menuicon

Research

You are here:   Maths & Stats / Publications / Search Results
Follow us_twitter

Publication Search Results

Exact matches for:

51. Pillai TR, Shitan M, Peiris MS
Thulasyammal R. Pillai, Mahendran Shitan and Shelton Peiris: Some Properties of the Generalized Autoregressive Moving Average (GARMA \((1, 1; \delta_1, \delta_2)\)) Model, Communications in Statistics -- Theory and Methods, 41 (2012), 699–716.

52. Ng KH, Peiris MS, Lai SY, Tiew CS
K.H.Ng, S.Peiris, S.Y.Lai, C.S.Tiew: Efficient Estimation of ACD Models Using Estimating Functions, Proceedings of the International Statistics Conference 2011: Statistical Concepts and Methods for the Modern World, Statistical Concepts and Methods for the Modern World, S.Peiris, S.G.Banneheka, C.D.Tilakaratne, T.B.Swartz, S. Ganesalingam (eds.), Institute of Applied Statistics, Sri Lanka, Colombo, Sri Lanka, (2011), 122–134. ISBN 978-955-0056-01-9.

53. Peiris MS, Thavaneswaran A, Appadoo S
S. Peiris, A. Thavaneswaran, S. Appadoo: Doubly stochastic models with GARCH innovations, Applied Mathematics Letters, 24 (2011), no. 11, 1768–1773.

54. Shitan M, Peiris MS
Mahendran Shitan and Shelton Peiris: Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors, Communications in Statistics - Theory and Methods, 40 (2011), no. 13, 2259–2275.

55. Rosner B, Peiris MS, Chan JSK, Marchev D
Bernard Rosner, Shelton Peiris, Jennifer Chan, Dobrin Marchev: Descriptive Statistics, MATH 1015: Biostatistics, CENGAGE Learning, Australia, (2011), 272. ISBN 978-0170213349.

56. Abdulla NA, Mohamed I, Peiris MS, Azizan NA
Norli Anida Abdullah, Ibrahim Mohamed, Shelton Peiris and Nor Azlinna Azizan: A New Iterative Procedure for Estimation of RCA Parameters based on Estimating Functions, Applied Mathematical Sciences, Vol. 5 (2011), no. No 4, 193 – 202,.

57. Pathmanathan D, Ng KH, Peiris MS
D.Pathmanathan, K.H.Ng, S.Peiris: On Estimation of ACD Models with Different Error Distributions, Sri Lankan Journal of Applied Statistics, 10 (2009), 251–269.

58. Pillai TR, Shitan M, Peiris MS
T.Ramiah Pillai, M.Shitan, S.Peiris: Time Series properties of the class of first order autoregressive processes with generalized moving average errors, Journal of Statistics: Advances in Theory and Applications, 2 (2009), no. 1, 71–92.

59. Shitan M, Peiris MS
Shitan, M. and Peiris, S.: On properties of the second order generalized autoregressive GAR(2) model with index, Mathematics and Computers in Simulation, 80 (2009), no. Issue 2, 367–377. MR2582119

60. Shitan M, Peiris MS
Shitan, Mahendran and Peiris, Shelton: Note on the Properties of Generalised Separable Spatial Autoregressive Process, Journal of Probability and Statistics, vol. 2009 (2009), 1–11.

61. Allen DE, Lazarov L, McAleer M, Peiris MS
D.E.Allen, L.Lazarov, M.McAleer, S.Peiris: Comparison of Alternative ACD Models via density and interval forecasts: Evidence from the Australian Stock Market, Mathematics and Computers in Simulation, 79 (2009), no. 8, 2535–2555. MR2531468

62. Allen DE, Chan F, McAleer M, Peiris MS
D. Allen, F. Chan, M. McAleer and S. Peiris: Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks, Journal of Econometrics, 147 (2008), 163–185. MR2472990

63. Perera DI, Peiris MS, Robinson J, Weber NC
DI Perera, MS Peiris, J Robinson, NC Weber: The empirical saddlepoint method applied to testing for serial correlation in panel time series data, Statistics and Probability Letters, 78 (2008), 2876–2882.

64. Thavaneswaran A, Peiris MS, Singh J
A.Thavaneswaran, S.Peiris, J.Singh: Derivation of Kurtosis and Option Pricing Formulae for Popular Volatility Models with Applications in Finance, Communications in Statistics---Theory and Methods, 37 (2008), no. 1, 1799–1814. MR2431451

65. Thavaneswaran A, Peiris MS, Appadoo S
Thavaneswaran, A., Peiris, S., Appadoo,S.: Random Coefficient Volatility Models, Statistics and Probability Letters, 78 (2008), 582–593. MR2409521

66. Shitan M, Peiris MS
Shitan, M. and Peiris, S.: Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study,, Communications in Statistics, Simulation and Computation, 37 (2008), 560–570..

