×

zbMATH — the first resource for mathematics

Peiris, M. Shelton

Compute Distance To:
Author ID: peiris.m-shelton Recent zbMATH articles by "Peiris, M. Shelton"
Published as: Peiris, M. S.; Peiris, M. Shelton; Peiris, S.; Peiris, Shelton; Shelton Peiris, M.
External Links: MGP · Wikidata
Documents Indexed: 62 Publications since 1986

Publications by Year

Citations contained in zbMATH

35 Publications have been cited 126 times in 82 Documents Cited by Year
Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks. Zbl 1429.62649
Allen, David; Chan, Felix; McAleer, Michael; Peiris, Shelton
19
2008
Lag window estimation of the degree of differencing in fractionally integrated time series models. Zbl 0825.62685
Chen, Gemai; Abraham, Bovas; Peiris, Shelton
14
1994
Generalized autoregressive (GAR) model: A comparison of maximum likelihood and Whittle estimation procedures using a simulation study. Zbl 1159.62325
Shitan, Mahendran; Peiris, Shelton
6
2008
Forecasting volatility. Zbl 1077.62100
Thavaneswaran, A.; Appadoo, S. S.; Peiris, S.
6
2005
Improving the quality of forecasting using generalized AR models: an application to statistical quality control. Zbl 1174.62502
Peiris, M. Shelton
6
2003
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Zbl 1162.91520
Allen, David; Lazarov, Zdravetz; McAleer, Michael; Peiris, Shelton
5
2009
An introduction to volatility models with indices. Zbl 1104.62113
Peiris, S.; Thavaneswaran, A.
5
2007
Nonparametric estimation for some nonlinear models. Zbl 0897.62041
Thavaneswaran, A.; Peiris, Shelton
5
1996
Analysis of short time series with an over-dispersion model. Zbl 0825.62276
Rai, S. N.; Abraham, B.; Peiris, S.
5
1995
Saddlepoint approximation methods for testing of serial correlation in panel time series data. Zbl 1112.62098
Perera, D. I.; Peiris, M. S.; Robinson, J.; Weber, N. C.
4
2006
Predictors for seasonal and nonseasonal fractionally integrated ARIMA models. Zbl 0859.62084
Shelton Peiris, M.; Singh, N.
4
1996
On prediction with fractionally differenced ARIMA models. Zbl 0668.62069
Peiris, M. S.; Perera, B. J. C.
4
1988
On the study of some functions of multivariate ARMA processes. Zbl 0637.62083
Peiris, M. Shelton
4
1988
A note on the properties of some nonstationary ARMA processes. Zbl 0611.62110
Singh, N.; Peiris, M. Shelton
4
1987
Second-order least-squares estimation for regression models with autocorrelated errors. Zbl 1306.65127
Rosadi, Dedi; Peiris, Shelton
3
2014
An introduction to generalized moving average models and applications. Zbl 1086.62101
Peiris, Shelton; Allen, David; Thavaneswaran, A.
3
2005
Inference for some time series models with random coefficients and infinite variance innovations. Zbl 0967.62071
Thavaneswaran, A.; Peiris, S.
3
2001
Estimation for regression with infinite variance errors. Zbl 0990.62081
Thavaneswaran, A.; Peiris, S.
3
1999
Bayesian estimation and inference for log-ACD models. Zbl 1342.65033
Gerlach, Richard; Peiris, Shelton; Lin, Edward M. H.
2
2016
Approximate asymptotic variance-covariance matrix for the Whittle estimators of GAR(1) parameters. Zbl 1347.62186
Shitan, Mahendran; Peiris, Shelton
2
2013
The empirical saddlepoint method applied to testing for serial correlation in panel time series data. Zbl 1317.62073
Perera, D. I.; Peiris, M. S.; Robinson, J.; Weber, N. C.
2
2008
A note on testing for serial correlation in large number of small samples using tail probability approximations. Zbl 1135.62370
Peiris, Shelton; Rao, C. R.
2
2004
On the prediction for some nonlinear time series models using estimating functions. Zbl 0945.62094
Abraham, Bovas; Thavaneswaran, A.; Peiris, Shelton
2
1997
On the prediction of multivariate ARMA processes with a time dependent covariance structure. Zbl 0642.62052
Peiris, M. Shelton
2
1988
State space modeling of Gegenbauer processes with long memory. Zbl 06918327
Dissanayake, G. S.; Peiris, M. S.; Proietti, T.
1
2016
Time series properties of the class of generalized first-order autoregressive processes with moving average errors. Zbl 1318.62281
Shitan, Mahendran; Peiris, Shelton
1
2011
A note on the properties of generalised separable spatial autoregressive process. Zbl 1201.62104
Shitan, Mahendran; Peiris, Shelton
1
2009
On properties of the second order generalized autoregressive GAR(2) model with index. Zbl 1175.62097
Shitan, Mahendran; Peiris, Shelton
1
2009
A note on the modelling and analysis of vector ARMA processes with nonstationary innovations. Zbl 1031.62077
Singh, N.; Yadavalli, S. S.; Peiris, M. S.
1
2002
Multivariate stable ARMA processes with time dependent coefficients. Zbl 1109.62355
Peiris, M. Shelton; Thavaneswaran, A.
1
2001
A simulation study on vector ARMA processes with nonstationary innovation: a new approach to identification. Zbl 1102.62341
Singh, N.; Peiris, M. S.
1
1997
A note on the estimation of degree of differencing in long memory time series analysis. Zbl 0818.62080
Peiris, M. S.; Court, J. R.
1
1993
Analysis on multivariate ARMA processes with non-stationary innovations. Zbl 0728.62094
