Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano Unit root testing in presence of a double threshold process. (English) Zbl 1373.37175 Methodol. Comput. Appl. Probab. 19, No. 2, 539-556 (2017). MSC: 37M10 62F03 PDFBibTeX XMLCite \textit{F. Giordano} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 539--556 (2017; Zbl 1373.37175) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Threshold vector ARMA models. (English) Zbl 1332.62334 Commun. Stat., Theory Methods 44, No. 14, 2911-2923 (2015). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, Commun. Stat., Theory Methods 44, No. 14, 2911--2923 (2015; Zbl 1332.62334) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Local unit roots and global stationarity of TARMA models. (English) Zbl 1241.62125 Methodol. Comput. Appl. Probab. 14, No. 1, 17-34 (2012). MSC: 62M10 62H99 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, Methodol. Comput. Appl. Probab. 14, No. 1, 17--34 (2012; Zbl 1241.62125) Full Text: DOI
Niglio, Marcella; Vitale, Cosimo Damiano Generalization of some linear time series property to nonlinear domain. (English) Zbl 1238.62105 Perna, Cira (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF2010 conference, Ravello, Italy, April 7–9, 2010. Milano: Springer (ISBN 978-88-470-2341-3/hbk). 323-331 (2012). MSC: 62M10 91B84 91G70 PDFBibTeX XMLCite \textit{M. Niglio} and \textit{C. D. Vitale}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF 2010 conference, Ravello, Italy, April 7--9, 2010. Milano: Springer. 323--331 (2012; Zbl 1238.62105)
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Statistical properties of threshold models. (English) Zbl 1177.37081 Commun. Stat., Theory Methods 38, No. 15, 2479-2497 (2009). MSC: 37M10 60G10 PDFBibTeX XMLCite \textit{A. Amendola} et al., Commun. Stat., Theory Methods 38, No. 15, 2479--2497 (2009; Zbl 1177.37081) Full Text: DOI