UniSa - IRIS Institutional Research Information System

NIGLIO, Marcella
 Distribuzione geografica
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Continente #
NA - Nord America 3.554
EU - Europa 1.874
AS - Asia 1.695
SA - Sud America 102
AF - Africa 13
OC - Oceania 3
Continente sconosciuto - Info sul continente non disponibili 2
Totale 7.243
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Nazione #
US - Stati Uniti d'America 3.520
HK - Hong Kong 968
IT - Italia 937
UA - Ucraina 301
SG - Singapore 294
CN - Cina 285
RU - Federazione Russa 167
DE - Germania 152
IE - Irlanda 96
BR - Brasile 89
FI - Finlandia 72
VN - Vietnam 42
SE - Svezia 41
GB - Regno Unito 35
KR - Corea 33
CA - Canada 28
TR - Turchia 28
NL - Olanda 21
FR - Francia 14
PL - Polonia 11
IN - India 10
JP - Giappone 7
AT - Austria 6
UZ - Uzbekistan 6
ES - Italia 4
IL - Israele 4
IR - Iran 4
MX - Messico 4
PK - Pakistan 4
PT - Portogallo 4
AU - Australia 3
CO - Colombia 3
IQ - Iraq 3
KE - Kenya 3
AR - Argentina 2
BD - Bangladesh 2
BE - Belgio 2
CZ - Repubblica Ceca 2
DZ - Algeria 2
EC - Ecuador 2
EU - Europa 2
LI - Liechtenstein 2
MA - Marocco 2
PE - Perù 2
RO - Romania 2
SD - Sudan 2
UY - Uruguay 2
VE - Venezuela 2
ZA - Sudafrica 2
AZ - Azerbaigian 1
BB - Barbados 1
CH - Svizzera 1
GA - Gabon 1
GE - Georgia 1
HR - Croazia 1
LB - Libano 1
LT - Lituania 1
NI - Nicaragua 1
NP - Nepal 1
RS - Serbia 1
SC - Seychelles 1
SI - Slovenia 1
TW - Taiwan 1
Totale 7.243
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Città #
Hong Kong 966
Ann Arbor 766
Chandler 372
Jacksonville 364
Woodbridge 294
Princeton 292
Wilmington 249
Houston 199
Salerno 184
Singapore 133
Dearborn 99
Dublin 95
Rome 84
Ashburn 78
Nanjing 76
Andover 69
Boardman 52
Beijing 50
Moscow 50
Naples 38
Pellezzano 33
Napoli 30
Dong Ket 26
Nanchang 25
Fairfield 22
Izmir 21
Hebei 20
Norwalk 20
Shenyang 20
Munich 18
Ottawa 18
Changsha 17
Jiaxing 17
Redwood City 15
Tianjin 13
Santa Clara 12
Los Angeles 11
Bari 10
Dallas 10
Seattle 10
Amsterdam 9
Avellino 9
Gragnano 9
Jinan 9
Marcianise 9
Leusden 8
Nuremberg 8
Pozzuoli 8
Pune 8
Warsaw 8
Cambridge 7
Fisciano 7
Milan 7
San Diego 7
San Francisco 7
Taranto 7
Verona 7
Washington 7
Düsseldorf 6
London 6
Saronno 6
Tashkent 6
Turku 6
Airola 5
Ankara 5
Battipaglia 5
Guangzhou 5
Maceió 5
Padova 5
Solofra 5
Stella Cilento 5
São Paulo 5
Turin 5
Caivano 4
Caserta 4
Castel San Giorgio 4
Colchester 4
Columbus 4
Florence 4
Hanoi 4
Helsinki 4
Ho Chi Minh City 4
Menlo Park 4
Nocera Inferiore 4
Nola 4
Tokyo 4
Toronto 4
Bergamo 3
Bogotá 3
Brasília 3
Brooklyn 3
Casoria 3
Cosenza 3
Council Bluffs 3
Edinburgh 3
Gdansk 3
Genova 3
Goiânia 3
Grumo Nevano 3
Hangzhou 3
Totale 5.194
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Nome #
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 948
Introduzione alla Statistica per le Applicazioni Economiche - Statistica descrittiva/esplorativa 143
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 138
Probabilistic properties of Self Exciting Threshold Autoregressive processes. 130
Threshold random walk structures in finance 123
Non-Linear Dynamics and Evaluation of Forecasts using High-Frequency Time Series 117
Forecast density combination for threshold models 106
Vector Threshold ARMA models 106
Estimation of Threshold Models with ARMA Regims 103
Multi-step SETARMA predictors in the analysis of hydrological time series 102
Threshold Vector ARMA Forecasts under General Loss Functions 102
Analisi della soddisfazione dei servizi del CAOT 98
Generalization of some linear time series property to non linear domain 98
Classification of Financial Assets on the Basis of their Risk Profile 98
Processi Stocastici ed Inferenza Statistica 97
The Exact Multi-Step ahead Predictor of Threshold Autoregressive Moving Averege Models 96
A note on the invertibility of the threshold moving average model 96
Explorative Tools for finding Nonlinearity in Time Series Analysis 95
Threshold structures in Economic and Financial Time Series 95
Threshold Moving Average Models Invertibility 94
Predictors distribution and forecast accuracy of threshold models 92
Forecast generation for quantile autoregression models 92
Unit Root Testing in Presence of a Double Threshold Process 92
The exact multi-step ahead predictor of threshold autoregressive moving average models 90
The moments of SETARMA models and their interpretation 88
On the Stationarity of Threshold Models with Multiple Variables 88
Linear approximation of nonlinear threshold models 86
La valutazione della didattica dell'Università di Salerno: prassi, problemi e prospettive 85
The threshold ARMA model and its autocorrelation function 84
Forecast density of regimes switching conditional heteroskedastic models 84
Predictive Distributions of Nonlinear Time Series Models 84
Statistical Properties of Threshold Models 84
Local Unit Roots and Global Stationarity of TARMA Models 84
On the stationarity of the Threshold Autoregressive process: the two regimes case 83