Peiris, M. Shelton
1
1990
A note on the predictors of differenced sequences. Zbl 0631.62101
Peiris, M. Shelton
1
1987
On prediction with time dependent ARMA models. Zbl 0614.62122
Peiris, M. Shelton
1
1986
Bayesian estimation and inference for log-ACD models. Zbl 1342.65033
Gerlach, Richard; Peiris, Shelton; Lin, Edward M. H.
2
2016
State space modeling of Gegenbauer processes with long memory. Zbl 06918327
Dissanayake, G. S.; Peiris, M. S.; Proietti, T.
1
2016
Second-order least-squares estimation for regression models with autocorrelated errors. Zbl 1306.65127
Rosadi, Dedi; Peiris, Shelton
3
2014
Approximate asymptotic variance-covariance matrix for the Whittle estimators of GAR(1) parameters. Zbl 1347.62186
Shitan, Mahendran; Peiris, Shelton
2
2013
Time series properties of the class of generalized first-order autoregressive processes with moving average errors. Zbl 1318.62281
Shitan, Mahendran; Peiris, Shelton
1
2011
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Zbl 1162.91520
Allen, David; Lazarov, Zdravetz; McAleer, Michael; Peiris, Shelton
5
2009
A note on the properties of generalised separable spatial autoregressive process. Zbl 1201.62104
Shitan, Mahendran; Peiris, Shelton
1
2009
On properties of the second order generalized autoregressive GAR(2) model with index. Zbl 1175.62097
Shitan, Mahendran; Peiris, Shelton
1
2009
Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks. Zbl 1429.62649
Allen, David; Chan, Felix; McAleer, Michael; Peiris, Shelton
19
2008
Generalized autoregressive (GAR) model: A comparison of maximum likelihood and Whittle estimation procedures using a simulation study. Zbl 1159.62325
Shitan, Mahendran; Peiris, Shelton
6
2008
The empirical saddlepoint method applied to testing for serial correlation in panel time series data. Zbl 1317.62073
Perera, D. I.; Peiris, M. S.; Robinson, J.; Weber, N. C.
2
2008
An introduction to volatility models with indices. Zbl 1104.62113
Peiris, S.; Thavaneswaran, A.
5
2007
Saddlepoint approximation methods for testing of serial correlation in panel time series data. Zbl 1112.62098
Perera, D. I.; Peiris, M. S.; Robinson, J.; Weber, N. C.
4
2006
Forecasting volatility. Zbl 1077.62100
Thavaneswaran, A.; Appadoo, S. S.; Peiris, S.
6
2005
An introduction to generalized moving average models and applications. Zbl 1086.62101
Peiris, Shelton; Allen, David; Thavaneswaran, A.
3
2005
A note on testing for serial correlation in large number of small samples using tail probability approximations. Zbl 1135.62370
Peiris, Shelton; Rao, C. R.
2
2004
Improving the quality of forecasting using generalized AR models: an application to statistical quality control. Zbl 1174.62502
Peiris, M. Shelton
6
2003
A note on the modelling and analysis of vector ARMA processes with nonstationary innovations. Zbl 1031.62077
Singh, N.; Yadavalli, S. S.; Peiris, M. S.
1
2002
Inference for some time series models with random coefficients and infinite variance innovations. Zbl 0967.62071
Thavaneswaran, A.; Peiris, S.
3
2001
Multivariate stable ARMA processes with time dependent coefficients. Zbl 1109.62355
Peiris, M. Shelton; Thavaneswaran, A.
1
2001
Estimation for regression with infinite variance errors. Zbl 0990.62081
Thavaneswaran, A.; Peiris, S.
3
1999
On the prediction for some nonlinear time series models using estimating functions. Zbl 0945.62094
Abraham, Bovas; Thavaneswaran, A.; Peiris, Shelton
2
1997
A simulation study on vector ARMA processes with nonstationary innovation: a new approach to identification. Zbl 1102.62341
Singh, N.; Peiris, M. S.
1
1997
Nonparametric estimation for some nonlinear models. Zbl 0897.62041
Thavaneswaran, A.; Peiris, Shelton
5
1996
Predictors for seasonal and nonseasonal fractionally integrated ARIMA models. Zbl 0859.62084
Shelton Peiris, M.; Singh, N.
4
1996
Analysis of short time series with an over-dispersion model. Zbl 0825.62276
Rai, S. N.; Abraham, B.; Peiris, S.
5
1995
Lag window estimation of the degree of differencing in fractionally integrated time series models. Zbl 0825.62685
Chen, Gemai; Abraham, Bovas; Peiris, Shelton
14
1994
A note on the estimation of degree of differencing in long memory time series analysis. Zbl 0818.62080
Peiris, M. S.; Court, J. R.
1
1993
Analysis on multivariate ARMA processes with non-stationary innovations. Zbl 0728.62094
Peiris, M. Shelton
1
1990
On prediction with fractionally differenced ARIMA models. Zbl 0668.62069
Peiris, M. S.; Perera, B. J. C.
4
1988
On the study of some functions of multivariate ARMA processes. Zbl 0637.62083
Peiris, M. Shelton
4
1988
On the prediction of multivariate ARMA processes with a time dependent covariance structure. Zbl 0642.62052
Peiris, M. Shelton
2
1988
A note on the properties of some nonstationary ARMA processes. Zbl 0611.62110
Singh, N.; Peiris, M. Shelton
4
1987
A note on the predictors of differenced sequences. Zbl 0631.62101
Peiris, M. Shelton
1
1987
On prediction with time dependent ARMA models. Zbl 0614.62122
Peiris, M. Shelton
1
1986
all top 5

