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Publications

by members of

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

University of Salerno → Department of Economics and Statistics → Laboratory for Research and Advanced Training

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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2021

  1. Beretta, Alessandro & Heuchenne, Cédric & Restaino, Marialuisa, 2021, "Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021035, Jan, DOI: https://doi.org/10.1080/02664763.20.

2020

  1. Coppola, Gianluigi & Gambino, Monica & Paolucci, Carlo & Restaino, Marialuisa, 2020, "Analisi delle strutture produttive e delle caratteristiche socio-economiche delle marine italiane
    [An Analysis of the productive and socio-economic characteristics of the Italian fishing fleet]    ," MPRA Paper, University Library of Munich, Germany, number 114239, revised 2020.

2017

  1. Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo, 2017, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Post-Print, HAL, number hal-01776135, DOI: 10.1007/978-3-319-50234-2.

2013

  1. L. Aguzzoni & E. Argentesi & P. Buccirossi & L. Ciari & T. Duso & M. Tognoni & C. Vitale, 2013, "They Played the Merger Game: A Retrospective Analysis in the UK Videogames Market," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp908, Oct.

2010

  1. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2010, "Variabile Selection in Forecasting Models for Corporate Bankruptcy," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_216, Nov.
  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, University Library of Munich, Germany, number 24828, Jul.

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, University Library of Munich, Germany, number 25718.

2008

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

2006

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

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, Society for Computational Economics, number 52, Jul.

Journal articles

2025

  1. Giovanna Apicella & Michele La Rocca & Cira Perna & Marilena Sibillo, 2025, "Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2025, issue 6, pages 549-573, July, DOI: 10.1080/03461238.2024.2443833.

2023

  1. Francesco Giordano & Marcella Niglio & Cosimo Damiano Vitale, 2023, "Linear approximation of the Threshold AutoRegressive model: an application to order estimation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 32, issue 1, pages 27-56, March, DOI: 10.1007/s10260-022-00638-1.

2022

  1. Michele La Rocca & Cira Perna, 2022, "Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning," Stats, MDPI, volume 5, issue 2, pages 1-18, April.
  2. Wei Liang & Hongsheng Dai & Marialuisa Restaino, 2022, "Truncation data analysis for the under-reporting probability in COVID-19 pandemic," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 607-627, July, DOI: 10.1080/10485252.2021.1989426.

2021

  1. Maria Lucia Parrella & Giuseppina Albano & Cira Perna & Michele La Rocca, 2021, "Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets," Computational Statistics, Springer, volume 36, issue 4, pages 2917-2938, December, DOI: 10.1007/s00180-021-01099-y.
  2. 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, volume 50, issue 2, pages 387-399, January, DOI: 10.1080/03610926.2019.1635700.
  3. Francesco Giordano & Marcella Niglio & Marialuisa Restaino, 2021, "A new procedure for variable selection in presence of rare events," Journal of the Operational Research Society, Taylor & Francis Journals, volume 72, issue 7, pages 1619-1636, July, DOI: 10.1080/01605682.2020.1740620.

2020

  1. Marialuisa Restaino & Maria Prosperina Vitale & Ilaria Primerano, 2020, "Analysing International Student Mobility Flows in Higher Education: A Comparative Study on European Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 149, issue 3, pages 947-965, June, DOI: 10.1007/s11205-020-02282-2.

2019

  1. 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, volume 42, issue 1, pages 5-19, June, DOI: 10.1007/s10203-019-00237-y.
  2. 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, volume 28, issue 2, pages 359-383, June, DOI: 10.1007/s10260-018-00435-9.
  3. Marialuisa Restaino & Marco Bisogno, 2019, "A Business Failure Index Using Rank Transformation," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 11, issue 1, pages 56-65, January.

2017

  1. Alessandra Amendola & Marialuisa Restaino, 2017, "An evaluation study on students’ international mobility experience," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 2, pages 525-544, March, DOI: 10.1007/s11135-016-0421-3.
  2. Alessandra Amendola & Francesco Giordano & Maria Lucia Parrella & Marialuisa Restaino, 2017, "Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 33, issue 4, pages 355-368, August, DOI: 10.1002/asmb.2240.
  3. Francesco Giordano & Marcella Niglio & Cosimo Damiano Vitale, 2017, "Unit Root Testing in Presence of a Double Threshold Process," Methodology and Computing in Applied Probability, Springer, volume 19, issue 2, pages 539-556, June, DOI: 10.1007/s11009-016-9499-2.

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, volume 28, issue 4, pages 736-751, October, DOI: 10.1080/10485252.2016.1225734.

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, volume 37, issue C, pages 33-41, DOI: 10.1016/j.iref.2014.10.012.
  2. Marcella Niglio & Cosimo Damiano Vitale, 2015, "Threshold Vector Arma Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 44, issue 14, pages 2911-2923, July, DOI: 10.1080/03610926.2013.814785.

2014

  1. Santeramo, Fabio Gaetano & Cioffi, Antonio & Vitale, Cosimo Damiano, 2014, "A Threshold-Var Approach To Assess The Efficacy Of The Eu Import Regime," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, volume 2, issue 01, pages 1-12, January, DOI: 10.22004/ag.econ.163704.

