Marcella Corduas

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The statistical properties of the Autoregressive distance between ARIM A processes are investigated. In particular, the asymptotic distribution of the squared AR distance and an approximation which is computationally efficient are derived. Moreover , the problem of time series clustering and classification is discussed and the performance of the AR distance(More)
The CUB model is a mixture distribution recently proposed in literature for modelling ordinal data. In this article we investigate how this univariate distribution can be exploited in order to model the margins of multivariate ordinal data. In particular, we take the theory of discrete copula into consideration and we show how use the Plackett distribution(More)
Riassunto: In molti campi di applicazione sono rilevate serie storiche che presentano componenti a memoria lunga. In questo lavoro viene esaminata la classe dei modelli esponenziali a differenza frazionaria (FEXP) e viene proposto un criterio per la stima adattiva che minimizza la somma dei quadrati degli errori di previsione-passi avanti. Tale procedura di(More)
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