Browsing School of Pure and Applied Sciences by Author "Seknewna, Lema L."

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    • Smoothed Conditional Scale Function Estimation in AR(1)-ARCH(1) Processes 

      Seknewna, Lema L.; Mwita, Peter N.; Muema, B. (Hindawi Publishing Corporation, 2018-03-12)
      The estimation of the Smoothed Conditional Scale Function for time series was taken out under the conditional heteroscedastic innovations by imitating the kernel smoothing in nonparametric QAR-QARCH scheme. The estimation ...