VOL. 16 · NO. 1 | January 2021
 
VIEW ALL ABSTRACTS +
Articles
Mohammad AHSANULLAH, Valerie B. NEVZOROV
Afr. Stat. 16 (1), 2529-2535, (January 2021) DOI: 10.16929/as/2021.2529.172
KEYWORDS: moments, characterizations, stable distribution, 62E10, 62E15, 62E29
Gado SEMA, Mamadou Abdoulaye KONTE, Abdou Kâ DIONGUE
Afr. Stat. 16 (1), 2537-2559, (January 2021) DOI: 10.16929/as/2021.2537.173
KEYWORDS: forecasting, GJR-GARCH(1,1), Markov regime-switching, asymmetry, cumulative impulse response, 62M20, 60J10
Essomanda KONZOU, Efoévi KOUDOU, Kossi Essona GNEYOU
Afr. Stat. 16 (1), 2561-2586, (January 2021) DOI: 10.16929/as/2021.2559.174
KEYWORDS: generalized inverse Gaussian distribution, generalized hyperbolic distribution, reciprocal inverse Gaussian distribution, Stein characterization, Stein equation, Taylor expansion, 41A25, 60F05, 60E05
Akinlolu Adeseye OLOSUNDE, Chidimma EJIOFOR
Afr. Stat. 16 (1), 2587-2603, (January 2021) DOI: 10.16929/as/2021.2587.175
KEYWORDS: log-exponential power distribution, Log-concavity, Accelerated failure time model, probability distribution, Survival analysis, 62Nxx, 60E05, 62P10
Elebe Emmanuel NWEZZA, Fidelis Ifeanyi UGWUOWO
Afr. Stat. 16 (1), 2603-2627, (January 2021) DOI: 10.16929/as/2021.2603.176
KEYWORDS: Marshall-Olkin Extended Gumbel-G, Weibull distribution, moments, reliability, estimation, TL- moments, 60E05, 60E07, 60E1062E15, 62F10, 62F12
Elhadji SALL, El Hadji DÈME, Abdou Kâ DIONGUE
Afr. Stat. 16 (1), 2629-2645, (January 2021) DOI: 10.16929/as/2021.2629.177
KEYWORDS: realized GARCH, hign frequency data, long memory, high-frequency data, realized measures, structural changes, 60F15, 62P20
Back to Top