Browsing School of Pure and Applied Sciences by Author "Mung’atu, J. K."

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    • Estimation of Risk in Rwanda Exchange Rate 

      Dieu, Ntawihebasenga J.; Mwita, Peter N.; Mung’atu, J. K. (2014)
      Generalized Autoregressive Conditional Heteroskedasticity (GARCH) approach was applied to Rwanda Exchange rate returns to estimating current volatility. We fitted autoregressive (AR) model with GARCH errors to the daily ...

    • Nonparametric Estimation of the Error Functional of a Location-Scale Model 

      Torsen, Emmanuel; Mwita, Peter N.; Mung’atu, J. K. (Scienpress Ltd, 2018-10-01)
      Two estimators of the distribution of the error term are proposed based on nonparametric regression residuals; considering a heteroscadastic location-scale model where the mean and variance functions are smooth, and the ...