Pub Date : 1900-01-01DOI: 10.16929/ajas/2021.1041.256
Edoh Katchekpele, T. A. Kpanzou, J. O. Ouedraogo
Several procedures have been developed for the detection of abrupt changes in time series. Among these procedures, it can be mentioned the Cumulative Sum (Cusum) type method. It is in such a perspective that Katchekpele et al. (2017) proposed a method using a Cusum type test to detect a change-point in the unconditional variance of the generalised autoregressive conditional heteroskedasticity(GARCH) models. The aim of this paper is to present an application of their technique. After briefly recalling how the test statistic was constructed, the change-point detection algorithm is given and it is shown how it is applied to some real life data.
{"title":"Change-point detection: application of Cusum method to real life data","authors":"Edoh Katchekpele, T. A. Kpanzou, J. O. Ouedraogo","doi":"10.16929/ajas/2021.1041.256","DOIUrl":"https://doi.org/10.16929/ajas/2021.1041.256","url":null,"abstract":"Several procedures have been developed for the detection of abrupt changes in time series. Among these procedures, it can be mentioned the Cumulative Sum (Cusum) type method. It is in such a perspective that Katchekpele et al. (2017) proposed a method using a Cusum type test to detect a change-point in the unconditional variance of the generalised autoregressive conditional heteroskedasticity(GARCH) models. The aim of this paper is to present an application of their technique. After briefly recalling how the test statistic was constructed, the change-point detection algorithm is given and it is shown how it is applied to some real life data.","PeriodicalId":332314,"journal":{"name":"African Journal of Applied Statistics","volume":"2016 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114785487","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.16929/AJAS/2019.565.231
A. Fagbamigbe, R. Afolabi, Kofoworola Yussuf Alade, A. Adebowale, B. Yusuf
{"title":"Unobserved Heterogeneity in Determinants of Under-five Mortality in Nigeria: Frailty Modeling in Survival Analysis","authors":"A. Fagbamigbe, R. Afolabi, Kofoworola Yussuf Alade, A. Adebowale, B. Yusuf","doi":"10.16929/AJAS/2019.565.231","DOIUrl":"https://doi.org/10.16929/AJAS/2019.565.231","url":null,"abstract":"","PeriodicalId":332314,"journal":{"name":"African Journal of Applied Statistics","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125378045","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.16929/AJAS/2019.551.230
Fatih Chellai, Boudrissa Naima
{"title":"Bayesian Estimation of Cox Proporional Hazard model under A Piecewise Constant model for Baseline Hazard and the problem of Survival Time Axis Grid","authors":"Fatih Chellai, Boudrissa Naima","doi":"10.16929/AJAS/2019.551.230","DOIUrl":"https://doi.org/10.16929/AJAS/2019.551.230","url":null,"abstract":"","PeriodicalId":332314,"journal":{"name":"African Journal of Applied Statistics","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133282002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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