Browsing School of Pure and Applied Sciences by Author "Dzupire, Nelson Christopher"

Now showing items 1-3 of 3

    • LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION 

      Dzupire, Nelson Christopher; Ngare, Philip; Odongo, Leo (Pushpa Publishing House, 2018)
      In this study we develop a Lévy process driven Ornstein-Uhlenbeck daily temperature model. The model takes into account a time dependent speed of mean reversion. It is statistically demonstrated that historical data and ...

    • A Poisson-Gamma Model for Zero Inflated Rainfall Data 

      Dzupire, Nelson Christopher; Ngare, Philip; Odongo, Leo (Hindawi, 2018)
      Rainfall modeling is signifcant for prediction and forecasting purposes in agriculture, weather derivatives, hydrology, and risk and disaster preparedness. Normally two models are used to model the rainfall process as a ...

    • A Poisson-Gamma Model for Zero Inflated Rainfall Data 

      Dzupire, Nelson Christopher; Ngare, Philip; Odongo, Leo (Hindawi, 2018)
      Rainfall modeling is significant for prediction and forecasting purposes in agriculture,weather derivatives,hydrology,and risk and disaster preparedness.Normally two models are used to model the rainfall process as a chain ...