Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Stanley Sewe"'
Publikováno v:
Scientific African, Vol 13, Iss , Pp e00958- (2021)
In this article, we seek to solve the problem of stochastic filtering of the unobserved drift of the stock price in the presence of privileged information. Working within a finite time investment horizon, the privileged information which is a functio
Externí odkaz:
https://doaj.org/article/d937adbcea6f45b5a922b37325b32b70
Publikováno v:
Journal of Applied Mathematics, Vol 2019 (2019)
We investigate the filtering problem where the borrower’s time varying credit quality process is estimated using continuous time observation process and her (in this paper we refer to the borrower as female and the lender as male) ego-network data.
Externí odkaz:
https://doaj.org/article/a1133cb3b9ea41ffaf416a3c39a7ebaf
Publikováno v:
Asian Journal of Probability and Statistics. :59-84
In this study, we modeled the dependence structure between inflation and exchange rate using the copula approach. To formulate a bivariate copula, we used ARMA+GARCH to model serial dependence for each univariate series of returns. Both for in ation
Publikováno v:
Mathematics and Statistics. 10:782-798
Publikováno v:
Mathematics and Statistics. 10:588-602
Publikováno v:
Far East Journal of Theoretical Statistics. 62:81-90
Publikováno v:
Mathematical Problems in Engineering.
This study considered the modeling of systematic mortality risk for populations with finite data using the Poisson incorporated Credibility regression model. For novelty, we have included the credibility regression approach to modelling mortality by
Publikováno v:
Journal of Mathematical Finance. :522-534
This article investigates a stochastic filtering problem whereby the bor-rower’s hidden credit quality is estimated using ego-network signals. The hidden credit quality process is modeled as a mean reverting Ornstein-Ulehnbeck process. The lender o
Autor:
Winnie Kaluki, Virginia Kitetu, Mary Wainaina, Stanley Sewe, Isaac Mwangi Wangari, George Kimathi
Publikováno v:
Computational and Mathematical Methods in Medicine, Vol 2021 (2021)
Computational and Mathematical Methods in Medicine
Computational and Mathematical Methods in Medicine
In this study we propose a Coronavirus Disease 2019 (COVID-19) mathematical model that stratifies infectious subpopulations into: infectious asymptomatic individuals, symptomatic infectious individuals who manifest mild symptoms and symptomatic indiv
Publikováno v:
American Journal of Theoretical and Applied Statistics. 10:202
The analysis of sample-based studies involving sampling designs for small sample size, is challenging because the sample selection probabilities (as well as the sample weights) is dependent on the response variable and covariates. The study has focus