Eugene Kouassi

Available identifiers

zbMath Open kouassi.eugeneMaRDI QIDQ1615221

List of research outcomes

Publication	Date of Publication	Type
Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations	2022-07-04	Paper
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1	2021-06-16	Paper
Testing for heteroskedasticity and spatial correlation in a two way random effects model	2018-11-02	Paper
Estimating and Predicting the General Random Effects Model	2018-10-12	Paper
Prediction from the One‐Way Error Components Model with AR(1) Disturbances	2018-10-11	Paper
The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations	2018-06-01	Paper
Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations	2018-02-21	Paper
Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties	2017-12-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Eugene Kouassi