PARRELLA, Maria Lucia

PARRELLA, Maria Lucia  

Dipartimento di Scienze Economiche e Statistiche/DISES  

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Titolo Data di pubblicazione Autore(i) File
A locally adaptive bandwidth selector for kernel based regression 1-gen-2009 Giordano, Francesco; Parrella, Maria Lucia
Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property 1-gen-2015 Giordano, Francesco; Parrella, Maria Lucia
Bootstrap Confidence Intervals for Sequences of Missing Values in Multivariate Time Series 1-gen-2020 Parrella, Maria Lucia; Albano, Giuseppina; LA ROCCA, Michele; Perna, Cira
Bootstrap inference for missing data reconstruction 1-gen-2019 Albano, Giuseppina; LA ROCCA, Michele; Parrella, Maria Lucia; Perna, Cira
Bootstrap inference in local polynomial regression of time series 1-gen-2007 Parrella, Maria Lucia; Vitale, Cosimo Damiano
Bootstrap inference in multivariate local polynomial regression for time series 1-gen-2003 Parrella, Maria Lucia; Vitale, Cosimo Damiano
Bootstrap inference in multivariate local polynomial regression for time series 1-gen-2003 Parrella, Maria Lucia; Vitale, Cosimo Damiano
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets 1-gen-2021 Parrella, Maria Lucia; Albano, Giuseppina; Perna, Cira; La Rocca, Michele
Bootstrapping Local Polynomial Regression 1-gen-2003 LA ROCCA, Michele; Parrella, Maria Lucia
Clustering Complex Time Series Databases 1-gen-2011 Giordano, Francesco; LA ROCCA, Michele; Parrella, Maria Lucia
Clustering complex time-series databases by using periodic components 1-gen-2017 Giordano, Francesco; LA ROCCA, Michele; Parrella, Maria Lucia
Contenuto di istruzione della domanda di lavoro in Italia 1-gen-2005 Bruno, Bruna; Autiero, Giuseppina; Parrella, Maria Lucia
Detecting cycles in Complex Time Series Databases 1-gen-2009 Giordano, Francesco; Parrella, Maria Lucia; Restaino, Marialuisa
Detecting Short-Term Cycles in Complex Time Series Databases 1-gen-2012 Giordano, Francesco; Parrella, Maria Lucia; Restaino, Marialuisa
Efficient nonparametric estimation and inference for the volatility function 1-gen-2019 Giordano, Francesco; Parrella, Maria Lucia
Empirical Likelihood Based Nonparametric Testing for CAPM 1-gen-2010 Coretto, Pietro; Parrella, Maria Lucia
Evaluating the behavior of a function in kernel based regression 1-gen-2012 Parrella, Maria Lucia
Financial Time Series Classification by Nonparametric Trend Estimation 1-gen-2022 Feo, Giuseppe; Giordano, Francesco; Niglio, Marcella; Parrella, Maria Lucia
Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients 1-gen-2016 Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei
Global adaptive smoothing regression 1-gen-2014 Giordano, Francesco; Parrella, Maria Lucia