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 0 7 450
INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS 0 0 0 176 0 0 8 379
Mathematical and Statistical Methods for Actuarial Sciences and Finance 0 0 0 2 0 1 10 93
Total Working Papers 0 0 0 178 0 1 25 922

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 0 7 33
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets 0 0 0 3 0 1 2 17
Forecasting nonlinear time series with neural network sieve bootstrap 0 0 0 55 0 2 8 189
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment 0 0 6 6 0 1 17 17
On the estimation of non linear functions in stochastic volatility models 0 0 0 0 0 1 4 7
Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning 0 0 0 5 0 0 7 20
Properties of the neural network sieve bootstrap 0 0 1 3 0 0 8 19
Reconstructing missing data sequences in multivariate time series: an application to environmental data 0 0 0 7 1 2 6 39
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment 0 0 3 7 0 1 15 50
The hidden layer size in feed-forward neural networks: a statistical point of view 0 0 0 186 0 1 7 592
Variable selection in neural network regression models with dependent data: a subsampling approach 0 0 0 57 1 2 5 153
Total Journal Articles 0 0 10 330 2 11 86 1,136

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 4 13
A Neural Network Model Approach to Longevity Risk Management 0 0 0 0 0 1 3 3
Empirical Evidences on Predictive Accuracy of Survival Models 0 0 0 0 0 0 2 2
Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate 0 0 0 0 1 1 8 8
Exploring Non Linear Structures in Range-Based Volatility Time Series 0 0 0 0 0 0 4 4
Neural Network Modelling with Applications to Euro Exchange Rates 0 0 0 0 0 0 4 7
Nonparametric estimation of volatility functions: Some experimental evidences 0 0 0 0 0 0 5 5
Nonparametric prediction in time series analysis: some empirical results 0 0 0 0 1 1 3 3
On the estimation in continuous limit of GARCH processes 0 0 0 0 0 0 4 4
Small Sample Analysis in Diffusion Processes: A Simulation Study 0 0 0 0 1 1 6 6
Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches 0 0 0 0 0 0 3 3
Total Chapters 0 0 0 1 3 5 46 58

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Statistics updated 2026-10-11