Papers

• Agostinelli C., Bisaglia L.(2010), "ARFIMA processes and outliers: a weighted likelihood approach", Journal of Applied Statistics, 37, 1569-1584
  
• Bisaglia L., Bordignon S., Cecchinato N. (2010), "Bootstrap approaches for estimation and confidence intervals of long memory processes", Journal of Statistical Computation and Simulation, 80, 959-978
• Bisaglia L., Gerolimetto M. (2009), "Testing structural breaks vs. long memory with the Box-Pierce statistics: a Monte Carlo study ", Statistical Methods and Applications, 18, 543–553
• Bisaglia L., Gerolimetto M. (2009), "An empirical strategy to detect spurious effects in long memory and occasional-break processes ", Communications in Statistics - Simulation and Computation, 38, 172-189
• Bisaglia L., Gerolimetto M. (2008), "Forecasting long memory time series when occasional breaks occur", Economics Letters, 98, 253-258
  
• Bisaglia L., Gerolimetto M. (2006), "A bootstrap test of long memory vs structural breaks", in Atti della XLIII Riunione Scientifica della Società Italiana di Statistica, Torino, 14--16 giugno 2006
  
• Bisaglia L., Gerolimetto M. (2006), "Long memory and regime switching models", in Atti del Convegno Nazionale delle Ricerche sulle Serie temporali, SER2006, Roma, 59-62 (relazione invitata)
  
• Bisaglia L., Bordignon S., Cecchinato N. (2006), "A new bootstrap approach to GPH estimator", in Atti del Convegno Nazionale delle Ricerche sulle Serie temporali, SER2006, Roma, 55-58
  
• Bisaglia L., Gerolimetto M. (2005), "ARFIMA and switching regime processes: a strategy to deal with spurious effects", in C. Provasi (a cura di) Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione (S.CO.2005), CLEUP, Padova, 371-376
  
• Bisaglia L., Procidano I. (2003), "Non stazionarietà in serie multivariate", relazione invitata SIS 2003 Analisi Statistica Multivariata per le Scienze Economico-Sociali, le Scienze Naturali e la Tecnologia, Napoli, 9-11 giugno 2003, 225-239
  
• Bisaglia L., Bordignon S., Lisi F. (2003), "k-factor GARMA models for intraday volatility forecasting", Applied Economics Letters, 10, 251-254
  
• Bisaglia L., Procidano I. (2003), "Improving the power of unit root tests against fractional alternatives using bootstrap", Statistica, 3, 589-602
  
• Bisaglia L., Procidano I. (2002), "On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap", Economics Letters, 77, 343-347
  
• Bisaglia L. (2002), "Model selection for long-memory models", Quaderni di Statistica, 4, 33-49
  
• Bisaglia L., Bordignon S. (2002), "Mean square prediction error for long-memory processes", Statistical Papers, 43,161-175
  
• Agostinelli C., Bisaglia L. (2002), "Weighted likelihood for ARFIMA processes", Proceedings of the 17th International Workshop on Statistical Modelling, Chania, Greece, 8-12 Luglio 2002, 69-73
  
• Bisaglia L., Procidano I. (2002), "Bootstrap tests for unit roots in the presence of long-memory errors", Atti della XLI Riunione Scientifica della Società Italiana di Statistica (SIS), Milano, 5-7 giugno 2002, CLEUP, 631-634
  
• Bisaglia L., Grigoletto M. (2001), "Prediction Intervals for FARIMA Processes by Bootstrap Methods", Journal of Statistical Computation and Simulation, 68, 185-201
  
• Bisaglia L., Guegan D. (1998), "A comparison of techniques of estimation in long-memory processes", Computational Statistics & Data Analysis, 27, 61-81