| On the ergodicity of first‐order threshold autoregressive moving‐average processes KS Chan, G Goracci Journal of Time Series Analysis 40 (2), 256-264, 2019 | 16 | 2019 |
| Testing for threshold effects in the TARMA framework G Goracci, S Giannerini, KS Chan, H Tong arXiv preprint arXiv:2103.13977, 2021 | 7 | 2021 |
| The validity of bootstrap testing for threshold autoregression S Giannerini, G Goracci, A Rahbek Journal of Econometrics, 2023 | 5 | 2023 |
| A role for circular code properties in translation S Giannerini, DL Gonzalez, G Goracci, A Danielli Scientific Reports 11 (1), 1-15, 2021 | 5 | 2021 |
| An empirical study on the parsimony and descriptive power of TARMA models G Goracci Statistical Methods & Applications 30 (1), 109-137, 2021 | 4 | 2021 |
| Testing for threshold regulation in presence of measurement error KS Chan, S Giannerini, G Goracci, H Tong Statistica Sinica 34 (3), 1-40, 2024 | 3 | 2024 |
| Unit-root test within a threshold ARMA framework KS Chan, S Giannerini, G Goracci, H Tong arXiv preprint arXiv:2002.09968, 2020 | 3 | 2020 |
| Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy S Giannerini, G Goracci Mathematics 11 (3), 757, 2023 | 2 | 2023 |
| Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models G Goracci Statistica 80 (4), 357-394, 2020 | 2 | 2020 |
| Robust estimation for Threshold Autoregressive Moving-Average models G Goracci, D Ferrari, S Giannerini arXiv preprint arXiv:2211.08205, 2022 | 1 | 2022 |
| On the asymptotic mean-squared prediction error for multivariate time series GAD Rubio, S Giannerini, G Goracci Book of short papers: SIS 2021, 1599-1604, 2021 | 1 | 2021 |
| Information, Coding, and Biological Function: The Dynamics of Life JHE Cartwright, J Čejková, E Fimmel, S Giannerini, DL Gonzalez, ... Artificial Life, 1-12, 2024 | | 2024 |
| Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes F Angelini, M Castellani, S Giannerini, G Goracci arXiv preprint arXiv:2308.00444, 2023 | | 2023 |
| tseriesTARMA: Analysis of Nonlinear Time Series Through TARMA Models S Giannerini, G Goracci | | 2023 |
| A multivariate extension of the Misspecification-Resistant Information Criterion G Andrés Díaz Rubio, S Giannerini, G Goracci arXiv e-prints, arXiv: 2202.09225, 2022 | | 2022 |
| A note on testing for threshold non-linearity in presence of heteroskedasticity in time series S Giannerini, G Goracci Book of short papers: SIS 2022, 2030-2035, 2022 | | 2022 |
| Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis KS Chan, S Giannerini, G Goracci, H Tong arXiv preprint arXiv:2002.09968, 2020 | | 2020 |
| Threshold Autoregressive Moving-Average models: probabilistic structure, statistical aspects and applications G Goracci alma, 2019 | | 2019 |
| Dichotomic Classes and Entropy Optimization in Coding Sequences S Giannerini, DL Gonzalez, G Goracci Code biology 2018, book of abstracts, 34-34, 2018 | | 2018 |
| Small Sample Asymptotics for Multinomial Goodness of Fit Tests S Giannerini, G Goracci IMPS 2017, book of abstracts, 25-25, 2017 | | 2017 |
Simone GianneriniDipartimento di Scienze Statistiche, Università di BolognaVerifisert e-postadresse på unibo.it
