School of Pure and Applied Sciences: Recent submissions
Now showing items 201-220 of 259
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Nonparametric Estimation of the Error Functional of a Location-Scale Model
(Scienpress Ltd, 2018-10-01)Two estimators of the distribution of the error term are proposed based on nonparametric regression residuals; considering a heteroscadastic location-scale model where the mean and variance functions are smooth, and the ... -
Consistency of the Model Order Change-Point Estimator for GARCH Models
(Scientific Research Publishing Inc., 2018)GARCH models have been commonly used to capture volatility dynamics in financial time series. A key assumption utilized is that the series is stationary as this allows for model identifiability. This however violates the ... -
Exponentiated Generalized Power Series Family of Distributions
(2018)In this paper, a new family of distributions called the exponentiated generalized power series family is proposed and studied. Statistical properties such as stochastic order, quantile function, entropy, mean residual ... -
Modeling USD/KES Exchange Rate Volatility using GARCH Models
(IOSR Journal of Economics and Finance (IOSR-JEF), 2017-02)this paper the generalized autoregressive conditional heteroscedastic models are applied in modeling exchange rate volatility of the USD/KES exchange rate using daily observations over the period starting 3rd January 2003 ... -
Imputation Based Treatment Effect Estimators
(2017-09-15)The problem of counterfactual and control group is at the core of impact evaluation. Almost all existing methods aim to find the best control group to compare with the treated group. The aim of this study is to use ... -
Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study
(Science Publishing Group, 2017-05-22)Value at Risk (VaR) became the industry accepted measure for risk by financial institutions and their regulators after the Basel I Accords agreement of 1996. As a result, many methodologies of estimating VaR models used ... -
Exponentiated Generalized Transformed-Transformer Family of Distributions
(Scienpress Ltd, 2017)Recently, the development of generalized class of distributions has become an issue of interest, to both applied and theoretical statisticians, due to their wider application in different fields of studies. Thus, ... -
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Scientific Research Publishing Inc., 2017)This paper implements different approaches used to compute the one-day Value-at-Risk (VaR) forecast for a portfolio of four currency exchange rates. The concepts and techniques of the conventional methods considered in ... -
Estimating Dependence Structure and Risk of Financial Market Crash
(Canadian Center of Science and Education, 2016-10)In this paper, we estimate the dependence structure between international stock markets using copulas. Different relationships that exist in normal and extreme periods were estimated using Clayton copula. The Inference ... -
Empirical and numerical analysis of small wind turbine aerodynamic performance at a plateau terrain in Kenya
(2016)Kenya's energy depends on fossil fuels and the country is yet to embrace alternative sources that are environmentally friendly. In this paper, empirical and computational approaches are presented to investigate aerodynamic ... -
Experimental and numerical study of turbulence effect on aerodynamic performance of a small-scale vertical axis wind turbine
(2016)The suitability of vertical axis wind turbines (VAWTs) in harnessing energy within a complex wind environment has increased their renewed interest. However, there still exists a huge knowledge gap about the aerodynamic ... -
Reactivity, Characterization of Reaction Products and Immobilization of Lead in Water and Sediments using Quercetin Pentaphosphate
(RSC, 2016)Lead is currently ranked the number one heavy metal pollutant with maximum contaminant level (MCL) of 0.015 mg/L. The use of organicsolvent free methods to immobilize lead from the environment is attracting the attention ... -
Comparative studies in electrochemical degradation of sulfamethoxazole and diclofenac in water by using various electrodes and phosphate and sulfate supporting electrolytes
(Taylor and Francis, 2016-06)In this study, the electro-oxidation capacities of Na2SO4 and potassium phosphate buffer supporting electrolytes were tested and compared for destruction of the sulfamethoxazole (SMX) and diclofenac (DCF) on platinum (Pt) ... -
Residue levels and discharge loads of antibiotics in wastewater treatment plants (WWTPs), hospital lagoons, and rivers within Lake Victoria Basin, Kenya
(Springer International Publishing Switzerland, 2015-12)The detection of antibiotics in water systems has instigated great environmental concern due to the toxicological effects associated with these compounds. Their discharge into the environment results from the ubiquity ... -
Signal monitoring and performance stability evaluation tool in a high speed optical communication network
(Elsevier, 2016)The diverse communication systems in South Africa have changed drastically over the last few years and are envisioned to continue to improve as evidenced by the deployment of high speed optical fibre networks, in both ... -
Comparison of Three Solid Phase Materials for the Extraction of Carboxylic Acids from River Water Followed by 2D GC × GC-TOFMS Determination
(Hindawi Publishing Corporation, 2016)The extraction and determination of aliphatic and aromatic carboxylic acids as well as their influence on the aromaticity and molecularity relationship of natural organic matter (NOM) in water are reported in this study.Three ... -
Experimental and Theoretical Characterization of Metal Complexation with Humic Acid
(2016)This study investigated the bonding of calcium and magnesium to specific sites in humic acid as a function of pH, temperature, and trace metal concentrations. Other metals were investigated but not in detail. Using a ... -
Volatility Estimation of Stock Prices using Garch Method
(European Journal of Business and Management, 2015)Economic decisions are modeled based on perceived distribution of the random variables in the future, assessment and measurement of the variance which has a significant impact on the future profit or losses of particular ... -
A numerical analysis of unsteady inflow wind for site specific vertical axis wind turbine: A case study for Marsabit and Garissa in Kenya
(Elsevier, 2014)Most of the wind analysis studies have been conducted under steady wind conditions. The study of real unsteady wind environment, however, is still an open-ended research question. This is attributable to the existing ...
