Cira Perna

Names

Identifer

Contact

Affiliations

• Università degli Studi di Salerno / Dipartimento di Scienze Economiche e Statistiche (DISES) / Laboratorio di Ricerca e Didattica avanzata in Statistica (STATLAB) (weight: 50%)
  • EDIRC entry
  • location:
• Università degli Studi di Salerno / Dipartimento di Scienze Economiche e Statistiche (DISES) (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Variable selection in neural network regression models with dependent data: a subsampling approach (RePEc:eee:csdana:v:48:y:2005:i:2:p:415-429)
  by La Rocca, Michele & Perna, Cira
• Forecasting nonlinear time series with neural network sieve bootstrap (RePEc:eee:csdana:v:51:y:2007:i:8:p:3871-3884)
  by Giordano, Francesco & La Rocca, Michele & Perna, Cira
• Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning (RePEc:gam:jstats:v:5:y:2022:i:2:p:26-457:d:801953)
  by Michele La Rocca & Cira Perna
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (RePEc:hal:journl:hal-01776135)
  by Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo
• The hidden layer size in feed-forward neural networks: a statistical point of view (RePEc:mtn:ancoec:2001:114)
  by Cira Perna & Francesco Giordano
• Inference Based On Resampling Techniques For Neural Networks In Regression Models (RePEc:sce:scecf0:52)
  by Michele La Rocca & Francesco Giordano & Cira Perna
• A multiple testing procedure for neural network model selection (RePEc:sce:scecfa:497)
  by Michele La Rocca & Cira Perna
• Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets (RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01099-y)
  by Maria Lucia Parrella & Giuseppina Albano & Cira Perna & Michele La Rocca
• Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00237-y)
  by Giuseppina Albano & Michele La Rocca & Cira Perna
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (RePEc:spr:sprbok:978-3-030-78965-7)
  by None
• Mathematical and Statistical Methods in Insurance and Finance (RePEc:spr:sprbok:978-88-470-0704-8)
  by None
• A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis (RePEc:spr:sprchp:978-3-030-78965-7_1)
  by Giuseppina Albano & Michele La Rocca & Cira Perna
• Neural Network Modelling with Applications to Euro Exchange Rates (RePEc:spr:sprchp:978-3-540-77958-2_9)
  by Michele Rocca & Cira Perna
• 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 (RePEc:spr:stmapp:v:21:y:2012:i:3:p:355-361)
  by Francesco Giordano & Cira Perna & Cosimo Vitale
• Reconstructing missing data sequences in multivariate time series: an application to environmental data (RePEc:spr:stmapp:v:28:y:2019:i:2:d:10.1007_s10260-018-00435-9)
  by Maria Lucia Parrella & Giuseppina Albano & Michele La Rocca & Cira Perna
• Properties of the neural network sieve bootstrap (RePEc:taf:gnstxx:v:23:y:2011:i:3:p:803-817)
  by F. Giordano & M. La Rocca & C. Perna
• On the estimation of non linear functions in stochastic volatility models (RePEc:taf:lstaxx:v:50:y:2021:i:2:p:387-399)
  by Giuseppina Albano & Francesco Giordano & Cira Perna