UniSa - IRIS Institutional Research Information System

PERNA, Cira
 Distribuzione geografica
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Continente #
AS - Asia 16.360
NA - Nord America 6.915
EU - Europa 2.829
SA - Sud America 433
Continente sconosciuto - Info sul continente non disponibili 232
AF - Africa 60
OC - Oceania 6
Totale 26.835
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Nazione #
HK - Hong Kong 13.916
US - Stati Uniti d'America 6.812
IT - Italia 1.382
SG - Singapore 1.011
CN - Cina 662
VN - Vietnam 370
UA - Ucraina 366
BR - Brasile 340
DE - Germania 250
RU - Federazione Russa 230
IE - Irlanda 134
FR - Francia 129
FI - Finlandia 101
TR - Turchia 67
GB - Regno Unito 64
KR - Corea 58
IN - India 57
SE - Svezia 55
CA - Canada 49
BD - Bangladesh 39
AR - Argentina 34
JP - Giappone 22
IQ - Iraq 21
MX - Messico 21
AT - Austria 20
NL - Olanda 20
ID - Indonesia 19
ES - Italia 18
PK - Pakistan 17
PL - Polonia 15
UZ - Uzbekistan 14
MA - Marocco 13
CL - Cile 12
CO - Colombia 12
VE - Venezuela 11
ZA - Sudafrica 11
AE - Emirati Arabi Uniti 10
MY - Malesia 9
CZ - Repubblica Ceca 8
EC - Ecuador 8
NP - Nepal 8
TN - Tunisia 8
CR - Costa Rica 7
GR - Grecia 7
IL - Israele 7
JO - Giordania 7
KE - Kenya 7
PH - Filippine 7
SA - Arabia Saudita 6
HN - Honduras 5
KG - Kirghizistan 5
NI - Nicaragua 5
PY - Paraguay 5
AU - Australia 4
AZ - Azerbaigian 4
HU - Ungheria 4
JM - Giamaica 4
LT - Lituania 4
UY - Uruguay 4
AL - Albania 3
BE - Belgio 3
BO - Bolivia 3
EG - Egitto 3
GH - Ghana 3
IR - Iran 3
KZ - Kazakistan 3
NO - Norvegia 3
PE - Perù 3
PS - Palestinian Territory 3
TT - Trinidad e Tobago 3
ZW - Zimbabwe 3
BA - Bosnia-Erzegovina 2
CY - Cipro 2
DO - Repubblica Dominicana 2
DZ - Algeria 2
EU - Europa 2
GE - Georgia 2
LK - Sri Lanka 2
NG - Nigeria 2
OM - Oman 2
PT - Portogallo 2
RO - Romania 2
SV - El Salvador 2
TH - Thailandia 2
A1 - Anonimo 1
AO - Angola 1
BB - Barbados 1
BF - Burkina Faso 1
BG - Bulgaria 1
BY - Bielorussia 1
CG - Congo 1
DK - Danimarca 1
ET - Etiopia 1
GD - Grenada 1
GT - Guatemala 1
HR - Croazia 1
KH - Cambogia 1
KW - Kuwait 1
LB - Libano 1
LV - Lettonia 1
Totale 26.593
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Città #
Hong Kong 13.911
Ann Arbor 1.411
San Jose 536
Wilmington 514
Singapore 513
Jacksonville 448
Woodbridge 417
Chandler 415
Houston 396
Princeton 378
Milan 332
Ashburn 312
Dallas 271
Salerno 225
Beijing 143
Council Bluffs 128
Dong Ket 126
Dublin 124
The Dalles 102
Nanjing 101
Lauterbourg 100
Andover 86
Ho Chi Minh City 86
Rome 80
Santa Clara 56
Moscow 54
Pellezzano 53
Hanoi 52
Munich 50
Mestre 48
Boardman 47
Naples 47
Izmir 44
Los Angeles 44
New York 43
São Paulo 36
Nanchang 34
Fairfield 30
Memphis 30
Orem 30
Jiaxing 29
Redwood City 28
Figino 27
Shenyang 27
Hebei 25
Pozzuoli 24
Napoli 23
Norwalk 23
Turin 23
Tokyo 21
Düsseldorf 20
Nuremberg 19
Boston 18
Changsha 18
Chicago 18
Frankfurt am Main 18
Rio de Janeiro 18
Nürnberg 17
Brooklyn 16
Da Nang 16
Dearborn 15
Washington 15
Ottawa 14
Tianjin 14
Amsterdam 13
Helsinki 13
Baghdad 12
Denver 12
Istanbul 12
San Diego 12
Tashkent 12
Warsaw 12
Atlanta 11
Haiphong 11
Jinan 11
Ottaviano 11
Seattle 11
Vienna 11
London 10
Brasília 9
Chennai 9
Mexico City 9
Phoenix 9
Poplar 9
Stockholm 9
Annecy 8
Montreal 8
Portici 8
Pune 8
Turku 8
Caserta 7
Hackney 7
Las Vegas 7
San Francisco 7
Amman 6
Bologna 6
Cambridge 6
Caracas 6
Gragnano 6
Hải Dương 6
Totale 22.671
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Nome #
Bootsrap variance estimates for neural networks regression models 1.338
Bootstrap inference for missing data reconstruction 1.275
Volatility Modelling for Air Pollution Time Series 921
Decisions in Economics and Finance, Volume 42, Issue 1, June 2019 869
Designing Neural Networks for Modeling Biological Data: a Statistical Perspective 797