67. Peiris MS, Ng KH, Ibrahim IM
Peiris, M.S., Ng, K.H., Ibrahim, I.M.,: A Review of Recent Developments of Financial Time Series: ACD Modelling using the Estimating Function Approach, Sri Lankan Journal of Applied Statistics, 8 (2007), 1–17.

68. Bertram WK, Peiris MS
William K Bertram, M Shelton Peiris: An example of a misclassification problem to Australian equity data, Computational Statistics and Data Analysis, 51 (2007), 3627–3630. MR2364479

69. Peiris MS, Thavaneswaran A
S Peiris, A Thavaneswaran: An introduction to volatility models with indices, Applied Mathematics Letters, 20 (2007), no. 2, 177–182. MR2283907

70. Perera DI, Peiris MS, Robinson J, Weber NC
D I Perera, M S Peiris, J Robinson and N C Weber: Saddlepoint approximation methods for testing of serial correlation in panel time series data, Journal of Statistical Computation and Simulation, 76 (2006), no. 11, 1001–1015. MR2255899

71. Allen DE, Peiris MS, Yang JW
David Allen, Shelton Peiris and Joey W Yang: An examination of the role of time and its impact on price revision, Australian Journal of Management, 30 (2005), no. 2, 283–301.

72. Peiris MS, Allen DE, Peiris U
Shelton Peiris, David Allen, Udara Peiris: Generalised autoregressive models with conditional heteroscedasticity: An application to financial time series modelling, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.), University of Wollongong, Wollongong, (2005), 75–83. ISBN 1 74128 107 5.

73. Bertram WK, Peiris MS
William K Bertram, M Shelton Peiris: Increasing the quality of volatility forecasts with fractional ARIMA models, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.), University of Wollongong, Wollongong, (2005), 66–74. ISBN 1 74128 107 5.

74. Thavaneswaran A, Appadoo S, Peiris MS
A. Thavaneswaran, S. Appadoo and S. Peiris: Forecasting volatility, Statistics and Probability Letters, 75 (2005), 1–10. MR2185597

75. Peiris MS, Allen DE, Yang W
Shelton Peiris, David Allen and Wenling Yang: Some statistical models for durations and an application to News Corporation stock prices, Mathematics and Computers in Simulation, 68 (2005), 549–556. MR2156401

76. Peiris MS, Allen DE, Thavaneswaran A
Shelton Peiris, David Allen and A. Thavaneswaran: An introduction to generalized moving average model and applications, Journal of Applied Statistical Science, 13 (2004), no. 3, 251–267. MR2162151

77. Perera DI, Peiris MS
D. I. Perera and M. S. Peiris: Significance testing for Lag One serial correlation in repeated measurements using saddlepoint approximation, Sri Lankan Statistical Conference, Visions of Futuristic Methodologies, B. M. de Silva and N. Mukhopadhyay (eds.), PGIS, University of Peradeniya, Peradeniya, Sri Lanka, (2004), 363–370. ISBN 0 86459 339 2.

78. Peiris MS, Rao CR
M. S. Peiris and C. R. Rao: An application of Edgeworth expansion on testing for serial correlation in large number of small samples, Sri Lankan Statistical Conference, Visions of Futuristic Methodologies, B. M. de Silva and N. Mukhopadhyay (eds.), PGIS, University of Peradeniya, Peradeniya, Sri Lanka, (2004), 341–354. ISBN 0 86459 339 2.

79. Peiris MS, Rao CR
M. S. Peiris and C. R. Rao: A note on testing for serial correlation in large number of small samples using tail probability approximations, Communications in Statistics. Theory and Methods, 33 (2004), no. 8, 1767–1777. MR2065173

80. Peiris MS, Thavaneswaran A
S. Peiris and A. Thavaneswaran: A note on the filtering for some time series models, Journal of Time Series Analysis, 25 (2004), no. 3, 397–407. MR2063642

81. Thavaneswaran A, Peiris MS
A. Thavaneswaran and S. Peiris: Smoothed estimates for models with random coefficients and infinite variance, Mathematical Computation and Modelling, 39 (2004), 363–372. MR2046529

82. Peiris MS, Thavaneswaran A, Allen DE, Mellor R
M.S.Peiris, A.Thavaneswaran, D.Allen, R.Mellor: Applications of recursive estimation methods in statistical process control: a comparison, Statistical Methods, 5 (2003), no. 2, 172–183. MR2198742

83. Peiris MS
M. Shelton Peiris: Improving the quality of forecasting using generalized AR models: an application to statistical quality control, Statistical Methods, 5 (2003), no. 2, 156–171. MR2198741

84. Perera DI, Peiris MS, Weber NC
D. Perera, S. Peiris and N. Weber: A Note on the Distribution of Serial Correlation in Large number of Small Samples, Current Research in Modelling, Data Mining and Quantitative Techniques, University of Western Sydney Press, University of Western Sydney, (2003), 172–192. ISBN 0-975-1599-0-9.

