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  • Search: isPartOf:"Journal of Applied Statistics"
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Year of publication
Subject
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Nigeria 186 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 41 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Wirtschaftswachstum 32 Volatilität 30 Börsenkurs 24 Share price 24 Time series analysis 23 Zeitreihenanalyse 23 ARCH model 22 ARCH-Modell 22 Aktienmarkt 20 Stock market 20 GARCH 19 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Zins 15 Asymmetry 14 Forecasting model 14 Kaufkraftparität 14 Monetary Policy 14 Prognoseverfahren 14 Purchasing power parity 14 Structural break 14
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Online availability
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Undetermined 2,046 Free 428
Type of publication
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Article 2,474
Type of publication (narrower categories)
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Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
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Undetermined 2,046 English 428
Author
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Doguwa, Sani I. 26 Omotosho, Babatunde S. 26 Bawa, Sani 16 Atoi, Ngozi V. 14 Balamurali, S. 13 Bada, Abiodun S. 12 Bassey, Kufre J. 12 Yaya, OlaOluwa S. 12 Abdullahi, Ismaila S. 10 Mardia, K. V. 10 Olowofeso, Olorunsola E. 10 Tumala, Mohammed M. 10 Shukur, Ghazi 9 Chen, Chung-Ho 8 Essien, Sunday N. 8 Govindaraju, K. 8 Hutson, Alan 8 Koukouvinos, C. 8 Molenberghs, Geert 8 Yaaba, Baba N. 8 Achcar, Jorge Alberto 7 Aslam, Muhammad 7 Bolfarine, Heleno 7 Galea, Manuel 7 Ganjali, M. 7 Ghosh, D. K. 7 Guo, Jiin-Huarng 7 Huang, Yangxin 7 Ober, Pieter Bastiaan 7 Oh, Man-Suk 7 Adejo, Valli T. 6 Adeleke, Abiola O. 6 Ajibola, Isaiah O. 6 Ajibola, Olufemi I. 6 Alade, Sarah O. 6 Asemota, Omorogbe J. 6 Bakouch, Hassan S. 6 Chou, Chao-Yu 6 Dialsingh, Isaac 6 Dzaan, Kumafan S. 6
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Institution
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Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
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Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
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RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 1,281 - 1,290 of 2,474
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A variables repetitive group sampling plan under failure-censored reliability tests for Weibull distribution
Jun, Chi-Hyuck; Lee, Hyeseon; Lee, Sang-Ho; Balamurali, S. - In: Journal of Applied Statistics 37 (2010) 3, pp. 453-460
We propose a variables repetitive group sampling plan under type-II or failure-censored life testing when the lifetime of a part follows a Weibull distribution with a known shape parameter. The acceptance criteria do not involve unknown scale parameter differently from the existing plans. To...
Persistent link: https://www.econbiz.de/10008503023
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Application of a Markovian process to the calculation of mean time equilibrium in a genetic drift model
Rios, Martin; Monleon-Getino, Toni - In: Journal of Applied Statistics 37 (2010) 3, pp. 501-513
The most common phenomena in the evolution process are natural selection and genetic drift. In this article, we propose a probabilistic method to calculate the mean and variance time for random genetic drift equilibrium, measured as number of generations, based on Markov process and a complex...
Persistent link: https://www.econbiz.de/10008503024
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The diagnostic accuracy of a composite index increases as the number of partitions of the components increases and when specific weights are assigned to each component
Kourlaba, Georgia; Panagiotakos, Demosthenes - In: Journal of Applied Statistics 37 (2010) 4, pp. 537-554
The aim of this work was to evaluate whether the number of partitions of index components and the use of specific weights for each component influence the diagnostic accuracy of a composite index. Simulation studies were conducted in order to compare the sensitivity, specificity and area under...
Persistent link: https://www.econbiz.de/10008503026
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Bayesian analysis for bivariate von Mises distributions
Mardia, Kanti - In: Journal of Applied Statistics 37 (2010) 3, pp. 515-528
There has been renewed interest in the directional Bayesian analysis for the bivariate case especially in view of its fundamental new and challenging applications to bioinformatics. The previous work had concentrated on Bayesian analysis for univariate von Mises distribution. Here, we give the...
Persistent link: https://www.econbiz.de/10008503027
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Time truncated acceptance sampling plans for generalized exponential distribution
Aslam, Muhammad; Kundu, Debasis; Ahmad, Munir - In: Journal of Applied Statistics 37 (2010) 4, pp. 555-566
Acceptance sampling plans for generalized exponential distribution when the lifetime experiment is truncated at a pre-determined time are provided in this article. The tables are provided for the minimum sample size required to ensure a certain median life of the experimental unit when the shape...
Persistent link: https://www.econbiz.de/10008503028
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Interval estimation of a small proportion via inverse sampling
Chan, Ling-Yau; Mukerjee, Rahul - In: Journal of Applied Statistics 37 (2010) 3, pp. 425-433
On the basis of a negative binomial sampling scheme, we consider a uniformly most accurate upper confidence limit for a small but unknown proportion, such as the proportion of defectives in a manufacturing process. The optimal stopping rule, with reference to the twin criteria of the expected...
Persistent link: https://www.econbiz.de/10008503029
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A double acceptance sampling plan for generalized log-logistic distributions with known shape parameters
Aslam, Muhammad; Jun, Chi-Hyuck - In: Journal of Applied Statistics 37 (2010) 3, pp. 405-414
A double acceptance sampling plan for the truncated life test is developed assuming that the lifetime of a product follows a generalized log-logistic distribution with known shape parameters. The zero and one failure scheme is mainly considered, where the lot is accepted if no failures are...
Persistent link: https://www.econbiz.de/10008503030
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The eigenstructure of block-structured correlation matrices and its implications for principal component analysis
Cadima, Jorge; Calheiros, Francisco Lage; Preto, Isabel - In: Journal of Applied Statistics 37 (2010) 4, pp. 577-589
Block-structured correlation matrices are correlation matrices in which the p variables are subdivided into homogeneous groups, with equal correlations for variables within each group, and equal correlations between any given pair of variables from different groups. Block-structured correlation...
Persistent link: https://www.econbiz.de/10008503031
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Random effects models for operational patient pathways
Adeyemi, Shola; Chaussalet, Thierry; Xie, Haifeng; … - In: Journal of Applied Statistics 37 (2010) 4, pp. 691-701
Patient flow modeling is a growing field of interest in health services research. Several techniques have been applied to model movement of patients within and between health-care facilities. However, individual patient experience during the delivery of care has always been overlooked. In this...
Persistent link: https://www.econbiz.de/10008503032
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A distance-based rounding strategy for post-imputation ordinal data
Demirtas, Hakan - In: Journal of Applied Statistics 37 (2010) 3, pp. 489-500
Multiple imputation has emerged as a widely used model-based approach in dealing with incomplete data in many application areas. Gaussian and log-linear imputation models are fairly straightforward to implement for continuous and discrete data, respectively. However, in missing data settings...
Persistent link: https://www.econbiz.de/10008503033
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