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Publications

by members of

Laboratorio di Ricerca e Didattica avanzata in Statistica (STATLAB)
Dipartimento di Scienze Economiche e Statistiche (DISES)
Università degli Studi di Salerno
Fisciano, Italy

(Laboratory for Research and Advanced Training, Department of Economics and Statistics, University of Salerno)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2017

  1. Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo, 2017. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Post-Print hal-01776135, HAL.

2010

  1. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2010. "Variabile Selection in Forecasting Models for Corporate Bankruptcy," Working Papers 3_216, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
  2. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2010. "The price stabilization effects of the EU entry price scheme for fruits and vegetables," MPRA Paper 24828, University Library of Munich, Germany.

2009

  1. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009. "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper 25718, University Library of Munich, Germany.

2008

  1. Marialuisa Restaino, 2008. "Dropping out of University of Salerno: a survival approach," Working Papers 3_193, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.

2006

  1. Michele La Rocca & Cira Perna, 2006. "A multiple testing procedure for neural network model selection," Computing in Economics and Finance 2006 497, Society for Computational Economics.

2000

  1. Michele La Rocca & Francesco Giordano & Cira Perna, 2000. "Inference Based On Resampling Techniques For Neural Networks In Regression Models," Computing in Economics and Finance 2000 52, Society for Computational Economics.

Journal articles

2021

  1. Giuseppina Albano & Francesco Giordano & Cira Perna, 2021. "On the estimation of non linear functions in stochastic volatility models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(2), pages 387-399, January.

2019

  1. Maria Lucia Parrella & Giuseppina Albano & Michele La Rocca & Cira Perna, 2019. "Reconstructing missing data sequences in multivariate time series: an application to environmental data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 359-383, June.
  2. Giuseppina Albano & Michele La Rocca & Cira Perna, 2019. "Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 5-19, June.

2017

  1. Alessandra Amendola & Marialuisa Restaino, 2017. "An evaluation study on students’ international mobility experience," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(2), pages 525-544, March.

2016

  1. Hongsheng Dai & Marialuisa Restaino & Huan Wang, 2016. "A class of nonparametric bivariate survival function estimators for randomly censored and truncated data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(4), pages 736-751, October.

2015

  1. Amendola, Alessandra & Restaino, Marialuisa & Sensini, Luca, 2015. "An analysis of the determinants of financial distress in Italy: A competing risks approach," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 33-41.

2013

  1. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2013. "Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 1(2), pages 131-142, November.

2012

  1. Francesco Giordano & Cira Perna & Cosimo Vitale, 2012. "A comment on “An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 355-361, August.

2011

  1. F. Giordano & M. La Rocca & C. Perna, 2011. "Properties of the neural network sieve bootstrap," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 803-817.
  2. Antonio Cioffi & Fabio Gaetano Santeramo & Cosimo Damiano Vitale, 2011. "The price stabilization effects of the EU entry price scheme for fruit and vegetables," Agricultural Economics, International Association of Agricultural Economists, vol. 42(3), pages 405-418, May.

2007

  1. Giordano, Francesco & La Rocca, Michele & Perna, Cira, 2007. "Forecasting nonlinear time series with neural network sieve bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3871-3884, May.
  2. Maria Parrella & Cosimo Vitale, 2007. "Bootstrap inference in local polynomial regression of time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(1), pages 117-139, June.

2006

  1. Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo, 2006. "The moments of SETARMA models," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 625-633, March.

2005

  1. La Rocca, Michele & Perna, Cira, 2005. "Variable selection in neural network regression models with dependent data: a subsampling approach," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 415-429, February.

2001

  1. Cira Perna & Francesco Giordano, 2001. "The hidden layer size in feed-forward neural networks: a statistical point of view," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 217-227.
  2. Michele La Rocca & Cosimo Vitale, 2001. "Parametric bootstrap inference in bilinear models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 101-116.

Books

2008

  1. Cira Perna & Marilena Sibillo (ed.), 2008. "Mathematical and Statistical Methods in Insurance and Finance," Springer Books, Springer, number 978-88-470-0704-8, December.

Chapters

2008

  1. Michele Rocca & Cira Perna, 2008. "Neural Network Modelling with Applications to Euro Exchange Rates," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 163-189, Springer.

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