Peter N. Mwita

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Prof. Suleman Nasiru (PhD)Associate Professor of Statistics, C. K. Tedam University of Technology and Applied SciencesVerified email at cktutas.edu.gh
Oscar Owino NgesaTaita Taveta UniversityVerified email at ttu.ac.ke
Prof. Romanus Odhiambo OtienoProfessor of Statistics, Meru University of Science & TechnologyVerified email at must.ac.ke
Joseph Mung'atuJKUATVerified email at fsc.jkuat.ac.ke
Anthony WaitituProfessor of Statistics, Jomo Kenyatta University of Agriculture and TechnologyVerified email at jkuat.ac.ke
Dr. Cyprian OmariStatistician | Researcher, Department of Statistics and Actuarial Science, Dedan Kimathi UniversityVerified email at dkut.ac.ke
Emmanuel Torsen (Ph.D.)Modibbo Adama University, Yola, Nigeria & Pan African University, Institute for Basic SciencesVerified email at mautech.edu.ng
Anthony NgunyiDedan Kimathi University of TechnologyVerified email at dkut.ac.ke
Ananda Omutokoh KubeKenyatta UniversityVerified email at ku.ac.ke
Prof. J. M. KihoroThe Co-operative University of KenyaVerified email at cuk.ac.ke
George Otieno OrwaAssociate Professor of Mathematical Statistics, JKUAT-KenyaVerified email at jkuat.ac.ke
Levi mbuguaAssociate Professor of StatisticsVerified email at tukenya.ac.ke
Weining WangUniversity of GroningenVerified email at rug.nl
Irene IrunguDoctor of Financial Mathematics, Karatina UniversityVerified email at karu.ac.ke
Queensley C. ChukwudumPhD Financial Mathematics, University of UyoVerified email at uniuyo.edu.ng
Emmanuel IyamuremyeUniversity of Rwanda College of EducationVerified email at aims.ac.tz
Caroline Wanja MugoLecturer ,JKUATVerified email at jkuat.ac.ke
Prof. Verdiana Grace MasanjaProfessor of Applied Mathematics@Nelson Mandela African Institution of Science and TechnologyVerified email at nm-aist.ac.tz
Samuel MwaliliJkuatVerified email at jkuat.ac.ke
WanjoyaDepartment of statistics and actuarial sciences, Jomo Kenyatta University of Agriculture andVerified email at fsc.jkuat.ac.ke

Peter N. Mwita

Professor of Statistics, Machakos University

Verified email at mksu.ac.ke - Homepage

Nonparametric Estimation Time Series and Applications in Finance Extreme Value Theory and Application to Risk Exposures Boots


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Nonparametric estimates for conditional quantiles of time series J Franke, P Mwita	40*	2003
Volatility estimation of stock prices using Garch method JK Koima, PN Mwita, DK Nassiuma Kabarak Journal of Research Innovation, 2015	34	2015
Exponentiated generalized exponential Dagum distribution S Nasiru, PN Mwita, O Ngesa Journal of King Saud University-Science 31 (3), 362-371, 2019	30	2019
Modelling the volatility of exchange rates in the Kenyan market I Maana, PN Mwita, RO Otieno Academic Journals, 2010	27	2010
Alpha power transformed Frechet distribution S Nasiru, PN Mwita, O Ngesa Appl. Math. Inf. Sci 13 (1), 129-141, 2019	25	2019
Exponentiated generalized transformed-transformer family of distributions S Nasiru, PN Mwita, O Ngesa Scienpress Ltd, 2017	25	2017
Modeling USD/KES exchange rate volatility using GARCH models CO Omari, PN Mwita, AG Waititu IOSR Journal of Economics and Finance (IOSR-JEF), 2017	23	2017
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates CO Omari, PN Mwita, AG Waititu Journal of Mathematical Finance, 2017	21	2017
Semiparametric estimation of conditional quantiles for time series, with applications in finance PN Mwita	20	2003
Exponentiated generalized power series family of distributions S Nasiru, PN Mwita, O Ngesa Annals of Data Science 6 (3), 463-489, 2019	17	2019
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-copula model CO Omari, PN Mwita, AW Gichuhi Journal of Mathematical Finance, 2018	13	2018
A New Generalization of Transformed-Transformer Family of Distributions S Nasiru JKUAT, 2018	11	2018
Exponentiated generalized half logistic Burr X distribution S Nasiru, PN Mwita, O Ngesa Advances and Applications in Statistics 52 (3), 145-169, 2018	10	2018
Modelling credit risk for personal loans using product-limit estimator AW Okumu University of Nairobi, 2010	10	2010
Optimal threshold determination based on the mean excess plot QC Chukwudum, P Mwita, JK Mung’atu Communications in Statistics-Theory and Methods 49 (24), 5948-5963, 2020	9	2020
Extreme value modelling of rainfall using poisson-generalized pareto distribution: A case study tanzania E Iyamuremye, J Mung'atu, P Mwita Science Publishing Group, 2019	8	2019
Nonparametric estimation of the error functional of a location-scale model E Torsen, PN Mwita, JK Mung’atu Journal of Statistical and Econometric Methods 7 (4), 1-18, 2018	8	2018
Modeling the volatility of exchange rates in Rwandese markets J de Dieu Ntawihebasenga, JK Mung’atu, PN Mwita American Journal of Theoretical and Applied Statistics 4 (6), 426-431, 2015	8*	2015
On the estimation and properties of logistic regression parameters A Ngunyi, PN Mwita, RO Otieno IOSR Journal, 2014	8	2014
Adjusted extreme conditional quantile autoregression with application to risk measurement MM Kithinji, PN Mwita, AO Kube Journal of Probability and Statistics 2021, 1-10, 2021	6	2021

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