Details about Cira Perna

Access statistics for papers by Cira Perna.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: ppe487

Working Papers

2017

1. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Post-Print, HAL View citations (72)

2006

2. A multiple testing procedure for neural network model selection
   Computing in Economics and Finance 2006, Society for Computational Economics

2000

3. INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS
   Computing in Economics and Finance 2000, Society for Computational Economics

Journal Articles

2022

1. Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning
   Stats, 2022, 5, (2), 1-18

2021

2. Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
   Computational Statistics, 2021, 36, (4), 2917-2938
3. On the estimation of non linear functions in stochastic volatility models
   Communications in Statistics - Theory and Methods, 2021, 50, (2), 387-399

2019

4. Reconstructing missing data sequences in multivariate time series: an application to environmental data
   Statistical Methods & Applications, 2019, 28, (2), 359-383 View citations (2)
5. Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment
   Decisions in Economics and Finance, 2019, 42, (1), 5-19 View citations (1)

2012

6. 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
   Statistical Methods & Applications, 2012, 21, (3), 355-361

2011

7. Properties of the neural network sieve bootstrap
   Journal of Nonparametric Statistics, 2011, 23, (3), 803-817

2007

8. Forecasting nonlinear time series with neural network sieve bootstrap
   Computational Statistics & Data Analysis, 2007, 51, (8), 3871-3884 View citations (10)

2005

9. Variable selection in neural network regression models with dependent data: a subsampling approach
   Computational Statistics & Data Analysis, 2005, 48, (2), 415-429 View citations (7)

2001

10. The hidden layer size in feed-forward neural networks: a statistical point of view
    Metron - International Journal of Statistics, 2001, LIX, (1-2), 217-227

Edited books

2021

1. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Springer Books, Springer

2008

2. Mathematical and Statistical Methods in Insurance and Finance
   Springer Books, Springer View citations (4)

Chapters

2021

1. A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis
   Springer

2008

2. Neural Network Modelling with Applications to Euro Exchange Rates
   Springer