Browsing by Author "Rasaki, Olawale Olanrewaju"

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    Fréchet Random Noise for k-Regime-Switching Mixture Autoregressive Model
    (American Journal of Mathematics and Statistics, 2021) Rasaki, Olawale Olanrewaju; Anthony, Gichuhi Waititu; Nafiu, Lukman Abiodun
    This paper describes Fréchet distribution as a random noise for capturing multimodalities, regime-switching and change-points attributed to uniformly time-varying series via causality of fluctuations, extreme values and heavy-tailed time series. Fréchet Mixture Autoregressive (FMAR) model of k-regime-switching, denoted by FMAR(k; p1, p2 ,, pk ) was developed and Expectation-Maximization (EM) algorithm was used as a method of parameter estimation for the embedded coefficients of AR of k-mixing weights and lag pk. The limiting distribution of the FMAR(k; p1, p2 ,, pk ) model via Gnedenko-Fisher Tippet limiting property was derived to asymptotically approach an exponential function.
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    On the Estimation of k-Regimes Switching of Mixture Autoregressive Model via Weibull Distributional Random Noise
    (International Journal of Probability and Statistics, 2021) Rasaki, Olawale Olanrewaju; Anthony, Gichuhi Waititu; Nafiu, Lukman Abiodun
    This paper describes regime-switching, full range of shape changing distributions (multimodalities), and cycles traits that were characterized by time-varying series via Weibull distributional noise for time series with fluctuations and long-memory. We developed and established a Weibull Mixture Autoregressive model of k-regimes via WMAR(k; p1, p2, , pk ) with Expectation-Maximization (EM) algorithm adopted as parameter estimation technique. The ergodic process for the WMAR(k; p1, p2, , pk ) model was ascertained via the maximized derivation of the absolute value of the subtraction of its likelihood from its expected likelihood.
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    Stochastic Modelling of the Dynamics of the SARS-CoV-2 Epidemic: An Africa Perspective
    (American Journal of Mathematics and Statistics, 2021) Rasaki, Olawale Olanrewaju; Nafiu, Lukman Abiodun; Abdisalam, Hassan Muse; Thierno, Souleymane Barry
    Africa being one of the seven (7) continents is not exempted in the epidemic catastrophe of the respiratory virus called SARS-CoV-2 battling the world. Africa in its totality has been enforcing containment measures to prevent, curb, reduce and contain the widespread of the virus via social-distancing, curfews, economic lockdown in phases. In this paper, we modelled the course of action of the SARS-CoV-2 virus in Africa and its five regions at approximately a year (as at 23/02/2021) of the pandemic via a five transitional compartments SIERD (Susceptible → Exposed→ Infected →Recovery → Dead) model. The datasets for the number of confirmed cases of the virus as well as the number of recoveries and deaths due to the virus as at 23/02/2021 were extracted from Africa Centre for Disease Control (Africa CDC). It was carved-out from the SIERD model, that the rate of contracting the virus in Africa during each individual contact is 36.61%, while the rate in the Central, Eastern, Northern, Southern and Western parts were estimated to be 21.73%, 62.43%, 72.45% and 16.43 respectively. However, the recovery rate from the SARS-CoV-2 infection was 66.35% with Central, Western and Eastern regions dominating with 99.12%, 99.26% and 84.32% rates respectively. Lastly, the overall Infection Fatality rate in Africa was estimated to be 26.16%, while it carted across the Central, Eastern, Northern, Southern and Western regions with 15.3%, 20.4%, 31.6%, 39.4%, and 24.1% respectively.