85. Ainkaran P, Peiris MS, Mellor R
P.Ainkaran, S.Peiris, R.Mellor: A note on the analysis of short AR(1) type time series models with replicated observations, Current Research in Modelling, Data Mining and Quantitative Techniques, University of Western Sydney Press, University of Western Sydney, (2003), 143–156. ISBN 0-975-1599-0-9.

86. Pemajayantha V, Mellor R, Peiris MS, Rajasekera R
V.Pemajayantha, R.Mellor, S.Peiris, R.Rajasekera: Current Research in Modelling, Data Mining and Quantitative Techniques, University of Western Sydney, University of Western Sydney Press, (2003), 314. ISBN 0-975-1599-0-9.

87. Peiris MS, Mellor R, Ainkaran P
S. Peiris, R. Mellor and P. Ainkaran.: Maximum likelihood estimation for short time series with replicated observations: a simulation study, InterStat, 9, 11 (2003), no. 3, 1–16.

88. Thavaneswaran A, Peiris MS
A. Thavaneswaran and Shelton Peiris: Generalized smoothed estimating functions for nonlinear time series, Statistics and Probability Letters, 65 (2003), 51–56. MR2012624

89. Peiris MS, Rao CR
Peiris, M.S. and Rao, C.R.: On testing for serial correlation in large number of small samples using tail probability approximations, Bulletin of the International Statistical Institute, ISI 54th Session, ISI (ed.), 54th Session, ISI, Berlin, (2003), 232–233.

90. Peiris MS, Allen DE, Yang W
Shelton Peiris, David Allen, and Wenling Yang: Some statistical models for durations and their applications in finance, Modsim, International Congress on Modelling and Simulation, 2003, Modelling and Simulation Society of Australia and New Zealand Inc., Australia, (2003), 1210–1214. ISBN 174052 098X.

91. Hunt RL, Peiris MS, Weber NC
Hunt, R. L., Peiris, M. S. and Weber, N. C.: The bias of lag window estimators of the fractional difference parameter, Journal of Applied Mathematics and Computing, 12 (2003), 67–79. 2004a:62156

92. Peiris MS
M.S.Peiris: A way of teaching statistics: An approach to flexible learning, CAL-laborate, 9 (2002), 13–15.

93. Peiris MS
M.S.Peiris: Teaching Mathematical Statistic, Scholarly Inquiry in Flexible ScienceTeaching and Learning, Flexible Science Teaching and Learning, 2002, UniServe Science, Sydney University, (2002), 85–86. ISBN 1 86487 4902.

94. Singh N, Vadavalli VSS, Peiris MS
N.Singh, V.S.S.Vadavalli, M.S.Peiris: A Note on the Modelling and Analysis of Vector ARMA Processes with Nonstationary Innovations, Mathematical and Computer Modelling, 36 (2002), 1409–1424. 2003k:62240

95. Peiris MS, Thavaneswaran A
M.S. Peiris and A. Thavaneswaran: On the properties of some nonstationary ARMA processes with infinite variance, International Journal of Modelling and Simulation, 21 (2001), 301–304.

96. Peiris MS, Thavaneswaran A
M.S. Peiris and A. Thavaneswaran: Multivariate stable ARMA Processes with time dependent coefficients, Metrika, 54 (2001), no. 2, 131–138. 2002i:62166

97. Peiris MS, Thavaneswaran A
M.S. Peiris and A. Thavaneswaran: Recursive estimation for regression with infinite variance fractional ARIMA noise, Mathematical and Computer Modelling, 34 (2001), 1133–1137. MR1858841

98. Thavaneswaran A, Peiris MS
A Thavaneswaran and S Peiris: Inference for some time series models with random coefficients and infinite variance, Mathematical and Computer Modelling, 33 (2001), 843–849. MR1826538

99. Thavaneswaran A, Peiris MS
A Thavaneswaran, S Peiris: Estimation for regression with infinite variance errors, Mathematical and Computer Modelling, 29 (1999), 177–180. MR1704773

100. Thavaneswaran A, Peiris MS
A Thavaneswaran, Shelton Peiris: Hypothesis testing for some time-series models: a power comparison, Statistics and Probability Letters, 38 (1998), 151–156. 99e:62166

Number of matches: 124 (showing page 2 of 3) Select page: 1  2  3