29 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
6 papers
A revisit to maximum likelihood estimation of Weibull model parameters
Buu-Chau Truong, Peter Mphekgwana, Nabendu Pal
In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does…
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
Aubain Nzokem, Daniel Maposa
The paper proposes and implements a methodology to fit a seven-parameter Generalized Tempered Stable (GTS) distribution to financial data. The nonexistence of the mathematical expr…
Bitcoin versus S&P 500 Index: Return and Risk Analysis
A. H. Nzokem
The S&P 500 index is considered the most popular trading instrument in financial markets. With the rise of cryptocurrencies over the past years, Bitcoin has also grown in popularit…
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
Lesiba Ch. Galane, Rafał M. Łochowski, Farai J. Mhlanga
We prove the existence and uniqueness of solutions of SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. The main tool in our reasoning is Picard's ite…
investigation of the thermodynamics of cation distribution and the electronic and magnetic structures in the LiMnO spinel
David Santos-Carballal, Phuti E. Ngoepe, Nora H. de Leeuw
The spinel-structured lithium manganese oxide (LiMnO) is a material currently used as cathode for secondary lithium-ion batteries, but whose properties are not yet fully un…
On the quadratic variation of the model-free price paths with jumps
Lesiba Ch. Galane, Rafał M. Łochowski, Farai J. Mhlanga
We prove that the model-free typical (in the sense of Vovk) càdlàg price paths with mildly restricted downward jumps possess quadratic variation which does not depend on the specif…