Simone Giannerini
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View article: Strategic Play and Home Advantage: Coaches' Tactical Impact in Serie A
Strategic Play and Home Advantage: Coaches' Tactical Impact in Serie A Open
We analyze how coaching strategies affect goal difference and home win probabilities using hand-coded Serie A match commentary (2011/12--2013/14). Our dataset captures in-game dynamics, referee actions, and team behavior. Applying generali…
View article: Inference in matrix-valued time series with common stochastic trends and multifactor error structure
Inference in matrix-valued time series with common stochastic trends and multifactor error structure Open
We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column…
View article: Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes
Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes Open
We address the issue of testing for threshold nonlinearity in the conditional mean in the presence of conditional heteroskedasticity. We propose a supremum Lagrange multiplier approach to test a linear ARMA‐GARCH model versus a TARMA‐GARCH…
View article: Information, Coding, and Biological Function: The Dynamics of Life
Information, Coding, and Biological Function: The Dynamics of Life Open
In the mid-20th century, two new scientific disciplines emerged forcefully: molecular biology and information-communication theory. At the beginning, cross-fertilization was so deep that the term genetic code was universally accepted for d…
View article: Nonlinear time series analysis of coastal temperatures and El Niño–Southern Oscillation events in the eastern South Pacific
Nonlinear time series analysis of coastal temperatures and El Niño–Southern Oscillation events in the eastern South Pacific Open
We carry out a nonlinear time series analysis motivated by dynamical systems theory to investigate the links between temperatures on the eastern South Pacific coast, influenced by the Humboldt Current System, and El Niño–Southern Oscillati…
View article: Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes
Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes Open
Many macroeconomic time series are characterised by nonlinearity both in the conditional mean and in the conditional variance and, in practice, it is important to investigate separately these two aspects. Here we address the issue of testi…
View article: Comment on esd-2023-9
Comment on esd-2023-9 Open
Abstract. We investigate whether there are correlations between temperatures on the Eastern South Paciï¬c coast, inï¬uenced by the Humboldt Current System, and El Niño–Southern Oscillation (ENSO) events, using a set of 16 oceanic and atm…
View article: Nonlinear Time Series Analysis of Coastal Temperatures and El Niño–Southern Oscillation Events in the Eastern South Pacific
Nonlinear Time Series Analysis of Coastal Temperatures and El Niño–Southern Oscillation Events in the Eastern South Pacific Open
We investigate whether there are correlations between temperatures on the Eastern South Pacific coast, influenced by the Humboldt Current System, and El Niño–Southern Oscillation (ENSO) events, using a set of 16 oceanic and atmospheric tempe…
View article: tseriesTARMA: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models
tseriesTARMA: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models Open
description: Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average models. It provides functions and methods for: TARMA model fitting and forecasting, tests for threshold effects, unit-root tests base…
View article: Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy
Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy Open
Testing for complex serial dependence in economic and financial time series is a crucial task that bears many practical implications. However, the linear paradigm remains pervasive among practitioners as the autocorrelation function, becau…
View article: Robust estimation for Threshold Autoregressive Moving-Average models
Robust estimation for Threshold Autoregressive Moving-Average models Open
Threshold autoregressive moving-average (TARMA) models are popular in time series analysis due to their ability to parsimoniously describe several complex dynamical features. However, neither theory nor estimation methods are currently ava…
View article: Testing for Threshold Regulation in Presence of Measurement Error
Testing for Threshold Regulation in Presence of Measurement Error Open
Regulation is an important feature of dynamic phenomena, and is commonly tested within the threshold autoregressive setting, with the null hypothesis being a global nonstationary process. Nonetheless, this setting is debatable, because dat…
View article: A multivariate extension of the Misspecification-Resistant Information Criterion
A multivariate extension of the Misspecification-Resistant Information Criterion Open
The Misspecification-Resistant Information Criterion (MRIC) proposed in [H.-L. Hsu, C.-K. Ing, H. Tong: On model selection from a finite family of possibly misspecified time series models. The Annals of Statistics. 47 (2), 1061--1087 (2019…
View article: The validity of bootstrap testing in the threshold framework
