4 papers · 1 filter
New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Mous-Abou Hamadou, Martial Longla, Mathias Nthiani Muia +1
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The met…
Penalized KLIC Model Selection for the Generalized Method of Moments in Longitudinal Data with Time-Dependent Covariates
Mahmud Hasan, Mathias Nthiani Muia, Mous-Abou Hamadou +1
Model selection plays an important role in longitudinal data analysis, especially when models are estimated using the generalized method of moments (GMM) in the presence of time-de…
Kernel Smoothing for Bounded Copula Densities
Mathias N. Muia, Olivia Atutey, Mahmud Hasan
Nonparametric estimation of copula density functions using kernel estimators presents significant challenges. One issue is the potential unboundedness of certain copula density fun…
ARMA Model Development and Analysis for Global Temperature Uncertainty
Mahmud Hasan, Gauree Wathodkar, Mathias Muia
Temperature uncertainty models for land and sea surfaces can be developed based on statistical methods. In this paper, we developed a novel time series temperature uncertainty mode…