Mathematical and Statistical Methods for Actuarial Sciences and Finance 731
Analisi Statistica delle Proprietà Idrauliche ed Idrodispersive dei Suoli 679
Input Variable Selection in Neural Network Models 607
Forecasting non linear time series: empirical evidences on financial data 603
A Sequential Test for Evaluating Air Quality 578
A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis 506
Neural Networks and Bootstrap Methods for Regression Models with Dependent Errors 492
Estimating the conditional Mean of a Non Linear Time Series using Neural Networks 480
Standard Error Estimation in Neural Network Regression Models: the AR-Sieve Bootstrap Approach 476
Value-at-Risk Inference with NN Sieve bootstrap 472
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment 457
Exploring Non Linear Structures in Range-Based Volatility Time Series 453
Bootstrap Variable Selection in Neural Network Regression Models 412
Mathematical and Statistical Methodsin Insurance and Finance 408
Estimating smooth functions of sample mean in diffusion processes: a MBB approach 391
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 385
Neural Network Modelling with Applications to Euro Exchange Rates 369
Bootstrap Variable Selection in Neural Network Regression Models 351
Estimation the asymptotic variance of kernel smoothers for dependent data 343
Bootstrap prediction intervals with neural networks in nonlinear time series 338
Neural network sieve bootstrap for nonlinear time series 322
Neural networks with dependent data 289
Le reti neurali per la previsione di serie storiche: aspetti metodologici ed evidenze empiriche su dati idrologici 288
Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches 246
Neural Network Modeling by Subsampling 234
Nonparametric prediction in time series analysis: some empirical results 229
Parametric and Non-parametric methods in non-linear time series analysis: a critical evaluation 213
Bootstrap variable selection in neural network regression models 202
A two-step procedure for neural network modeling 202
Neural networks as Series estimators: A Statistical Interpretation of the Hidden Layer Size 196
On the estimation in continuous limit of GARCH processes 196
Subsampling and model selection in neural networks for nonlinear time series analysis 194
Empirical evidences on predictive accuracy of survival models 185
Testing the weak form market efficiency: empirical evidence from the Italian stock exchange 183
Non linear time series analysis of air pollutants with missing data 183
Non parametric inference in diffusion processes: bootstrap performance in short time series 178
Mathematical and Statistical Methods for Actuarial Sciences and Finance - Preface 177
Studies in Theoretical and Applied Statistics 171
A multiple testing procedure for input variable selection in neural networks 169
Bootstrap Variance Estimates for Neurl Networks Regression Models 167
Properties of the neural network sieve bootstrap 162
Estimating the exceedance probability in environmental data 162
Subsampling in artificial neural networks for hydrological data 161
Bootstrap Prediction Intervals with Neural Networks in Nonlinear Time Series 160
Neural Network Sieve Bootstrap Prediction Intervals: Some Real Data Evidence 160
Neural Network Sieve Bootstrap For Resampling Hydrological Time Series 159
Mathematical and Statistical Methods for Actuarial Sciences and Finance 158
Le reti neurali artificiali nell'analisi delle serie storiche 157
Proprietà asintotiche degli stimatori neurali nel modello di regressione non parametrico 156
Computational Issues in Insurance and Finance 154
Variable selection in neural network regression models with dependent data: a subsampling approach 154
Neural Network Sieve Bootstrap for Nonlinear Time Series 153
