Browsing Department of Statistics by Author "Apaka Rangita, Silas N Onyango, Omolo Ongati, Otula Nyakinda"
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Jumps in the Kenyan Interest Rates
Apaka Rangita, Silas N Onyango, Omolo Ongati, Otula Nyakinda (INTERNATIONAL JOURNAL OF MULTIDISCIPLINARY SCIENCES AND ENGINEERING, 2014-11-11)— In this paper, we use the Bernoulli Jump Diffusion (BJD) process to test for the existence and probability of jumps in the Kenyan interest rates. We test these using the Maximum Likelihood Estimation (MLE) method on ... -
Supply, Demand, Equilibrium, Deterministic, Stochastic, Logistic and Differential Equations
Apaka Rangita, Silas N Onyango, Omolo Ongati, Otula Nyakinda (INTERNATIONAL JOURNAL OF MULTIDISCIPLINARY SCIENCES AND ENGINEERING, 2014)In this paper, we use the Bernoulli Jump Diffusion (BJD) process to test for the existence and probability of jumps in the Kenyan interest rates. We test these using the Maximum Likelihood Estimation (MLE) method on the ...