1. R. Baragona, F. Battaglia e D. Cucina. A GENETIC ALGORITHM FOR ESTIMATING SUBSET THRESHOLD AUTOREGRESSIVE MOVING AVERAGE MODELS: SOME SIMULATION RESULTS. Atti del Convegno "Metodi matematici e statistici per l'analisi dei dati assicurativi e finanziari", Univ. Salerno 15-16 Aprile 2004, pp. 45-50. Cusl, Salerno.
  2. L. Fenga. L'UTILIZZO DI RETI NEURALI PER LA STIMA ANTICIPATA E LA PREVISIONE DI SERIE STORICHE STAGIONALI. UN'ANALISI COMPARATIVA CON MODELLI DELLA CLASSE ARMA SU SERIE ISTAT DELLE PRESENZA TURISTICHE IN ITALIA. Atti del Convegno "Metodi matematici e statistici per l'analisi dei dati assicurativi e finanziari", Univ. Salerno 15-16 Aprile 2004, pp. 139-144. Cusl, Salerno.
  3. S. Fachin. BOOTSTRAP INFERENCE ON FULLY MODIFIED ESTIMATES OF COINTEGRATING COEFFICIENTS: A COMMENT. Economics Bulletin vol. 3 (2004), 1-8, http://www.economicsbulletin.com/2004/volume3/EB-04C20015A.pdf
  4. Fiorentini G., E. Sentana and G. Calzolari ON THE VALIDITY OF THE JARQUE-BERA NORMALITY TEST IN CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS, Economics Letters, (2004): 83, 307-312.
  5. Fiorentini G., E. Sentana and G. Calzolari. MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE IN MULTIVARIATE CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, Journal of Business and Economic Statistics (2003): 21, 4, 532-46.
  6. Sentana E. FACTOR REPRESENTING PORTFOLIOS IN LARGE ASSET MARKETS, Journal of Econometrics (2004): 119 (2), pp. 257-289.
  7. Sentana E. MEAN-VARIANCE PORTFOLIO ALLOCATION WITH A VALUE AT RISK CONSTRAINT, Revista de Economķa Financiera (2003): 1, pp. 4-14.
  8. Fiorentini G., E. Sentana and N. Shephard LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES , Econometrica (2004) (forthcoming).
  9. Fiorentini G., E. Sentana and G. Calzolari. CONSTRAINED INDIRECT ESTIMATION, Review of Economic Studies , (2004) (forthcoming).
  10. Baragona, R., Battaglia, F. and Cucina, D.ESTIMATING THRESHOLD SUBSET AUTOREGRESSIVE MOVING-AVERAGE MODELS BY GENETIC ALGORITHMS, Metron 62 (2004) : 39-61.
  11. Leorato, S. and Orsingher, E. BOSE-EINSTEIN-TYPE STATISTICS, ORDER STATISTICS AND PLANAR RANDOM MOTIONS WITH THREE DIRECTIONS, Adv. Appl. Prob. 36 (2004) : 1-34.
  12. S. Fachin, and F. Di Iorio, MODELS OF LABOUR DEMAND WITH FIXED COSTS OF ADJUSTMENT: A GENERALISED TOBIT APPROACH, Atti della XLII Riunione Scientifica della Societą Italiana di Statistica, Bari 2004, pp. 109-118, ed Economics Bulletin, Vol. 3, 2004, n. 31 pp. 1-8.
  13. S. Fachin, COINTEGRATION IN PANELS WITH CORRELATED UNITS, Atti della XLII Riunione Scientifica della Societą Italiana di Statistica, Bari 2004, pp. 423-427.
  14. Beghin, L. and Orsingher, E., TIME-FRACTIONAL TELEGRAPH EQUATIONS AND TELEGRAPH PROCESS WITH BROWNINAN TIME, Probability Theory and Related Fields 128 (2004) : 141- 160.
  15. Orsingher, E. and Sommella, A. M. A CYCLIC RANDOM MOTION IN R^3 WITH FOUR DIRECTIONS AND FINITE VELOCITY, Stochastics and Stochastics Reports 76 (2004) : 113- 133.
  16. Orsingher, E., Leorato, S. and Scavino, M. AN ALTERNATING MOTION WITH STOPS AND THE RELATED PLANAR CYCLIC MOTION WITH FOUR DIRECTIONS, Advances in Applied Probability 35 (2003) : 1153- 1168.
  17. Orsingher, E. and Beghin, L. THE TELEGRAPH PROCESS STOPPED AT STABLE-DISTRIBUTED TIMES AND ITS CONNECTIONS WITH TEH FRACTIONAL TELEGRAPH EQUATION, Fractional Calculus and Applied Analysis 6 (2003) : 187- 204.
  18. Orsingher, E., Beghin, L. and Nikitin, Y. HOW SOJOURN TIMES OF BROWNIAN MOTION ARE AFFECTED BY DIFFERENT FORMS OF CONDITIONING, Statistics and Probability Letters 65 (2003) : 291- 302.
  19. Baragona, R., Bocci, L. and Medaglia, C. M. SOME INSIGHT INTO GENETIC ALGORITHM AS CLUSTERING TECHNIQUE, in: Hamza, M. H. (editor) IASTED 12th International Conference on Applied Simulation and Modelling,(2003) pp. 175-180 Acta Press, Calgary.
  20. Battaglia, F. e Maravalle, M.. ANALISI DEI DATI E TECNICHE PREVISIVE PER LA COSTRUZIONE DI STIME ANTICIPATE. Atti del Convegno "Analisi statistica multivariata per le scienze economico-sociali, le scienze naturali e la tecnologia", Soc. Ital. di Statistica, Napoli 9-11 giugno 2003. RCE Edizioni, Napoli, pp. 201-211
  21. Battaglia, F. Outliers in functional autoregressive time series. Statistics and Probability Letters 72 (2005) : 323- 332
  22. Battaglia, F. BIAS CORRECTION FOR OUTLIER ESTIMATION IN TIME SERIES. Journal of Statistical Planning and Inference, forthcoming

     

    .