Papers
- Bisaglia L., Grigoletto M. (2021), A new time-varying model for forecasting long-memory series, Statistical Methods and Applications, 30, 139-155
- Bisaglia L., Caporin M., Grigoletto M., (2020) Long-memory models for count time series, Books of Short Papers, SIS 2020, Pisa, ISBN 9788891910776
- Bisaglia L., Di Fonzo T., Girolimetto D., (2020) Fully reconciled GDP forecasts from Income and Expenditure sides, Books of Short Papers, SIS 2020, Pisa, ISBN 9788891910776
- Bisaglia L., Gerolimetto M., (2019), Model-based INAR bootstrap for forecasting INAR(p) models, Computational Statistics, 34, 1815-1848
- Bisaglia L., Gerolimetto M., (2018), Reversibility and (non)linearity in time series, Books of Short Papers, SIS 2018, Pearson, Palermo. ISBN-9788891910233
- Bisaglia L., Grigoletto M., (2018), Tyme-varying long-memory processes, Books of Short Papers, SIS 2018, Pearson, Palermo. ISBN-9788891910233
- Musazzi U.M., Rocco P., Brunelli C., Bisaglia L., Caraceni A., Minghetti P., (2018), “Do laws impact opioids consumption? A breakpoint analysis based on Italian sales data”, Journal of Pain Research, 11, 1665-1672
- L. Bisaglia, A. Canale (2016), “Bayesian nonparametric forecasting for INAR models“, Computational Statistics and Data Analysis, 100, 70-78
- Bisaglia L., Gerolimetto M. (2015), “Forecasting integer autoregressive processes of order 1: are simple AR competitive?”, Economics Bulletin, 35, 1652–1660
- Bisaglia L., Gerolimetto M. (2014), “Testing for (non)linearity in economic time series: a Monte Carlo comparison”, Quaderni di Statistica, vol. 16, p. 5-22, ISSN: 1594-3739
- Bisaglia L., M. Gerolimetto, P. Gorgi (2014) “Estimation and forecasting for binomial and negative binomial INAR(1) time series”, 47th SIS Scientific Meeting of the Italian Statistical Society Cagliari, June 11-13, 2014. ISBN: 978-88-8467-874-4
- L. Bisaglia, A. Canale (2012). Bayesian nonparametric predictions for count time series. Quaderni di Statistica, vol. 14, p. 49-52, ISSN: 1594-3739
- 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
- Agostinelli C., Bisaglia L.(2010), “ARFIMA processes and outliers: a weighted likelihood approach”, Journal of Applied Statistics, 37, 1569-1584
- 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
Working Paper
- Bisaglia L., Gerolimetto M., (2018), “Estimation and forecasting in INAR(p) models using sieve bootstrap”, Department of Economics, Ca’ Foscari, Venezia. WP n.6, ISSN: 1827-3580
- Bisaglia L., Gerolimetto M. (2014), “Testing for (non)linearity in economic time series: a Monte Carlo comparison“, W.P. del Dip. di Sc. Statistiche, 3-2014
- Bisaglia L., Bordignon S., Marzovilli M. (2010), “Modelling hourly spot electricity prices: some preliminary results”, W.P. del Dip. di Sc. Statistiche, 11-2010
- Bisaglia L., Bordignon S., Cecchinato N. (2008), “Bootstrap approaches for estimation and confidence intervals of long memory processes”, W.P. del Dip. di Sc. Statistiche, 13-2008
- Bisaglia L., Gerolimetto M. (2007), “Testing structural breaks vs long memory with the Box-Pierce statistics: a Monte Carlo study”, W.P. del Dip. di Sc. Statistiche, 12-2007
- Bisaglia L., Bordignon S., Cecchinato N. (2006), “A new bootstrap approach for long memory Gaussian time series”, W.P. del Dip. di Sc. Statistiche, 6-2006
- Bisaglia L., Gerolimetto M. (2005), “Switching regime and ARFIMA processes”, W.P. del Dip. di Sc. Statistiche, 3-2005
- Bisaglia L., Gerolimetto M. (2005), “Spurious effects in switching regime processes”, W.P. del Dip. di Sc. Statistiche, 9-2005