The following pages link to M. Shelton Peiris (Q1019996):
Displaying 50 items.
- (Q299271) (redirect page) (← links)
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
- A note on the properties of generalised separable spatial autoregressive process (Q609688) (← links)
- Doubly stochastic models with GARCH innovations (Q654181) (← links)
- Bayesian estimation and inference for log-ACD models (Q736572) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- An introduction to volatility models with indices (Q868010) (← links)
- (Q956356) (redirect page) (← links)
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- An example of a misclassification problem applied to Australian equity data (Q1019997) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
- On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
- A note on the properties of some nonstationary ARMA processes (Q1087288) (← links)
- On the study of some functions of multivariate ARMA processes (Q1098529) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- Generalized smoothed estimating functions for nonlinear time series. (Q1423103) (← links)
- The bias of lag window estimators of the fractional difference parameter. (Q1432802) (← links)
- Estimation for regression with infinite variance errors (Q1596877) (← links)
- Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Multivariate stable ARMA processes with time dependent coefficients (Q1865225) (← links)
- Nonparametric estimation for some nonlinear models (Q1922244) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
- The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157) (← links)
- Random coefficient volatility models (Q2483427) (← links)
- Some statistical models for durations and an application to News Corporation stock prices (Q2486203) (← links)
- Forecasting volatility (Q2575551) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- Count Distribution for Generalized Weibull Duration with Applications (Q2796914) (← links)
- Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ<sub>1</sub>, δ<sub>2</sub>)) Model (Q2884874) (← links)
- (Q2888194) (← links)
- Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837) (← links)
- A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations (Q3155353) (← links)
- (Q3224722) (← links)
- Analysis of multivariate arma processes with non-stationary innovations (Q3352337) (← links)
- (Q3378837) (← links)
- (Q3468475) (← links)
- Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)
- Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (Q3625279) (← links)
- (Q3766665) (← links)
- A Note on the Predictors of Differenced Sequences (Q3768225) (← links)
- On the prediction of multivariate arma processes with a time dependent covariance structure (Q3783389) (← links)
- ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS (Q3821446) (← links)
