M. Shelton Peiris: search on Z-Library

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1

LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Gemai Chen, Bovas Abraham, Shelton Peiris

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 797 KB

english, 1994

2

Second-order least-squares estimation for regression models with autocorrelated errors

Rosadi, Dedi, Peiris, Shelton

Journal:

Computational Statistics

Year:

2014

Language:

english

File:

PDF, 208 KB

english, 2014

3

On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin

Phillip, Andrew, Chan, Jennifer, Peiris, Shelton

Journal:

Econometrics and Statistics

Year:

2018

Language:

english

File:

PDF, 828 KB

english, 2018

4

An example of a misclassification problem applied to Australian equity data

William K. Bertram, M. Shelton Peiris

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 140 KB

english, 2007

5

Efficient modelling and forecasting with range based volatility models and its application

Ng, Kok Haur, Peiris, Shelton, Chan, Jennifer So-kuen, Allen, David, Ng, Kooi Huat

Journal:

The North American Journal of Economics and Finance

Year:

2017

Language:

english

File:

PDF, 1.07 MB

english, 2017

6

Estimating and simulating Weibull models of risk or price durations: An application to ACD models

Allen, David, Ng, K.H., Peiris, Shelton

Journal:

The North American Journal of Economics and Finance

Year:

2013

Language:

english

File:

PDF, 756 KB

english, 2013

7

A simple and asymptotically optimal test for equality of q(≥ 2) multivariate normal distributions: A pragmatic approach to multivatiate one-way classification

N. Singh, M. Shelton Peiris

Journal:

Microelectronics Reliability

Year:

1987

Language:

english

File:

PDF, 218 KB

english, 1987

8

Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ 1 , δ 2 )) Model

Pillai, Thulasyammal R., Shitan, Mahendran, Peiris, Shelton

Journal:

Communication in Statistics- Theory and Methods

Year:

2012

Language:

english

File:

PDF, 394 KB

english, 2012

9

Hypothesis testing for some time-series models: a power comparison

A. Thavaneswaran, Shelton Peiris

Journal:

Statistics & Probability Letters

Year:

1998

Language:

english

File:

PDF, 246 KB

english, 1998

10

Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models

M. Shelton Peiris, N. Singh

Journal:

Biometrical Journal

Year:

1996

Language:

english

File:

PDF, 447 KB

english, 1996

11

Improving the precision on forecasting

M.Shelton Peiris

Journal:

Microelectronics Reliability

Year:

1996

Language:

english

File:

PDF, 124 KB

english, 1996

12

A Note on the Predictors of Differenced Sequences

M. Shelton Peiris

Journal:

Australian & New Zealand Journal of Statistics

Year:

1987

Language:

english

File:

PDF, 274 KB

english, 1987

13

An introduction to vector Gegenbauer processes with long memory

Wu, Hao, Peiris, Shelton

Journal:

Year:

2018

Language:

english

File:

PDF, 678 KB

english, 2018

14

Nonparametric estimation for some nonlinear models

A. Thavaneswaran, Shelton Peiris

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 283 KB

english, 1996

15

On the prediction of multivariate arma processes with a time dependent covariance structure

Shelton Peiris, M.

Journal:

Communication in Statistics- Theory and Methods

Year:

1988

Language:

english

File:

PDF, 301 KB

english, 1988

16

Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market

David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris

Journal:

Mathematics and Computers in Simulation

Year:

2009

Language:

english

File:

PDF, 936 KB

english, 2009

17

The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics

Allen, David, Ng, K.H., Peiris, Shelton

Journal:

Economics Letters

Year:

2013

Language:

english

File:

PDF, 1.06 MB

english, 2013

18

Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants

Yatigammana, Rasika, Peiris, Shelton, Gerlach, Richard, Allen, David

Journal:

Year:

2018

Language:

english

File:

PDF, 587 KB

english, 2018

19

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Peiris, Shelton, Asai, Manabu, McAleer, Michael

Journal:

Journal of Risk and Financial Management

Year:

2017

Language:

english

File:

PDF, 378 KB

english, 2017

20

Generalized smoothed estimating functions for nonlinear time series

A. Thavaneswaran, Shelton Peiris

Journal:

Statistics & Probability Letters

Year:

2003

Language:

english

File:

PDF, 208 KB

english, 2003

21

Multivariate stable ARMA processes with time dependent coefficients

M. Shelton Peiris, A. Thavaneswaran

Journal:

Year:

2001

Language:

english

File:

PDF, 79 KB

english, 2001

22

A note on the properties of some nonstationary ARMA processes

N. Singh, M.Shelton Peiris

Journal:

Stochastic Processes and their Applications

Year:

1987

Language:

english

File:

PDF, 222 KB

english, 1987

23

On properties of the second order generalized autoregressive GAR(2) model with index

Mahendran Shitan, Shelton Peiris

Journal:

Mathematics and Computers in Simulation

Year:

2009

Language:

english

File:

PDF, 576 KB

english, 2009

24

A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations

Peiris #, Shelton, Rao, C. R.

