UniSa - IRIS Institutional Research Information System

NIGLIO, Marcella
 Distribuzione geografica
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Continente #
NA - Nord America 3.456
EU - Europa 1.802
AS - Asia 683
SA - Sud America 68
AF - Africa 8
OC - Oceania 3
Continente sconosciuto - Info sul continente non disponibili 2
Totale 6.022
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Nazione #
US - Stati Uniti d'America 3.431
IT - Italia 926
UA - Ucraina 300
CN - Cina 282
SG - Singapore 282
RU - Federazione Russa 167
DE - Germania 134
IE - Irlanda 96
FI - Finlandia 66
BR - Brasile 59
SE - Svezia 38
VN - Vietnam 30
TR - Turchia 26
GB - Regno Unito 24
CA - Canada 23
KR - Corea 22
NL - Olanda 20
FR - Francia 14
IN - India 8
JP - Giappone 6
UZ - Uzbekistan 5
HK - Hong Kong 4
IL - Israele 4
IR - Iran 4
PK - Pakistan 4
PL - Polonia 4
AU - Australia 3
AR - Argentina 2
BE - Belgio 2
CO - Colombia 2
EC - Ecuador 2
EU - Europa 2
IQ - Iraq 2
PT - Portogallo 2
RO - Romania 2
SD - Sudan 2
AT - Austria 1
AZ - Azerbaigian 1
CH - Svizzera 1
CZ - Repubblica Ceca 1
DZ - Algeria 1
ES - Italia 1
GA - Gabon 1
GE - Georgia 1
HR - Croazia 1
KE - Kenya 1
MA - Marocco 1
MX - Messico 1
NI - Nicaragua 1
NP - Nepal 1
PE - Perù 1
RS - Serbia 1
SC - Seychelles 1
SI - Slovenia 1
TW - Taiwan 1
UY - Uruguay 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 6.022
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Città #
Ann Arbor 766
Chandler 372
Jacksonville 364
Woodbridge 294
Princeton 292
Wilmington 249
Houston 199
Salerno 183
Singapore 124
Dearborn 99
Dublin 95
Rome 82
Nanjing 76
Ashburn 72
Andover 69
Boardman 52
Moscow 50
Beijing 47
Naples 36
Pellezzano 33
Napoli 30
Dong Ket 26
Nanchang 25
Fairfield 22
Izmir 21
Hebei 20
Norwalk 20
Shenyang 20
Ottawa 18
Changsha 17
Jiaxing 17
Redwood City 15
Tianjin 13
Bari 10
Avellino 9
Gragnano 9
Jinan 9
Marcianise 9
Seattle 9
Amsterdam 8
Leusden 8
Pozzuoli 8
Pune 8
Santa Clara 8
Cambridge 7
Fisciano 7
Milan 7
San Diego 7
Taranto 7
Verona 7
Washington 7
Dallas 6
Düsseldorf 6
Nuremberg 6
Saronno 6
Airola 5
Guangzhou 5
Los Angeles 5
Maceió 5
Padova 5
Solofra 5
Stella Cilento 5
Tashkent 5
Turin 5
Ankara 4
Caivano 4
Caserta 4
Castel San Giorgio 4
Colchester 4
Florence 4
Hanoi 4
Helsinki 4
Hong Kong 4
Menlo Park 4
Nocera Inferiore 4
Nola 4
São Paulo 4
Warsaw 4
Bergamo 3
Casoria 3
Cosenza 3
Edinburgh 3
Genova 3
Grumo Nevano 3
Hangzhou 3
Indiana 3
Jinhua 3
Lund 3
Melbourne 3
Mercato San Severino 3
Mestre 3
Montecorice 3
Niikura 3
Olevano sul Tusciano 3
Rende 3
Sarno 3
Secaucus 3
Strasbourg 3
Tokyo 3
Zhengzhou 3
Totale 4.153
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Nome #
Introduzione alla Statistica per le Applicazioni Economiche - Statistica descrittiva/esplorativa 139
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 132
Probabilistic properties of Self Exciting Threshold Autoregressive processes. 127
Threshold random walk structures in finance 119
Non-Linear Dynamics and Evaluation of Forecasts using High-Frequency Time Series 116
Vector Threshold ARMA models 105
Forecast density combination for threshold models 102
Threshold Vector ARMA Forecasts under General Loss Functions 101
Estimation of Threshold Models with ARMA Regims 99
Generalization of some linear time series property to non linear domain 97
Multi-step SETARMA predictors in the analysis of hydrological time series 94
The Exact Multi-Step ahead Predictor of Threshold Autoregressive Moving Averege Models 93
Analisi della soddisfazione dei servizi del CAOT 93
Processi Stocastici ed Inferenza Statistica 92
Predictors distribution and forecast accuracy of threshold models 91
Forecast generation for quantile autoregression models 91
Explorative Tools for finding Nonlinearity in Time Series Analysis 90
Threshold Moving Average Models Invertibility 90
Threshold structures in Economic and Financial Time Series 89
Unit Root Testing in Presence of a Double Threshold Process 89
Classification of Financial Assets on the Basis of their Risk Profile 88
The exact multi-step ahead predictor of threshold autoregressive moving average models 87
A note on the invertibility of the threshold moving average model 86
The moments of SETARMA models and their interpretation 85
On the Stationarity of Threshold Models with Multiple Variables 85
Forecast density of regimes switching conditional heteroskedastic models 83
Predictive Distributions of Nonlinear Time Series Models 83
On the stationarity of the Threshold Autoregressive process: the two regimes case 82
La valutazione della didattica dell'Università di Salerno: prassi, problemi e prospettive 81
The threshold ARMA model and its autocorrelation function 80
Statistical Properties of Threshold Models 80
Local Unit Roots and Global Stationarity of TARMA Models 80