Test procedure to select the input variables in neural networks for dependent data 149
SPECIAL ISSUE: European Journal of Finance 149
Nonparametric estimation of volatility functions: Some experimental evidences 148
Automatic Long-Term Forecasting of Mortality Rates with Generalized Regression Neural Networks 145
Testing for Cancer Surveillance 144
Large sample properties in neural estimators in a regression model with phi-mixing errors 143
Mathematical and Statistical Methods for Actuarial Sciences and Finance 143
Bootstrap Confidence Intervals for Sequences of Missing Values in Multivariate Time Series 143
Standard error estimation in neural network regression models: the moving block bootstrap approach 142
Parameter estimation in continuous stochastic volatility models 142
Small Sample Analysis in Diffusion Processes: a Simulation Study 129
Model selection in neural network regressions with dependent data 128
Parametric and npn-parametric methods in non linear time series analysis: a critical evaluation 127
Neural network architecture selection for nonlinear time series 126
Modelling complex structures by artificial neural networks 126
Clustering nonlinear time series with neural network bootstrap forecast distributions 126
Moving Block Bootstrap for Kernel Smooothing in Trend Analysis 124
Moving block bootstrap for kernal smoothing in trend analysis 124
Forecasting nonlinear time series with neural network sieve bootstrap 124
Neural network sieve bootstrap for nonlinear time series 124
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets 124
Reconstructing missing data sequences in multivariate time series: an application to environmental data 123
The hidden layer size in feed-forward neural networks: a statistical point of view 122
Book of Short Papers- SIS2021 122
Clustering production indexes for construction with forecast distributions 121
Large Sample properties of Neural estimators in a regression model with phi-mixing errors 116
Estimating Exceedance Probability in Air Pollution Time Series 115
Parametric and Non-Parametric Methods in Non-linear Time Series Analysis: a Critical evaluation 114
On the Imputation of Missing Values in Univariate PM10 Time Series 113
Kernel smoothing for the analysis of climatic data 108
La struttura di una rete neurale nell'analisi delle serie storiche 106
Nonlinear autoregressive sieve bootstrap based on extreme learning machines 102
Mathematical and Statistical Methods for Actuarial Sciences and Finance 101
Large-sample Properties of Neural Estimators in a regression Model with phi-mixing Errors 99
Time Series Clustering Based on Forecast Distributions: An Empirical Analysis on Production Indices for Construction 98
Mathematical and Statistical Methods in Insurance and Finance 98
Model Selection for Neural Network Models: A Statistical Perspective 97
Le reti neuronali per la previsione di serie storiche: aspetti metodologici ed evidenze empiriche su dati idrologici 96
Statistical Analysis of Dynamic Systems 96
Modelling Complex Structures by Artificial Neural Networks 86
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment 84
The hidden layer size in feed-forward neural networks: a statistical point of view. 82
Special issue: European Journal of Finance 82
Totale 25.962
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Categoria #
all - tutte 57.514
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 57.514
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022716 0 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
2023/2024481 35 65 38 32 44 78 16 30 5 15 25 98
2024/20251.224 49 28 36 44 34 113 132 107 153 51 133 344
2025/202617.906 3.201 6.679 4.468 284 481 272 811 156 231 559 174 590
2026/2027252 197 55 0 0 0 0 0 0 0 0 0 0
Totale 26.835