Journal:

Communication in Statistics- Theory and Methods

Year:

2004

Language:

english

File:

PDF, 172 KB

english, 2004

25

Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

Allen, David, McAleer, Michael, Peiris, Shelton, Singh, Abhay

Journal:

Year:

2016

Language:

english

File:

PDF, 1008 KB

english, 2016

26

Some Aspects of Forecasting with Vector Moving Average Processes

Peiris, M. Shelton

Journal:

Calcutta Statistical Association Bulletin

Year:

1994

File:

PDF, 1.39 MB

1994

27

Selected Proceedings of the Symposium on Estimating Functions || On the Prediction for Some Nonlinear Time Series Models Using Estimating Functions

Bovas Abraham, A. Thavaneswaran and Shelton Peiris

Journal:

IMS Lecture Notes--Monograph Series

Year:

1997

Language:

english

File:

PDF, 714 KB

english, 1997

28

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study

Shitan, Mahendran, Peiris, Shelton

Journal:

Communications in Statistics - Simulation and Computation

Year:

2008

Language:

english

File:

PDF, 445 KB

english, 2008

29

Realized stochastic volatility models with generalized Gegenbauer long memory

Asai, Manabu, McAleer, Michael, Peiris, Shelton

Journal:

Econometrics and Statistics

Year:

2019

Language:

english

File:

PDF, 691 KB

english, 2019

30

Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors

Shitan, Mahendran, Peiris, Shelton

Journal:

Communication in Statistics- Theory and Methods

Year:

2011

Language:

english

File:

PDF, 423 KB

english, 2011

31

Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters

Shitan, Mahendran, Peiris, Shelton

Journal:

Communication in Statistics- Theory and Methods

Year:

2013

Language:

english

File:

PDF, 143 KB

english, 2013

32

On long memory effects in the volatility measure of Cryptocurrencies

Phillip, Andrew, Chan, Jennifer, Peiris, Shelton

Journal:

Finance Research Letters

Year:

2018

Language:

english

File:

PDF, 682 KB

english, 2018

33

Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks

David Allen, Felix Chan, Michael McAleer, Shelton Peiris

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 3.89 MB

english, 2008

34

Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities

Journal:

Statistical Papers

Year:

2014

Language:

english

File:

PDF, 171 KB

english, 2014

35

Some statistical models for durations and an application to News Corporation stock prices

Shelton Peiris, David Allen, Wenling Yang

Journal:

Mathematics and Computers in Simulation

Year:

2005

Language:

english

File:

PDF, 82 KB

english, 2005

36

A Note on the Properties of Generalised Separable Spatial Autoregressive Process

Shitan, Mahendran, Peiris, Shelton

Journal:

Journal of Probability and Statistics

Year:

2009

Language:

english

File:

PDF, 4.94 MB

english, 2009

37

Analysis of multivariate arma processes with non-stationary innovations

Shelton Peiris, M.

Journal:

Communication in Statistics- Theory and Methods

Year:

1990

Language:

english

File:

PDF, 112 KB

english, 1990

38

On prediction with time dependent arma models

Shelton Peiris, M.

Journal:

Communication in Statistics- Theory and Methods

Year:

1986

Language:

english

File:

PDF, 252 KB

english, 1986

39

Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications

Phillip, Andrew, Chan, Jennifer S.K., Peiris, Shelton

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2018

Language:

english

File:

PDF, 2.80 MB

english, 2018

40

On the Properties of some Nonstationary ARMA Processes with Infinite Variance

Shelton Peiris, M., Thavaneswaran, A.

Journal:

International Journal of Modelling and Simulation

Year:

2001

Language:

english

File:

PDF, 930 KB

english, 2001

41

Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models

Chan, Jennifer So Kuen, Ng, Kok-Haur, Nitithumbundit, Thanakorn, Peiris, Shelton

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2018

Language:

english

File:

PDF, 3.93 MB

english, 2018

42

Bayesian estimation and inference for log-ACD models

Gerlach, Richard, Peiris, Shelton, Lin, Edward M. H.

Journal:

Computational Statistics

Year:

2016

Language:

english

File:

PDF, 548 KB

english, 2016

43

Some Aspects of Forecasting with Vector Moving Average Processes

Peiris, M. Shelton

Journal:

Calcutta Statistical Association Bulletin

Year:

1994

Language:

english

File:

PDF, 1.39 MB

english, 1994

44

On the study of some functions of multivariate ARMA processes

M.Shelton Peiris

Journal:

Journal of Multivariate Analysis

Year:

1988

Language:

english

File:

PDF, 257 KB

english, 1988

45

Realized stochastic volatility models with generalized Gegenbauer long memory

Asai, Manabu, McAleer, Michael, Peiris, Shelton

Journal:

Econometrics and Statistics

Year:

2019

File:

PDF, 691 KB

2019

46

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

Ng, K.H., Peiris, Shelton, Gerlach, Richard

Journal:

Expert Systems with Applications

Year:

2014

Language:

english

File:

PDF, 1.54 MB

english, 2014

47

Statistical analysis of ERA and the quality of research in Australian universities

Jajo, Nethal K., Peiris, Shelton

Journal:

Journal of Applied Research in Higher Education

Year:

2020

File:

PDF, 549 KB

2020

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