This paper reviews the theory and applications related to fractionally integrated generalized
autoregressive conditional heteroscedastic (FIGARCH) models, mainly for describing the …

< quad A common problem in multiple regression models is multicollinearity, which
produces undesirable effects on the least squares estimator. To circumvent this problem, two …

Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct
estimation of VaR is essential for any financial institution, in order to arrive at the accurate …

In this paper, a non-stationary time-varying GARCH (tvGARCH) model has been introduced
by allowing the parameters of a stationary GARCH model to vary as functions of time. It is …

Background In a participatory approach to health and development interventions, defining
and measuring community mobilisation is important, but it is challenging to do this …

The coherent risk measure Expected Shortfall is popularly considered as an alternative to
Value-at-Risk. We briefly review all existing parametric and non-parametric methods to …

Background Community mobilisation is an important component of a participatory approach
to health and development interventions. However, it is challenging to define, measure and …

The estimation of percentage defectives using a normal sampling plan will not be
appropriate when the assumption of normality is violated. In this paper, we propose a …

An attempt is made here to construct and present relative efficiency indices for the services
rendered by health districts and specific hospitals in Botswana, using Stochastic Frontier …

This paper develops a new approach for order selection in autoregressive moving average
models using the focused information criterion. This criterion minimizes the asymptotic mean …