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Profile

Name: Dr. Josephine Njeri Ngure

Qualifications

  • PhD in Statistics- Pan African University Institute for Basic Sciences, Technology and Innovation (PAUISTI), (2021)
  • Master of science in Applied Statistics - Jomo Kenyatta University of Agriculture and Technology (JKUAT) (2015)
  • Bachelor of science in Actuarial Science - Jomo Kenyatta University of Agriculture and Technology, JKUAT (2012)

External Links/Affiliations

  1. https://scholar.google.com/citations?user=jQtck0hPrggC&hl=en

Research Interests

Publications

  1. Ngure, J.N., Waititu, A.G. & Mundia, S.M. (2023). Detection and Estimation of Change Point in Volatility Function of Foreign Exchange Rate Returns. International Journal of Data Science and Analysis
  2. Ngure, J.N., Waititu, A.G. & Mundia, S.M. (2021). Consistency of an Estimator for Change Point in Volatility of Financial Returns. Journal of Mathematics Research.
  3. Ngure, J.N. & Waititu, A.G. (2021). Change Point Estimation in Volatility of a Time series using a Kolmogorov Smirnov Type Test Statistic. MksU Press
  4. Ngure, J.N., Kihoro, J.M. & Waititu, A. (2015). Principal component and principal axis factoring of factors associated with high population in urban areas: a case study of Juja and Thika, Kenya. American Journal of Theoretical and Applied Statistics 4 (4), 258-263