Luisa Bisaglia

发表

Testing for (non)linearity in economic time series: a Montecarlo comparison

M. Gerolimetto, Luisa Bisaglia, Margherita Gerolimetto, 2014 .

A comparison of techniques of estimation in long-memory processes

D. Guégan, Luisa Bisaglia, 1998 .

Invited sessions ! " " # Società Italiana di Statistica

R. Rotondi, C. Agostinelli, Luisa Bisaglia, 2007 .

Bootstrap approaches for estimation and confidence intervals of long memory processes

Luisa Bisaglia, S. Bordignon, Nedda Cecchinato, 2010 .

Spurious effects in switching regime processes

M. Gerolimetto, Luisa Bisaglia, 2005 .

Working Paper Series , N . 1 , February 2005 Switching regime and ARFIMA processes

Luisa Bisaglia, 2005 .

A new bootstrap approach for Gaussian long mem- ory time series

Luisa Bisaglia, S. Bordignon, Nedda Cecchinato, 2006 .

Model-based INAR bootstrap for forecasting INAR(p) models

Luisa Bisaglia, Margherita Gerolimetto, M. Gerolimetto, 2019, Comput. Stat..

Forecasting integer autoregressive processes of order 1: are simple AR competitive?

M. Gerolimetto, Luisa Bisaglia, 2015 .

Forecasting long memory time series when occasional breaks occur

Luisa Bisaglia, Margherita Gerolimetto, M. Gerolimetto, 2008 .

Long memory and regime switching models

Luisa Bisaglia, Margherita Gerolimetto, M. Gerolimetto, 2006 .

A new time-varying model for forecasting long-memory series

Luisa Bisaglia, Matteo Grigoletto, 2020, Statistical Methods & Applications.

Model-based INAR bootstrap for forecasting INAR(p) models

M. Gerolimetto, Luisa Bisaglia, Margherita Gerolimetto, 2019, Computational Statistics.

Bayesian nonparametric forecasting for INAR models

Antonio Canale, Luisa Bisaglia, A. Canale, 2016, Comput. Stat. Data Anal..

ARFIMA processes and outliers: a weighted likelihood approach

C. Agostinelli, Luisa Bisaglia, 2010 .

Mean square prediction error for long-memory processes

Silvano Bordignon, Luisa Bisaglia, Luisa Bisaglia, 2002 .

Do laws impact opioids consumption? A breakpoint analysis based on Italian sales data

A. Caraceni, C. Brunelli, Luisa Bisaglia, 2018, Journal of pain research.

Modelling and forecasting hourly spot electricity prices: some preliminary results.

Silvano Bordignon, Luisa Bisaglia, Luisa Bisaglia, 2010 .

Model selection for long-memory models

Luisa Bisaglia, Luisa Bisaglia, 2002 .

k -Factor GARMA models for intraday volatility forecasting

Francesco Lisi, Silvano Bordignon, Luisa Bisaglia, 2003 .

A new time-varying model for forecasting long-memory series

Matteo Grigoletto, Luisa Bisaglia, Luisa Bisaglia, 2018, Statistical Methods & Applications.

An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes

Luisa Bisaglia, Margherita Gerolimetto, Luisa Bisaglia, 2008, Commun. Stat. Simul. Comput..

Improving the power of unit root tests against fractional alternatives using bootstrap

Luisa Bisaglia, Isabella Procidano, 2007 .

On the power of the Augmented Dickey–Fuller test against fractional alternatives using bootstrap

Luisa Bisaglia, Isabella Procidano, 2002 .