Publications

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2014

Corduas, Marcella

Direct Multi-Step Estimation and Time Series Classification (Book Chapter)

Perna, Cira; Sibillo, Marilena (Ed.): Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp. 69-72, Springer International Publishing, 2014, ISBN: 978-3-319-05013-3.

(Abstract | Links | BibTeX | Tags: adaptive estimation, AR metric, direct multi-step estimation, time series classification)

2013

Iannario, Maria; Piccolo, Domenico

Spectral decomposition of the AR metric (Book Chapter)

Torelli, Nicola; Pesarin, Fortunato; Bar-Hen, Avner (Ed.): Advances in Theoretical and Applied Statistics, pp. 109-118, Springer Berlin Heidelberg, 2013, ISBN: 978-3-642-35587-5.

(Abstract | Links | BibTeX | Tags: AR metric, ARIMA processes, Spectral decomposition)

2012

Piccolo, Domenico

Discussion of “An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas (Journal Article)

Statistical Methods & Applications , 21 (3), pp. 363-369 , 2012, ISSN: 1618-2510.

(Abstract | Links | BibTeX | Tags: AR metric, ARIMA models, Forecastability content, Non-linear models, time series classification)

Piccolo, Domenico

Discussion of “An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas (Journal Article)

Statistical Methods & Applications , 21 (3), pp. 363-369 , 2012, ISSN: 1618-2510.

(Abstract | Links | BibTeX | Tags: AR metric, ARIMA models, Forecastability content, Non-linear models, time series classification)

2007

Piccolo, Domenico

Statistical issues on the AR metric in time series analysis (Proceeding)

2007.

(Abstract | Links | BibTeX | Tags: AR metric, Asymptotic distribution, Distance between ARFIMA processes)

2004

Corduas, Marcella; Piccolo, Domenico

A preliminary study on fractional time series decomposition (Proceeding)

2004.

(Abstract | BibTeX | Tags: AR metric, ARFIMA model decomposition, Decomel method)

1999

Corduas, Marcella; Piccolo, Domenico

On the use of AR metric for seasonal adjustment (Proceeding)

Rome, Italy, 1999.

(BibTeX | Tags: AR metric, seasonal adjustment)

Corduas, Marcella; Piccolo, Domenico

An application of the AR metric to seasonal adjustment (Proceeding)

Edita ltd, Helsinki, Finland, 1999, ISBN: 907359216X.

(BibTeX | Tags: AR metric, seasonal adjustment)