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pro vyhledávání: '"Ohakwe, Johnson"'
Publikováno v:
In Heliyon September 2021 7(9)
Autor:
Okorie, Idika E., Akpanta, Anthony C., Ohakwe, Johnson, Chikezie, David C., Onyemachi, Chris U.
Publikováno v:
In Heliyon August 2019 5(8)
Autor:
Okorie, Idika, Akpanta, Anthony, Ohakwe, Johnson, Chikezie, David, Onyemachi, Chris, Rastogi, Manoj
Publikováno v:
Annals of Data Science; 20240101, Issue: Preprints p1-23, 23p
Akademický článek
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Autor:
Okorie, Idika Eke, Akpanta, Anthony Chukwudi, Ohakwe, Johnson, Chikezie, David Chidi, Onyemachi, Chris Uche, Rastogi, Manoj Kumar
Publikováno v:
Annals of Data Science; 2021, Vol. 8 Issue 1, p107-129, 23p
Publikováno v:
Communications in Statistics: Case Studies & Data Analysis; 2021, Vol. 7 Issue 1, p15-35, 21p
Publikováno v:
Cogent Mathematics, Vol 4, Iss 1 (2017)
Okorie, I, Akpanta, A C & Ohakwe, J 2017, ' Marshall-Olkin Generalized Erlang-truncated Exponential Distribution: Properties and Applications ', Cogent Mathematics . https://doi.org/10.1080/23311835.2017.1285093
Okorie, I, Akpanta, A C & Ohakwe, J 2017, ' Marshall-Olkin Generalized Erlang-truncated Exponential Distribution: Properties and Applications ', Cogent Mathematics . https://doi.org/10.1080/23311835.2017.1285093
This article introduces the Marshall–Olkin generalized Erlang-truncated exponential (MOGETE) distribution as a generalization of the Erlang-truncated exponential (ETE) distribution. The hazard rate of the new distribution could be increasing, decre
Publikováno v:
Applied Mathematics. :633-645
Uses of the Buys-Ballot table for choice of appropriate transformation (using the Bartlett technique), assessment of trend and seasonal components and choice of model for time series decomposition are discussed in this paper. Uses discussed are illus
Publikováno v:
International Journal of Modelling & Simulation; 2018, Vol. 38 Issue 1, p13-24, 12p
Autor:
Iheanyi S. Iwueze, Ohakwe Johnson
Publikováno v:
Braz. J. Probab. Stat. 25, no. 1 (2011), 90-98
The covariance structure among other properties of the square of the purely diagonal bilinear time series model is obtained. The time series properties of these squares are compared with those of the linear moving average time series model. It was di