Likelihood inference in BL-GARCH models. - Giuseppe Storti; Cosimo Vitale (Comput. Stat., 2003)

Bootstrap inference in local polynomial regression of time series. - Maria Lucia Parrella; Cosimo Vitale (Stat. Methods Appl., 2007)

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. - Francesco Giordano; Cira Perna; Cosimo Vitale (Stat. Methods Appl., 2012)