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stat.ME2021★ 1 cited
Modeling Risk via Realized HYGARCH Model
El Hadji Mamadou Sall, El Hadji Deme, Abdou Ka Diongue
In this paper, we propose the realized Hyperbolic GARCH model for the joint-dynamics of lowfrequency returns and realized measures that generalizes the realized GARCH model of Hans…
stat.ME2019
On Inference of Overlapping Coefficients in Two Inverse Lomax Populations
Hamza Dhaker, El Hadji Deme, Salah El-Adlouni
Overlapping coefficient is a direct measure of similarity between two distributions which is recently becoming very useful. This paper investigates estimation for some well-known m…
stat.ME2019
-Divergence loss for the kernel density estimation with bias reduced
Hamza Dhakera, El Hadji Demeb, Youssou Cissb
Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the…