Cited by 126 Authors

26 Peiris, M. Shelton
13 Thavaneswaran, Aerambamoorthy
6 Shitan, Mahendran
3 Bhatti, Chad R.
3 Lopes, Sílvia R. C.
3 Weber, Neville C.
2 Allen, David E.
2 Appadoo, S. S.
2 Bisognin, Cleber
2 Caroni, Chrysseis
2 Dissanayake, Gnanadarsha Sanjaya
2 Gerlach, Richard H.
2 Karioti, Vassiliki
2 Kowalski, Aleksander
2 Palma, Wilfredo
2 Perera, D. I.
2 Proietti, Tommaso
2 Ravishanker, Nalini
2 Reisen, Valdério Anselmo
2 Robinson, John
2 Szynal, Dominik
2 Tang, Manlai
2 Tian, Maozai
2 Tian, Yuzhu
1 Alexander, Blair
1 Araveeporn, Autcha
1 Avidan, Shai
1 Azrak, Rajae
1 Bacry, Emmanuel
1 Baillie, Richard T.
1 Balakrishna, Narayana
1 Bector, C. R.
1 Bertram, William Karel
1 Bisaglia, Luisa
1 Bordignon, Silvano
1 Breunig, Robert V.
1 Brietzke, Eduardo H. M.
1 Caporin, Massimiliano
1 Chan, Jennifer So Kuen
1 Chan, Joshua C. C.
1 Chareka, Patrick
1 Chen, Zhao
1 Chiang, Min-Hsien
1 Contreras-Reyes, Javier E.
1 Dekel, Tali
1 Durairajan, T. M.
1 Eisenstat, Eric
1 Engle, Robert Fry
1 Filzmoser, Peter
1 Fleming, Michael
1 Francq, Christian
1 Ghahramani, Majid
1 Ghodsi, Alireza
1 Ghysels, Eric
1 Goldstein, Joel A.
1 Gupta, Sat Narain
1 Hamidieh, Kamal
1 Hawas Allami, Mohammed Jabber
1 Heyde, Christopher Charles
1 Hunt, Robin L.
1 Huptas, Roman
1 Kadi, Amina
1 Ke, Rui
1 Koop, Gary
1 Koul, Hira Lal
1 Lazarov, Zdravetz
1 Leão, Jeremias
1 Leiva, Víctor
1 Li, Jia-Yue
1 Li, Ming
1 Liang, You
1 Lillo, Fabrizio
1 Lin, Edward M. H.
1 Liu, Wei
1 Lu, Wanbo
1 Luintel, Kul B.
1 Marchant, Carolina
1 Matarise, Florance
1 McAleer, Michael
1 Mélard, Guy
1 Metaxoglou, Konstantinos
1 Michailidis, George C.
1 Moses, Yael
1 Mutasher, Ahmed Kareem
1 Ng, Ka-Ho
1 Nguyen, Giang D.
1 Nirmalan, T.
1 Oppenheim, Georges G.
1 Perera, Indeewara
1 Phillips, Peter Charles Bonest
1 Pokhriyal, H.
1 Preś, Juliusz
1 Rambaldi, Marcello
1 Rao, Calyampudi Radhakrishna
1 Rashid, Ali Sami
1 Reikard, Gordon E.
1 Rodrigues, Alexandre L.
1 Rodríguez, Gabriel
1 Rosadi, Dedi
1 Sabzikar, Farzad
...and 26 more Authors

Citations by Year

Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.