La Valutazione della Didattica nella Università di Salerno: prassi, problemi e prospettive 82
A resistant measure of heteroskedasticity in explorative time series analysis 82
Temporal aggregation and closure of VARMA models. Some new results 81
Nonparametric prediction in time series analysis: some empirical results 81
Financial Time Series Classification by Nonparametric Trend Estimation 81
Dalla conoscenza empirica alla didattica digitale: l’esperienza del «Laboratorio di innovazione tecnologica ed ecosostenibilità» 78
Valutazione dell’esperienza di formazione a distanza nell’ateneo salernitano 78
Least squares predictors for threshold models: properties and forecast evaluation 78
Modelli per lo studio dei valori estremi in serie storiche delle piogge 76
The moments of SETARMA models 76
Nonlinear time series models with switching structure: a comparison of their forecast performances 75
Kernel smoothing for the analysis of climatic data 75
The threshold ARMA models and its autocorrelation function 75
Le caratteristiche della rilevazione e della popolazione 74
Vector Threshold Moving Average models: model specification and invertibility 74
A note on the linear approximation of TAR models 71
Global stationarity and existence of Threshold ARMA models 70
The autocorrelation function in SETARMA models in 69
Bootstrap prediction intervals for weighted TAR predictors 69
Loss functions and predictions from nonlinear time series models 67
Temporal aggregation and closure of VARMA models. Some new results 67
Predictor distribution and forecast accuracy of threshold models 66
Regimes switching and asymmetries in financial time series 66
Missing data estimation in precipitation time series 65
Multi-step forecasts from threshold ARMA models using asymmetric loss functions 62
On Non - Linear Threschold Autoregressive Predictors 59
On multi-step SETAR predictors 58
A new procedure for variable selection in presence of rare events 58
Quasi-maximum likelihood estimators for Threshold ARMA models: theoretical results and computational issues 55
Multi-step forecasts from Threshold ARMA models using asymmetric loss functions 54
Properties of SETARMA predictors generated using symmetric and asymmetric loss functions 53
Statistical properties of threshold models 51
Moments of SETARMA models 49
Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients 48
Le motivazioni degli studenti in ingresso 46
Forecast uncertainty of the weighted TAR predictor 45
Ranking-Based Variable Selection for ultra-high dimensional data in GLM framework 45
Variable Selection in Estimating Bank Default 43
Screening covariates in presence of unbalanced binary dependent variable 43
Introduzione alla statistica per le applicazioni economiche, vol. II 40
Markov Switching predictors under asymmetric loss functions 40
Testing Clusters of Locations in Spatial Dynamic Panel Data models 38
Link between Threshold ARMA and tdARMA models 38
Prediction intervals for weighted TAR forecasts 37
Bootstrapping binary GEV regressions for imbalanced datasets 33
An analysis of student’s performance in bachelor’s degree 32
Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model 32
Moving beyond forensic psychiatric hospitals in Italy: a socio-demographic study 30
Asymptotic properties of the SETAR parameters: a new approach 28
Link selection in binary regression models with the Model Confidence Set 28
Fractional random weight bootstrap in presence of asymmetric link functions 27
Clustering and classification of spatio-temporal data using spatial dynamic panel data models 27
Asymmetric Binary Regression Models for Imbalanced Datasets: An Application to Students’ Churn 24
Macroeconomic Time Series Classification by Nonparametric Trend Estimation 21
Predicting university students’ churn risk 21
Ranking-Based Variable Selection for the Default Risk of Bank Loan Holders 20
Variable ranking in bivariate copula survival models 18
Comparison of binary regressions with asymmetric link function for imbalanced data 16
Linear approximation of the Threshold AutoRegressive model: an application to order estimation 15
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OPeDi-Carriere: A New App to Monitor Students’ Performance 10
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 9
L'interpolazione lineare 9
Il modello di regressione lineare 7
Statistical Models to Predict Educational Outcomes in Academic Transitions 6
Totale 7.380
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Categoria #
all - tutte 23.750
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 23.750
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021570 9 60 67 11 69 42 72 14 94 14 73 45
2021/2022569 5 1 19 22 17 20 6 20 74 66 79 240
2022/2023882 89 56 27 118 99 189 5 93 135 1 49 21
2023/2024439 36 63 39 41 34 27 18 26 17 17 19 102
2024/20251.666 49 35 71 44 45 94 124 93 111 28 113 859
2025/2026262 262 0 0 0 0 0 0 0 0 0 0 0
Totale 7.391