3
H index
2
i10 index
100
Citations
Università degli Studi di Salerno (50% share) | 3 H index 2 i10 index 100 Citations RESEARCH PRODUCTION: 11 Articles 3 Papers 11 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cira Perna. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 2 |
| Statistical Methods & Applications | 2 |
| Year | Title of citing document |
|---|
| Year | Title | Type | Cited |
|---|
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Variable selection in neural network regression models with dependent data: a subsampling approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2007 | Forecasting nonlinear time series with neural network sieve bootstrap In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
| 2022 | Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning In: Stats. [Full Text][Citation analysis] | article | 0 |
| 2017 | Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print. [Citation analysis] | paper | 79 |
| 2001 | The hidden layer size in feed-forward neural networks: a statistical point of view In: Metron - International Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2000 | INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A multiple testing procedure for neural network model selection In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2021 | Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis In: Springer Books. [Citation analysis] | chapter | 0 |
| 2022 | Exploring Non Linear Structures in Range-Based Volatility Time Series In: Springer Books. [Citation analysis] | chapter | 0 |
| 2024 | Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate In: Springer Books. [Citation analysis] | chapter | 0 |
| 2025 | A Neural Network Model Approach to Longevity Risk Management In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Empirical Evidences on Predictive Accuracy of Survival Models In: Springer Books. [Citation analysis] | chapter | 0 |
| 2018 | Small Sample Analysis in Diffusion Processes: A Simulation Study In: Springer Books. [Citation analysis] | chapter | 0 |
| 2008 | Neural Network Modelling with Applications to Euro Exchange Rates In: Springer Books. [Citation analysis] | chapter | 0 |
| 2010 | Nonparametric prediction in time series analysis: some empirical results In: Springer Books. [Citation analysis] | chapter | 0 |
| 2012 | On the estimation in continuous limit of GARCH processes In: Springer Books. [Citation analysis] | chapter | 0 |
| 2012 | Nonparametric estimation of volatility functions: Some experimental evidences In: Springer Books. [Citation analysis] | chapter | 0 |
| 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 In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2019 | Reconstructing missing data sequences in multivariate time series: an application to environmental data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2011 | Properties of the neural network sieve bootstrap In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2021 | On the estimation of non linear functions in stochastic volatility models In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2025 | Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team