Linear approximation of nonlinear threshold models 80
Nonparametric prediction in time series analysis: some empirical results 79
Temporal aggregation and closure of VARMA models. Some new results 78
La Valutazione della Didattica nella Università di Salerno: prassi, problemi e prospettive 76
Financial Time Series Classification by Nonparametric Trend Estimation 76
A resistant measure of heteroskedasticity in explorative time series analysis 75
Nonlinear time series models with switching structure: a comparison of their forecast performances 74
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 74
The moments of SETARMA models 74
Valutazione dell’esperienza di formazione a distanza nell’ateneo salernitano 74
Modelli per lo studio dei valori estremi in serie storiche delle piogge 73
The threshold ARMA models and its autocorrelation function 72
Least squares predictors for threshold models: properties and forecast evaluation 72
Dalla conoscenza empirica alla didattica digitale: l’esperienza del «Laboratorio di innovazione tecnologica ed ecosostenibilità» 71
Kernel smoothing for the analysis of climatic data 71
Vector Threshold Moving Average models: model specification and invertibility 70
Le caratteristiche della rilevazione e della popolazione 67
Global stationarity and existence of Threshold ARMA models 67
The autocorrelation function in SETARMA models in 66
Predictor distribution and forecast accuracy of threshold models 65
Missing data estimation in precipitation time series 64
Temporal aggregation and closure of VARMA models. Some new results 64
A note on the linear approximation of TAR models 64
Regimes switching and asymmetries in financial time series 63
Loss functions and predictions from nonlinear time series models 63
Bootstrap prediction intervals for weighted TAR predictors 61
Multi-step forecasts from threshold ARMA models using asymmetric loss functions 57
On Non - Linear Threschold Autoregressive Predictors 57
On multi-step SETAR predictors 56
Multi-step forecasts from Threshold ARMA models using asymmetric loss functions 54
Quasi-maximum likelihood estimators for Threshold ARMA models: theoretical results and computational issues 54
Properties of SETARMA predictors generated using symmetric and asymmetric loss functions 53
A new procedure for variable selection in presence of rare events 50
Statistical properties of threshold models 50
Moments of SETARMA models 48
Le motivazioni degli studenti in ingresso 45
Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients 44
Variable Selection in Estimating Bank Default 43
Forecast uncertainty of the weighted TAR predictor 43
Ranking-Based Variable Selection for ultra-high dimensional data in GLM framework 42
Screening covariates in presence of unbalanced binary dependent variable 41
Markov Switching predictors under asymmetric loss functions 38
Introduzione alla statistica per le applicazioni economiche, vol. II 37
Prediction intervals for weighted TAR forecasts 36
Link between Threshold ARMA and tdARMA models 36
Testing Clusters of Locations in Spatial Dynamic Panel Data models 34
Moving beyond forensic psychiatric hospitals in Italy: a socio-demographic study 28
Bootstrapping binary GEV regressions for imbalanced datasets 27
Link selection in binary regression models with the Model Confidence Set 26
Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model 26
Fractional random weight bootstrap in presence of asymmetric link functions 25
An analysis of student’s performance in bachelor’s degree 24
Asymptotic properties of the SETAR parameters: a new approach 23
Clustering and classification of spatio-temporal data using spatial dynamic panel data models 22
Predicting university students’ churn risk 19
Macroeconomic Time Series Classification by Nonparametric Trend Estimation 18
Ranking-Based Variable Selection for the Default Risk of Bank Loan Holders 18
Asymmetric Binary Regression Models for Imbalanced Datasets: An Application to Students’ Churn 17
Variable ranking in bivariate copula survival models 16
null 14
Linear approximation of the Threshold AutoRegressive model: an application to order estimation 14
Variable Selection and Asymmetric Links to Predict Credit Card Fraud 14
Comparison of binary regressions with asymmetric link function for imbalanced data 11
L'interpolazione lineare 9
Il modello di regressione lineare 7
Statistical Models to Predict Educational Outcomes in Academic Transitions 5
Totale 6.163
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Categoria #
all - tutte 21.399
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 21.399
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020109 0 0 0 0 0 0 0 0 0 0 86 23
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
2024/2025700 49 35 71 44 45 94 124 93 111 28 6 0
Totale 6.163