Browsing Research and Publications by Subject "ARCH"

Now showing items 1-2 of 2

    • Conditional scale function estimate in the presence of unknown conditional quantile function 

      Mwita, Peter N.; Otieno, Romanus Odhiambo (African Network of Scientific and Technical Institutions (ANSTI), 2005)
      Standard approach for modeling and understanding the variability of statistical data or, generally, dependant data, is often based on the mean variance regression models. However, the assumptions employed on standardized ...

    • Estimation of T- period’s ahead extreme quantile autoregression function 

      Mwita, Peter Nyamuhanga (African Journal of Mathematics and Computer Science Research, 2010)
      This paper considers the estimation of extreme quantile autoregression function by using a parametric model. We combine direct estimation of quantiles in the middle region with that of extreme parts using the model and ...