serie storiche: aspetti metodologici ed evidenze empiriche su dati idrologici 79
Neural Networks and Bootstrap Methods for Regression Models with Dependent Errors 79
Modelling complex structures by artificial neural networks 77
A Sequential Test for Evaluating Air Quality 77
Bootstrap Prediction Intervals with Neural Networks in Nonlinear Time Series 76
Subsampling in artificial neural networks for hydrological data 76
Estimating the exceedance probability in environmental data 76
Moving Block Bootstrap for Kernel Smooothing in Trend Analysis 75
Neural networks as Series estimators: A Statistical Interpretation of the Hidden Layer Size 75
Large Sample properties of Neural estimators in a regression model with phi-mixing errors 75
Moving block bootstrap for kernal smoothing in trend analysis 75
Analisi Statistica delle Proprietà Idrauliche ed Idrodispersive dei Suoli 74
Neural networks with dependent data 74
Mathematical and Statistical Methods for Actuarial Sciences and Finance - Preface 74
Parametric and Non-Parametric Methods in Non-linear Time Series Analysis: a Critical evaluation 73
Nonparametric prediction in time series analysis: some empirical results 73
Mathematical and Statistical Methods for Actuarial Sciences and Finance 72
Model selection in neural network regressions with dependent data 71
Forecasting nonlinear time series with neural network sieve bootstrap 71
Neural Network Sieve Bootstrap For Resampling Hydrological Time Series 70
Nonparametric estimation of volatility functions: Some experimental evidences 69
Estimating the conditional Mean of a Non Linear Time Series using Neural Networks 68
Kernel smoothing for the analysis of climatic data 67
Le reti neurali artificiali nell'analisi delle serie storiche 67
Neural network sieve bootstrap for nonlinear time series 65
SPECIAL ISSUE: European Journal of Finance 65
Neural Network Sieve Bootstrap Prediction Intervals: Some Real Data Evidence 64
Mathematical and Statistical Methodsin Insurance and Finance 62
Estimation the asymptotic variance of kernel smoothers for dependent data 61
La struttura di una rete neurale nell'analisi delle serie storiche 61
Mathematical and Statistical Methods in Insurance and Finance 61
Model Selection for Neural Network Models: A Statistical Perspective 61
On the Imputation of Missing Values in Univariate PM10 Time Series 61
Bootstrap inference for missing data reconstruction 59
Nonlinear autoregressive sieve bootstrap based on extreme learning machines 58
Statistical Analysis of Dynamic Systems 57
Neural network architecture selection for nonlinear time series 57
Proprietà asintotiche degli stimatori neurali nel modello di regressione non parametrico 56
Le reti neuronali per la previsione di serie storiche: aspetti metodologici ed evidenze empiriche su dati idrologici 55
Bootstrap Confidence Intervals for Sequences of Missing Values in Multivariate Time Series 55
Large sample properties in neural estimators in a regression model with phi-mixing errors 54
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets 53
The hidden layer size in feed-forward neural networks: a statistical point of view. 51
Mathematical and Statistical Methods for Actuarial Sciences and Finance 46
Modelling Complex Structures by Artificial Neural Networks 43
Special issue: European Journal of Finance 43
Estimating Exceedance Probability in Air Pollution Time Series 40
Volatility Modelling for Air Pollution Time Series 40
Large-sample Properties of Neural Estimators in a regression Model with phi-mixing Errors 39
Decisions in Economics and Finance, Volume 42, Issue 1, June 2019 37
Clustering nonlinear time series with neural network bootstrap forecast distributions 35
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment 33
Preface 33
Reconstructing missing data sequences in multivariate time series: an application to environmental data 32
Mathematical and Statistical Methods for Actuarial Sciences and Finance 30
Small Sample Analysis in Diffusion Processes: a Simulation Study 28
Studies in Theoretical and Applied Statistics 28
Mathematical and Statistical Methods for Actuarial Sciences and Finance 28
Exploring Non Linear Structures in Range-Based Volatility Time Series 28
Clustering production indexes for construction with forecast distributions 25
Computational Issues in Insurance and Finance 24
On the estimation of non linear functions in stochastic volatility models 22
Mathematical and Statistical Methods for Actuarial Sciences and Finance 22
A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis 21
Totale 7.238
Categoria #
all - tutte 17.791
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 17.791


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201974 0 0 0 0 0 0 0 0 0 0 69 5
2019/2020993 319 5 79 8 81 9 109 47 89 71 144 32
2020/2021845 32 70 79 9 93 60 94 7 163 20 83 135
2021/2022718 2 18 3 14 22 15 12 28 87 132 97 288
2022/2023968 109 56 8 129 114 247 0 84 134 8 54 25
2023/2024360 35 65 38 32 44 78 16 30 5 15 2 0
Totale 7.332