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, volume 1, issue 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, volume 21, issue 3, pages 355-361, August, DOI: 10.1007/s10260-012-0204-5.
  2. Marcella Niglio & Cosimo Damiano Vitale, 2012, "Local Unit Roots and Global Stationarity of TARMA Models," Methodology and Computing in Applied Probability, Springer, volume 14, issue 1, pages 17-34, March, DOI: 10.1007/s11009-010-9166-y.

2011

  1. F. Giordano & M. La Rocca & C. Perna, 2011, "Properties of the neural network sieve bootstrap," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 23, issue 3, pages 803-817, DOI: 10.1080/10485252.2011.561344.
  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, volume 42, issue 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, volume 51, issue 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, volume 16, issue 1, pages 117-139, June, DOI: 10.1007/s10260-006-0027-3.

2006

  1. Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo, 2006, "The moments of SETARMA models," Statistics & Probability Letters, Elsevier, volume 76, issue 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, volume 48, issue 2, pages 415-429, February.

2003

  1. Giuseppe Storti & Cosimo Vitale, 2003, "Likelihood inference in BL-GARCH models," Computational Statistics, Springer, volume 18, issue 3, pages 387-400, September, DOI: 10.1007/BF03354605.

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, volume 0, issue 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, volume 0, issue 3-4, pages 101-116.

Books

2025

  1. Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), 2025, "New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-032-05551-4, ISBN: ARRAY(0x6e8e7dc0), DOI: 10.1007/978-3-032-05551-4.

2022

  1. Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), 2022, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-030-99638-3, ISBN: ARRAY(0x6cb98880), DOI: 10.1007/978-3-030-99638-3.

2021

  1. Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), 2021, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-030-78965-7, ISBN: ARRAY(0x6cde32e0), DOI: 10.1007/978-3-030-78965-7.

2018

  1. Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), 2018, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-319-89824-7, ISBN: ARRAY(0x6d4a5240), DOI: 10.1007/978-3-319-89824-7.

2017

  1. Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), 2017, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-319-50234-2, ISBN: ARRAY(0x6e9f3968), DOI: 10.1007/978-3-319-50234-2.

2014

  1. Cira Perna & Marilena Sibillo (ed.), 2014, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-319-05014-0, edition 127, ISBN: ARRAY(0x6d2b57f8), DOI: 10.1007/978-3-319-05014-0.

2012

  1. Cira Perna & Marilena Sibillo (ed.), 2012, "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-88-470-2342-0, ISBN: ARRAY(0x6e98b5a8), DOI: 10.1007/978-88-470-2342-0.

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, ISBN: ARRAY(0x6b559ae0), DOI: 10.1007/978-88-470-0704-8.

Chapters

2025

  1. Giovanna Apicella & Michele La Rocca & Cira Perna & Marilena Sibillo, 2025, "A Neural Network Model Approach to Longevity Risk Management," Springer Books, Springer, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo, "New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-032-05551-4_3.

2024

  1. Michele La Rocca & Cira Perna & Marilena Sibillo, 2024, "Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate," Springer Books, Springer, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-031-64273-9_36.

2022

  1. Michele La Rocca & Cira Perna, 2022, "Exploring Non Linear Structures in Range-Based Volatility Time Series," Springer Books, Springer, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-99638-3_51.

2021

  1. Giuseppina Albano & Michele La Rocca & Cira Perna, 2021, "A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_1.
  2. Francesco Giordano & Marcella Niglio & Marialuisa Restaino, 2021, "Screening Covariates in Presence of Unbalanced Binary Dependent Variable," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_38.

2018

  1. Giuseppina Albano & Michele La Rocca & Cira Perna, 2018, "Small Sample Analysis in Diffusion Processes: A Simulation Study," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_4.

2014

  1. Giuseppina Albano & Michele La Rocca & Cira Perna, 2014, "Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-02499-8_1.
  2. Emilia Di Lorenzo & Michele La Rocca & Albina Orlando & Cira Perna & Marilena Sibillo, 2014, "Empirical Evidences on Predictive Accuracy of Survival Models," Springer Books, Springer, in: Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-05014-0_20.

2012

  1. Giuseppina Albano & Francesco Giordano & Cira Perna, 2012, "On the estimation in continuous limit of GARCH processes," Springer Books, Springer, in: Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-2342-0_1.
  2. Francesco Giordano & Michele La Rocca & Cira Perna, 2012, "Nonparametric estimation of volatility functions: Some experimental evidences," Springer Books, Springer, in: Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-2342-0_27.

2010

  1. Marcella Niglio & Cira Perna, 2010, "Nonparametric prediction in time series analysis: some empirical results," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_24.

2008

  1. Michele Rocca & Cira Perna, 2008, "Neural Network Modelling with Applications to Euro Exchange Rates," Springer Books, Springer, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker, "Computational Methods in Financial Engineering", DOI: 10.1007/978-3-540-77958-2_9.
  2. Alessandra Amendola & Marcella Niglio & Cosimo Vitale, 2008, "Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation," Springer Books, Springer, in: Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods in Insurance and Finance", DOI: 10.1007/978-88-470-0704-8_1.

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