- Bisaglia L., Grigoletto M. (2020), A new time-varying model for forecasting long-memory series, Statistical Methods and Applications (accepted for publication)
- Bisaglia L., Gerolimetto M., (2019), Model-based INAR bootstrap for forecasting INAR(p) models, Computational Statistics, 34, 1815-1848
- Musazzi U.M., Rocco P., Brunelli C., Bisaglia L., Caraceni A., Minghetti P., (2018), "Do laws impact opioids consumption? A breakpoint analysis based on Italian sales data", Journal of Pain Research, 11, 1665-1672
- Bisaglia L., Canale A. (2016) Bayesian nonparametric forecasting for INAR models, Compu-
tational Statistics and Data Analysis. Vol. 100, 70-78
- Bisaglia L., Gerolimetto M., (2015) Testing for (non)linearity in economic time series: a
Monte Carlo comparison, Quaderni di Statistica. (In press)
- Bisaglia L., Gerolimetto M., (2015) Forecasting integer autoregressive processes of order 1:
are simple AR competitive?, Economics Bulletin. Vol. 35, 1652-1660
- Bisaglia L., Gerolimetto M., Gorgi P. (2014) Estimation and forecasting for binomial and
negative binomial INAR(1) time series, 47th SIS Scientific Meeting of the Italian Statistical
Society Cagliari, June 11-13, 2014
- L. Bisaglia, A. Canale (2012). Bayesian nonparametric predictions for count time series. QUADERNI DI STATISTICA, vol. 14, p. 49-52, ISSN: 1594-3739
- AGOSTINELLI C, BISAGLIA L. (2010). ARFIMA processes and outliers: a weighted likelihood approach. JOURNAL OF APPLIED STATISTICS, vol. 37, p. 1569-1584
- BISAGLIA L., BORDIGNON S., CECCHINATO N. (2010). Bootstrap approaches for estimation and confidence intervals of long memory processes. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 80, p. 959-978
- BISAGLIA L., GEROLIMETTO M. (2009). An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes. COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION, vol. 38, p. 172-189
- BISAGLIA L., GEROLIMETTO M. (2009). Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study. STATISTICAL METHODS & APPLICATIONS, vol. 18, p. 543-553,
- BISAGLIA L., GEROLIMETTO M. (2008). Forecasting long memory time series when occasional breaks occur. ECONOMICS LETTERS, vol. 98, p. 253-258
- BISAGLIA L., PROCIDANO I. (2003). Improving the power of unit root tests against fractional alternatives using bootstrap. STATISTICA, vol. 3, p. 589-602
- BISAGLIA L., BORDIGNON S., LISI F. (2003). k-factors GARMA models for intraday volatility forecasting . APPLIED ECONOMICS LETTERS, vol. 10, p. 251-254
- BISAGLIA L., BORDIGNON S. (2002). Mean square prediction error for long memory processes . STATISTICAL PAPERS, vol. 43, p. 161-175- BISAGLIA L. (2002). Model selection for long-memory models. QUADERNI DI STATISTICA, vol. 4, p. 33-49, ISSN: 1594-3739
- BISAGLIA L., PROCIDANO I. (2002). On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap. ECONOMICS LETTERS, vol. 77, p. 343-347, ISSN: 0165-1765
- BISAGLIA L., GRIGOLETTO M. (2001). Prediction Intervals for FARIMA Processes by Bootstrap Methods . JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 68, p. 185-201
- L. BISAGLIA, GUEGAN D (1998). A comparison of techniques of estimation in long-memory processes. COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 27, p. 61-81, ISSN: 0167-9473