Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Diakarya, Barro"'
Autor:
Amadou, Diop, Diakarya, Barro
In the Sahel region the population depends largely on rain-fed agriculture. In West Africa in particular, climate models turn to be unable to capture some basic features of present-day climate variability. This study proposes a contribution to the an
Externí odkaz:
http://arxiv.org/abs/2106.12571
Autor:
Sawadogo Béwentaoré, Diakarya Barro
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2022 (2022)
In this paper, we propose a new method for estimating trends in extreme spatiotemporal processes using both information from marginal distributions and dependence structure. We combine two statistical approaches of an extreme value theory: the tempor
Externí odkaz:
https://doaj.org/article/be4e2adfdcd949e9ac9898078aa00d6d
Autor:
Komla Elom Adedje, Diakarya Barro
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2022 (2022)
In this paper, we propose a fractional differential equation of order one-half, to model the evolution through time of the dynamics of accumulation and elimination of the contaminant in the human organism with a deficient immune system, during consec
Externí odkaz:
https://doaj.org/article/734ead581e6f4386a0e84379e681f915
Autor:
Wendkouni Yaméogo, Diakarya Barro
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2021 (2021)
In financial analysis, stochastic models are more and more used to estimate potential outcomes in a risky framework. This paper proposes an approach of modeling the dependence of losses on securities, and the potential loss of the portfolio is divide
Externí odkaz:
https://doaj.org/article/8f6d63fa2a0a4b239c8fc1a9610f5c52
Publikováno v:
Open Journal of Statistics. 13:46-60
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2020 (2020)
The aim of this paper is to provide an approximation of the value-at-risk of the multivariate copula associated with financial loss and profit function. A higher dimensional extension of the Taylor–Young formula is used for this estimation in a Euc
Externí odkaz:
https://doaj.org/article/484687a9d85a4404bc5c6f561e0b2395
Autor:
Hassane, Abba Mallam1 (AUTHOR), Diakarya, Barro2 (AUTHOR), WendKouni, Yaméogo3 (AUTHOR), Bisso, Saley1 (AUTHOR)
Publikováno v:
International Journal of Mathematics & Mathematical Sciences. 9/2/2021, p1-9. 9p.
Autor:
Komla Elom Adedje, Diakarya Barro
Publikováno v:
Open Journal of Statistics. 12:691-710
Publikováno v:
Advances and Applications in Discrete Mathematics. 28:49-74
Autor:
Diakarya Barro, Wendkouni Yaméogo
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2021 (2021)
In financial analysis, stochastic models are more and more used to estimate potential outcomes in a risky framework. This paper proposes an approach of modeling the dependence of losses on securities, and the potential loss of the portfolio is divide