DAGUM, ESTELLE BEE
DAGUM, ESTELLE BEE
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Personale esterno ed autonomi
E.B. DAGUM; Bee Dagum E.; E. BEE DAGUM
Trend-cycle filters comparison for real time macroeconomic data
2019 Silvia Bianconcini ; Dagum Estelle
A New Set of Asymmetric Filters For Real Time Trend-Cycle Estimation
2016 Dagum, ESTELLE BEE; Bianconcini, Silvia
A new set of asymmetric filters for tracking the short-term trend in real time
2015 Bee Dagum E.; Bianconcini S.
Testing for nonlinear serial dependence in time series with surrogate data and entropy measures
2014 Giannerini, Simone; Maasoumi, Esfandiar; Dagum, ESTELLE BEE
The effects of seasonal adjustment methods in nonparametric trend-cycle prediction.
2014 Bee Dagum E.; Bianconcini S.
A unified probabilistic view of nonparametric predictors via reproducing kernel Hilbert spaces
2013 Bee Dagum E. ; Bianconcini S.
Real time detection of trend-cycle turning points
2013 Bee Dagum E.; Bianconcini S.
A review of some modern approaches to the problem of trend extraction
2012 Alexandrov T.; Bianconcini S.; Bee Dagum E.; Maass P.; McElroy T.
Asymmetric filters for trend-cycle estimation
2012 E. Bee Dagum; A. Luati
Reducing revisions in real time trend-cycle estimation.
2012 Bee Dagum E.; Bianconcini S.
A cascade linear filter to reduce revisions and turning points for real time trend-cycle estimation
2009 E. Bee Dagum; A. Luati
A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
2009 E. Bee Dagum; A. Luati
Equivalent reproducing kernels for smoothing spline predictors
2009 Bee Dagum E. ; S. Bianconcini
Nonlinearity in the analysis of longitudinal data
2009 Bee Dagum E.; Bianconcini S.; Monari P.
Recent developments in short-term trend prediction for real time analysis
2009 Bee Dagum E.; S. Bianconcini
A Unified Probabilistic View of Nonparametric Predictors via Reproducing Kernel Hilber Spaces
2008 Dagum, ESTELLE BEE; Bianconcini, Silvia
The Henderson smoother in reproducing kernel Hilbert space
2008 Bee Dagum E.; Bianconcini S.
An entropy based test for non-linear dependence in time series
2007 S. Giannerini; E. Maasoumi; E. Bee Dagum
Entropy testing for nonlinearity in time series
2007 S. Giannerini; E. Maasoumi; E. Bee Dagum
A cascade linear filter to reduce revisions and false turning points for real time trend cycle estimation
2006 E. Bee Dagum; A. Luati
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Trend-cycle filters comparison for real time macroeconomic data | Silvia Bianconcini ; Dagum Estelle | 2019-01-01 | - | American Statistical Association | 4.01 Contributo in Atti di convegno | - |
| A New Set of Asymmetric Filters For Real Time Trend-Cycle Estimation | Dagum, ESTELLE BEE; Bianconcini, Silvia | 2016-01-01 | - | American Statistical Association | 4.01 Contributo in Atti di convegno | - |
| A new set of asymmetric filters for tracking the short-term trend in real time | Bee Dagum E.; Bianconcini S. | 2015-01-01 | THE ANNALS OF APPLIED STATISTICS | - | 1.01 Articolo in rivista | AOAS2015.pdf |
| Testing for nonlinear serial dependence in time series with surrogate data and entropy measures | Giannerini, Simone; Maasoumi, Esfandiar; Dagum, ESTELLE BEE | 2014-01-01 | - | CUEC | 4.01 Contributo in Atti di convegno | - |
| The effects of seasonal adjustment methods in nonparametric trend-cycle prediction. | Bee Dagum E.; Bianconcini S. | 2014-01-01 | - | American Statistical Association | 4.01 Contributo in Atti di convegno | - |
| A unified probabilistic view of nonparametric predictors via reproducing kernel Hilbert spaces | Bee Dagum E. ; Bianconcini S. | 2013-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
| Real time detection of trend-cycle turning points | Bee Dagum E.; Bianconcini S. | 2013-01-01 | - | Dipartimento di Scienze Statistiche "P. Fortunati" | 4.02 Riassunto (Abstract) | - |
| A review of some modern approaches to the problem of trend extraction | Alexandrov T.; Bianconcini S.; Bee Dagum E.; Maass P.; McElroy T. | 2012-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
| Asymmetric filters for trend-cycle estimation | E. Bee Dagum; A. Luati | 2012-01-01 | - | Chapman&Hall/CRC | 2.01 Capitolo / saggio in libro | - |
| Reducing revisions in real time trend-cycle estimation. | Bee Dagum E.; Bianconcini S. | 2012-01-01 | - | American Statistical Association | 4.01 Contributo in Atti di convegno | - |
| A cascade linear filter to reduce revisions and turning points for real time trend-cycle estimation | E. Bee Dagum; A. Luati | 2009-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
| A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices | E. Bee Dagum; A. Luati | 2009-01-01 | JOURNAL OF NONPARAMETRIC STATISTICS | - | 1.01 Articolo in rivista | - |
| Equivalent reproducing kernels for smoothing spline predictors | Bee Dagum E. ; S. Bianconcini | 2009-01-01 | - | American Statistical Association | 4.01 Contributo in Atti di convegno | - |
| Nonlinearity in the analysis of longitudinal data | Bee Dagum E.; Bianconcini S.; Monari P. | 2009-01-01 | - | Springer Verlag | 2.01 Capitolo / saggio in libro | - |
| Recent developments in short-term trend prediction for real time analysis | Bee Dagum E.; S. Bianconcini | 2009-01-01 | - | American Statistical Association | 4.01 Contributo in Atti di convegno | - |
| A Unified Probabilistic View of Nonparametric Predictors via Reproducing Kernel Hilber Spaces | Dagum, ESTELLE BEE; Bianconcini, Silvia | 2008-01-01 | - | Dipartimento di Scienze Statistiche | 3.01 Monografia / trattato scientifico in forma di libro | - |
| The Henderson smoother in reproducing kernel Hilbert space | Bee Dagum E.; Bianconcini S. | 2008-01-01 | JOURNAL OF BUSINESS & ECONOMIC STATISTICS | - | 1.01 Articolo in rivista | - |
| An entropy based test for non-linear dependence in time series | S. Giannerini; E. Maasoumi; E. Bee Dagum | 2007-01-01 | - | CLEUP | 4.01 Contributo in Atti di convegno | - |
| Entropy testing for nonlinearity in time series | S. Giannerini; E. Maasoumi; E. Bee Dagum | 2007-01-01 | - | International Statistical Institute | 4.01 Contributo in Atti di convegno | - |
| A cascade linear filter to reduce revisions and false turning points for real time trend cycle estimation | E. Bee Dagum; A. Luati | 2006-01-01 | - | Pitagora Editrice | 4.01 Contributo in Atti di convegno | - |