The validity of bootstrap testing in the threshold framework Open
We consider bootstrap-based testing for threshold effects in non-linear threshold autoregressive (TAR) models. It is well-known that classic tests based on asymptotic theory tend to be oversized in the case of small, or even moderate sampl…
View article: Testing for Threshold Effects in the TARMA Framework
Testing for Threshold Effects in the TARMA Framework Open
We present supremum Lagrange Multiplier tests to compare a linear ARMA specification against its threshold ARMA extension. We derive the asymptotic distribution of the test statistics both under the null hypothesis and contiguous local alt…
View article: Introduction to the Theme Issue: The Skew-Normal and Related Distributions
Introduction to the Theme Issue: The Skew-Normal and Related Distributions Open
This theme issue on the skew-Normal and related distributions is motivated by the workshop held on November 6th, 2017 in memory of Antonella Capitanio, one year after her premature loss. The issue contains the transcript of the conversatio…
View article: A role for circular code properties in translation
A role for circular code properties in translation Open
Circular codes represent a form of coding allowing detection/correction of frameshift errors. Building on recent theoretical advances on circular codes, we provide evidence that protein coding sequences exhibit in-frame circular code marks…
View article: Chemobrionics: From Self-Assembled Material Architectures to the Origin of Life
Chemobrionics: From Self-Assembled Material Architectures to the Origin of Life Open
Self-organizing precipitation processes, such as chemical gardens forming biomimetic micro- and nanotubular forms, have the potential to show us new fundamental science to explore, quantify, and understand nonequilibrium physicochemical sy…
View article: Chaos and periodicities in a climatic time series of the Iberian Margin
Chaos and periodicities in a climatic time series of the Iberian Margin Open
We analyze the time series of the temperature of the sedimentary core MD01-2443 originating from the Iberian Margin with a duration of 420 kyr. The series has been tested for unit-root and a long term trend is estimated. We identify four s…
View article: Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis
Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis Open
Regulation is an important feature characterising many dynamical phenomena and can be tested within the threshold autoregressive setting, with the null hypothesis being a global non-stationary process. Nonetheless, this setting is debatabl…
View article: Unit-root test within a threshold ARMA framework
Unit-root test within a threshold ARMA framework Open
We propose a new unit-root test based on Lagrange Multipliers, where we extend the null hypothesis to an integrated moving-average process (IMA(1,1)) and the alternative to a first-order threshold autoregressive moving-average process (TAR…
View article: On the origin of degeneracy in the genetic code
On the origin of degeneracy in the genetic code Open
The degeneracy of amino acid coding is one of the most crucial and enigmatic aspects of the genetic code. Different theories about the origin of the genetic code have been developed. However, to date, there is no comprehensive hypothesis o…
View article: Multilevel models with stochastic volatility for repeated cross-sections: An application to tribal art prices
Multilevel models with stochastic volatility for repeated cross-sections: An application to tribal art prices Open
In this paper we introduce a multilevel specification with stochastic volatility for repeated cross-sectional data. Modelling the time dynamics in repeated cross sections requires a suitable adaptation of the multilevel framework where the…
View article: Multilevel Models with Stochastic Volatility for Repeated\n Cross-Sections: an Application to tribal Art Prices
Multilevel Models with Stochastic Volatility for Repeated\n Cross-Sections: an Application to tribal Art Prices Open
In this paper we introduce a multilevel specification with stochastic\nvolatility for repeated cross-sectional data. Modelling the time dynamics in\nrepeated cross sections requires a suitable adaptation of the multilevel\nframework where …
View article: The non-power model of the genetic code: a paradigm for interpreting genomic information
The non-power model of the genetic code: a paradigm for interpreting genomic information Open
In this article, we present a mathematical framework based on redundant (non-power) representations of integer numbers as a paradigm for the interpretation of genomic information. The core of the approach relies on modelling the degeneracy…
View article: DNA as information: at the crossroads between biology, mathematics, physics and chemistry
DNA as information: at the crossroads between biology, mathematics, physics and chemistry Open
On the one hand, biology, chemistry and also physics tell us how the process of translating the genetic information into life could possibly work, but we are still very far from a complete understanding of this process. On the other hand, …