Peiris, Shelton
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Articles (16)

Lin, Edward M. H., Peiris, Shelton, Gerlach, Richard.
Bayesian estimation and inference for logACD models.
Computational Statistics
2016.
31:2548

Peiris, Shelton, Rosadi, Dedi.
Secondorder leastsquares estimation for regression models with autocorrelated errors.
Computational Statistics
2014.
29:931943

Shitan, Mahendran, Peiris, Shelton.
Approximate Asymptotic VarianceCovariance Matrix for the Whittle Estimators of GAR(1) Parameters.
Communications in Statistics: Theory and Methods
2013.
42:756770

Pillai, Thulasyammal R., Shitan, Mahendran, Peiris, Shelton.
Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ1, δ2)) Model.
Communications in Statistics: Theory and Methods
2012.
41:699716

Shitan, Mahendran, Peiris, Shelton.
Time series properties of the class of generalized firstorder autoregressive processes with moving average errors.
Communications in Statistics: Theory and Methods
2011.
40:22592275

Shitana, Mahendran, Peiris, Shelton.
A Note on the Properties of Generalised Separable Spatial Autoregressive Process.
Journal of Probability and Statistics
2009.
2009:111

Pillai, Thulasyammal Ramiah, Shitan, Mahendran, Peiris, Shelton.
Time series properties of the class of first order autoregressive processes with generalized moving average errors.
Journal of Statistics: Advances in Theory and Applications
2009.
2:7192

Shitan, Mahendran, Peiris, Shelton, Peng, Peh Koa.
Forecasting performance of the (MA) model and the (GMA) model with applications to finance.
Journal of Applied Statistical Science
2009.
17:351361

Allen, David, Chan, Felix, McAleer, Michael, Peiris, Shelton.
Finite sample properties of the QMLE for the LogACD model: Application to Australian stocks.
Journal of Econometrics
2008.
147:163185

Peiris, Shelton, Allen, David, Yang, Wenling.
Some statistical models for durations and an application to News Corporation stock prices.
Mathematics and Computers in Simulation
2005.
68:545552

Peiris, Shelton, Rao, C. R..
A note on testing for serial correlation in large number of small samples using tail probability approximations.
Communications in Statistics: Theory and Methods
2004.
33:17671777

Thavaneswaran, A., Peiris, Shelton.
Generalized smoothed estimating functions for nonlinear time series.
Statistics & Probability Letters
2003.
65:5156

Peiris, Shelton, Mellor, R., Ainkaran, P..
Maximum likelihood estimation for short time series with replicated observations: A simulation study observations.
InterStat (London)
2003.
11:116

Thavaneswaran, A., Peiris, Shelton.
Hypothesis testing for some timeseries models: A power comparison.
Statistics & Probability Letters
1998.
38:151156

Thavaneswaran, A., Peiris, Shelton.
Nonparametric estimation for some nonlinear models.
Statistics & Probability Letters
1996.
28:227233

Chen, Gemai, Abraham, Bovas, Peiris, Shelton.
Lag window estimation of the degree of differencing in fractionally integrated time series models.
Journal of Time Series Analysis
1994.
15:473487