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Renaud Fadonougbo
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 2
Top Topics
Hyperparameters
Closed Form
Maximum Likelihood Estimates
Heavy Tailed
Top Venues
Comput. Stat.
Commun. Stat. Simul. Comput.
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Publications
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Patrice Soh Takam
,
Eugene Kouassi
,
Renaud Fadonougbo
,
Martin Kegnenlezom
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1.
Comput. Stat.
36 (2) (2021)
Patrice Soh Takam
,
Eugene Kouassi
,
Renaud Fadonougbo
,
Jean Marcelin Bosson Brou
,
Mbodja Mougoué
Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations.
Commun. Stat. Simul. Comput.
49 (8) (2020)