Publications

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2006

Corduas, Marcella; Piccolo, Domenico

Short and long memory unobserved components in hydrological time series (Journal Article)

Physics and Chemistry of the Earth, Parts A/B/C, 31 (18), pp. 1099–1106, 2006, ISSN: 1474-7065.

(Abstract | Links | BibTeX | Tags: ARFIMA models, long memory process, time series decomposition, unobserved components)

2004

D’Elia, Angela; Piccolo, Domenico

Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation (Journal Article)

Statistical Methods and Applications , 12 (3), pp. 259-275, 2004, ISSN: 1618-2510.

(Abstract | Links | BibTeX | Tags: ARFIMA models, Box-Cox parameter, Box-Cox transformation, nonlinear time series, Normalized Whittle likelihood)

Corduas, Marcella

Time series discrimination using AR metric (Proceeding)

CLEUP, Padova, Italy, 2004.

(Abstract | Links | BibTeX | Tags: ARFIMA models, autoregressive metric, time series discrimination)

2000

Corduas, Marcella

Preliminary estimation of ARFIMA models (Book Chapter)

Bethlehem, Jelke; van der Heijden, Peter (Ed.): COMPSTAT, pp. 247-252, Physica-Verlag HD, 2000, ISBN: 978-3-7908-1326-5.

(Abstract | Links | BibTeX | Tags: ARFIMA models, Long memory, Preliminary estimate)

1999

Corduas, Marcella

Modelli a differenze frazionarie: uno studio su dati idrologici (Journal Article)

Quaderni di Statistica, 1 , pp. 83-99, 1999, ISSN: 1594-3739.

(Abstract | Links | BibTeX | Tags: ARFIMA models, FEXP models, Long memory)

1997

Corduas, Marcella

Indirect inference for fractional time series models (Journal Article)

Journal of Statistical Computation and Simulation, 59 (3), pp. 221-232, 1997, ISSN: 0094-9655.

(Abstract | Links | BibTeX | Tags: ARFIMA models, likelihood function, time series models)