The following pages link to M. Shelton Peiris (Q1019996):
Displaying 18 items.
- (Q4006458) (← links)
- (Q4215575) (← links)
- LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS (Q4319843) (← links)
- A simulation study on vector arma processes with nonstationary innovation:a new approach to identification (Q4347038) (← links)
- A Note on the Filtering for Some Time Series Models (Q4677020) (← links)
- Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models (Q4717688) (← links)
- On prediction with time dependent arma models (Q4721469) (← links)
- (Q4838522) (← links)
- Analysis of short time series with an over-dispersion model (Q4843898) (← links)
- Some Aspects of Forecasting with Vector Moving Average Processes (Q4856022) (← links)
- Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636) (← links)
- (Q5400900) (← links)
- Saddlepoint approximation methods for testing of serial correlation in panel time series data (Q5485062) (← links)
- (Q5687611) (← links)
- (Q5756426) (← links)
- (Q5756428) (← links)
- (Q5852408) (← links)
- Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)
