Libri di Angelo M. Mineo - libri Statistica & Applicazioni

A method to ‘‘clean up’’ ultra high-frequency data digital

Year: 2007

In the applied econometrics, the availability of ultra high-frequency databases is having an important impact on the research market microstructure theory. The ultra high-frequency databases contain detailed reports of all the financial market activity information which is available. However, ultra high-frequency databases cannot be directly used. On one hand recording mistakes can be present, on the other hand missing information has to be inferred from the available data. In this paper, we propose a simple method in order to clean up the ultra high-frequency data from possible errors and we examine the method efficacy when we analyze data by using an autoregressive conditional duration (ACD) model.

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On the accuracy of three statistical softwares digital

by Angelo M. Mineo, Rino Richiusa

Year: 2006

In this paper we compare the accuracy of three packages that are commonly used for statistical calculations: Excel of Microsoft, version XP Edition 2003, Statistica of Statsoft, version 6, and R, an open-source free software, available on the web, version 1.9.0.

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A new index to measure association between cat-egorical and ordinal variables digital

by Angelo M. Mineo, Mariantonietta Ruggieri

Year: 2005

In this paper a new index to analyse the dependence between categorical variables is presented and is compared to other measures of association, mainly based on the X2 Pearson’s statistic.

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Il problema della migliore combinazione delle osservazioni da Galileo a Subbotin digital

by Angelo M. Mineo

Year: 2003

In this paper it is sketched a brief historical picture of the proposals presented in the old statistical literature on the methods to combine opportunely observations with random errors.

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