Access Statistics for Cira Perna

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multiple testing procedure for neural network model selection 0 0 0 0 0 2 8 450
INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS 0 0 0 176 0 4 8 379
Mathematical and Statistical Methods for Actuarial Sciences and Finance 0 0 0 2 0 2 9 92
Total Working Papers 0 0 0 178 0 8 25 921

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 0 0 0 1 0 1 6 32
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets 0 0 0 3 0 0 2 16
Forecasting nonlinear time series with neural network sieve bootstrap 0 0 1 55 0 2 7 186
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment 0 2 6 6 0 5 16 16
On the estimation of non linear functions in stochastic volatility models 0 0 0 0 0 0 4 6
Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning 0 0 0 5 1 3 7 20
Properties of the neural network sieve bootstrap 0 0 1 3 0 4 9 19
Reconstructing missing data sequences in multivariate time series: an application to environmental data 0 0 0 7 0 0 4 37
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment 0 0 3 7 1 5 14 49
The hidden layer size in feed-forward neural networks: a statistical point of view 0 0 0 186 2 4 6 591
Variable selection in neural network regression models with dependent data: a subsampling approach 0 0 0 57 0 2 4 151
Total Journal Articles 0 2 11 330 4 26 79 1,123

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis 0 0 0 1 0 1 2 11
A Neural Network Model Approach to Longevity Risk Management 0 0 0 0 0 1 2 2
Empirical Evidences on Predictive Accuracy of Survival Models 0 0 0 0 0 2 2 2
Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate 0 0 0 0 1 2 5 5
Exploring Non Linear Structures in Range-Based Volatility Time Series 0 0 0 0 0 2 4 4
Neural Network Modelling with Applications to Euro Exchange Rates 0 0 0 0 1 2 5 7
Nonparametric estimation of volatility functions: Some experimental evidences 0 0 0 0 0 3 5 5
Nonparametric prediction in time series analysis: some empirical results 0 0 0 0 0 0 2 2
On the estimation in continuous limit of GARCH processes 0 0 0 0 0 3 4 4
Small Sample Analysis in Diffusion Processes: A Simulation Study 0 0 0 0 2 5 5 5
Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches 0 0 0 0 0 2 3 3
Total Chapters 0 0 0 1 4 23 39 50

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04