VOL. 16 · NO. 1 | January 2021
 
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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
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