Eugene Kouassi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fisher information matrix for two-way random effects model with heteroscedasticity REVSTAT	2026-03-11	Paper
Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations Communications in Statistics. Simulation and Computation	2022-07-04	Paper
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 Computational Statistics	2021-06-16	Paper
Testing for heteroskedasticity and spatial correlation in a two way random effects model Computational Statistics and Data Analysis	2018-11-02	Paper
Estimating and Predicting the General Random Effects Model Journal of Forecasting	2018-10-12	Paper
Prediction from the one-way error components model with AR(1) disturbances Journal of Forecasting	2018-10-11	Paper
The ARCH(2) model: pseudo-maximum estimation and asymptotic results under dependent innovations Communications in Statistics: Theory and Methods	2018-06-01	Paper
Pseudo maximum likelihood estimation of the univariate GARCH(2,2) and asymptotic normality under dependent innovations Communications in Statistics: Theory and Methods	2018-02-21	Paper
Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties Communications in Statistics: Theory and Methods	2017-12-15	Paper
A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model Communications in Statistics. Theory and Methods	2014-10-14	Paper

Research outcomes over time

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