NIGLIO, Marcella
NIGLIO, Marcella
Dipartimento di Scienze Economiche e Statistiche/DISES
A new procedure for variable selection in presence of rare events
2020-01-01 Giordano, Francesco; Niglio, Marcella; Restaino, Marialuisa
A note on the invertibility of the threshold moving average model
2010-01-01 Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano
A note on the linear approximation of TAR models
2019-01-01 Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano
A resistant measure of heteroskedasticity in explorative time series analysis
2004-01-01 Niglio, Marcella; Stefano Maria, Pagnotta
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system
2000-01-01 Giordano, Francesco; Niglio, Marcella; Storti, Giuseppe
An analysis of student’s performance in bachelor’s degree
2023-01-01 LA ROCCA, Michele; Niglio, Marcella; Restaino, Marialuisa
Analisi della soddisfazione dei servizi del CAOT
2009-01-01 LA ROCCA, Michele; Niglio, Marcella
Asymptotic properties of the SETAR parameters: a new approach
2022-01-01 Niglio, Marcella; Mélard, Guy
Bootstrap prediction intervals for weighted TAR predictors
2019-01-01 Giordano, Francesco; Niglio, Marcella
Bootstrapping binary GEV regressions for imbalanced datasets
2023-01-01 La Rocca, M.; Niglio, Marcella; Restaino, Marialuisa
Classification of Financial Assets on the Basis of their Risk Profile
2011-01-01 Niglio, Marcella; Storti, Giuseppe; Vitale, Cosimo Damiano
Dalla conoscenza empirica alla didattica digitale: l’esperienza del «Laboratorio di innovazione tecnologica ed ecosostenibilità»
2022-01-01 Barone, Adriana; Niglio, Marcella; Serravalle, Serena
Estimation of Threshold Models with ARMA Regims
2008-01-01 Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano
Explorative Tools for finding Nonlinearity in Time Series Analysis
2005-01-01 Giordano, Giuseppe; Niglio, Marcella
Financial Time Series Classification by Nonparametric Trend Estimation
2022-01-01 Feo, Giuseppe; Giordano, Francesco; Niglio, Marcella; Parrella, Maria Lucia
Forecast density combination for threshold models
2007-01-01 Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano
Forecast density of regimes switching conditional heteroskedastic models
2001-01-01 Amendola, Alessandra; Niglio, Marcella
Forecast generation for quantile autoregression models
2007-01-01 Niglio, Marcella
Forecast uncertainty of the weighted TAR predictor
2021-01-01 Giordano, Francesco; Niglio, Marcella
Fractional random weight bootstrap in presence of asymmetric link functions
2023-01-01 LA ROCCA, Michele; Niglio, Marcella; Restaino, Marialuisa