Browsing by Author Peiris, Mahatelge (Shelton)

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Issue DateTitleAuthor(s)Citation
2004An Application Of Edgeworth Expansion On Testing For Serial Correlation In Large Number Of Small SamplesPeiris, Mahatelge (Shelton); Rao, C.R.; Mathematics & StatisticsAn Application Of Edgeworth Expansion On Testing For Serial Correlation In Large Number Of Small Samples, Proceedings of the International Sri Lankan Statistical Conference: visions of futuristic methodologies, vol.N/A,(),2004,pp 341-354
2003The bias of lag window estimators of the fractional difference parameterHunt, Richard; Peiris, Mahatelge (Shelton); Weber, Neville; Mathematics & Statistics; Mathematics & Statistics; Mathematics & StatisticsThe bias of lag window estimators of the fractional difference parameter, Journal of Applied Mathematics and Computing, vol.12,(1-2),2003,pp 67-79
2009Comparison of Alternative ACD Models via density and interval forecasts: Evidence from the Australian Stock MarketPeiris, Mahatelge (Shelton); Allen, David E.; Lazarov, Zdravetz; McAleer, Michael; Mathematics & StatisticsComparison of Alternative ACD Models via density and interval forecasts: Evidence from the Australian Stock Market, Mathematics and Computers in Simulation, vol.79,(8),2009,pp 2535-2555
2011Doubly stochastic models with GARCH innovationsPeiris, Mahatelge (Shelton); Appadoo, S; Thavaneswaran, A.; Mathematics & StatisticsDoubly stochastic models with GARCH innovations, Applied Mathematics Letters, vol.24, 11, 2011,pp 1768-1773
2011Efficient Estimation of Autoregressive Conditional Duration (ACD) Models using Estimating Functions (EF)Peiris, Mahatelge (Shelton); Lai, S Y; Ng, K H; Tiew, C S; Mathematics & StatisticsEfficient Estimation of Autoregressive Conditional Duration (ACD) Models using Estimating Functions (EF), Proceedings of the International Statistics Conference 2011: Statistical Concepts and Methods for the Modern World, vol.N/A, 2011, pp. 122-134
2005An examination of the role of time and its impact on price revisionPeiris, Mahatelge (Shelton); Allen, David E.; Yang, Joey Wenling; Mathematics & StatisticsAn examination of the role of time and its impact on price revision, Australian Journal of Management, vol.30,(2),2005,pp 283-301
2007An example of a classification problem applied to Australian equity dataBertram, William; Peiris, Mahatelge (Shelton); Mathematics & Statistics; Mathematics & StatisticsAn example of a classification problem applied to Australian equity data, Computational Statistics & Data Analysis, vol.51,(8),2007,pp 3627-3630
2008Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocksPeiris, Mahatelge (Shelton); Allen, David E.; Chan, Felix; McAleer, Michael B.; Mathematics & StatisticsFinite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks, Journal of Econometrics, vol.147,(1),2008,pp 163-185
2005Forecasting volatilityPeiris, Mahatelge (Shelton); Appadoo, S; Thavaneswaran, A; Mathematics & StatisticsForecasting volatility, Statistics & Probability Letters, vol.75,(1),2005,pp 1-10
2005Generalised Autoregressive Models with Conditional Heteroscedasticity: An Application to Financial Time Series ModellingPeiris, Mahatelge (Shelton); Mathematics & StatisticsGeneralised Autoregressive Models with Conditional Heteroscedasticity: An Application to Financial Time Series Modelling, Proceedings of the 2004 workshop on research methods: Statistics and Finance, vol.1,(),2005,pp 75-83
2008Generalized autoregressive (GAR) model: A comparison of maximum likelihood and whittle estimation procedures using a simulation studyPeiris, Mahatelge (Shelton); Shitan, Mahendran; Mathematics & StatisticsGeneralized autoregressive (GAR) model: A comparison of maximum likelihood and whittle estimation procedures using a simulation study, Communications in Statistics: Simulation and Computation, vol.37,(3),2008,pp 560-570
2003Generalized smoothed estimating functions for nonlinear time seriesPeiris, Mahatelge (Shelton); Thavaneswaran, A.; Mathematics & StatisticsGeneralized smoothed estimating functions for nonlinear time series, Statistics & Probability Letters, vol.65,(1),2003,pp 51-56
2005Increasing the Quality of Volatility Forecasts with Fractional ARIMA ModelsBertram, William; Peiris, Mahatelge (Shelton); Mathematics & Statistics; Mathematics & StatisticsIncreasing the Quality of Volatility Forecasts with Fractional ARIMA Models, Proceedings of the 2004 workshop on research methods: Statistics and Finance, vol.1,(),2005,pp 66-74
2004An Introduction to Generalized Moving Average Models and ApplicationsPeiris, Mahatelge (Shelton); Allen, David E.; Thavaneswaran, A.; Mathematics & StatisticsAn Introduction to Generalized Moving Average Models and Applications, Journal of Applied Statistical Science, vol.13,(3),2004,pp 251-267
2007An introduction to volatility models with indicesPeiris, Mahatelge (Shelton); Thavaneswaran, A; Mathematics & Statistics; Mathematics & StatisticsAn introduction to volatility models with indices, Applied Mathematics Letters, vol.20,(2),2007,pp 177-182
2004Learning Statistics In First Year By Active Participating StudentsPeiris, Mahatelge (Shelton); Peseta, Tai; Mathematics & Statistics; Institute Teaching & LearningLearning Statistics In First Year By Active Participating Students, Proceedings of Scholarly Inquiry into Science Teaching and Learning Symposium, vol.N/A,(),2004,pp 76-79
2011A New Iterative Procedure for Estimation of RCA Parameters Based on Estimating FunctionsPeiris, Mahatelge (Shelton); Abdullah, Norli Anida; Azizan, Azlinna; Mohammed, Ibrahim; Mathematics & StatisticsA New Iterative Procedure for Estimation of RCA Parameters Based on Estimating Functions, Applied Mathematical Sciences, vol.5, 4, 2011,pp 193-202
2004A Note On Testing For Serial Correlation In Large Number Of Small Samples Using Tail Probability ApproximationsPeiris, Mahatelge (Shelton); Rao, Calyampudi R.; Mathematics & StatisticsA Note On Testing For Serial Correlation In Large Number Of Small Samples Using Tail Probability Approximations, Communications in Statistics - Theory and Methods, vol.33,(8),2004,pp 1767-1777
2003A note on the analysis of short AR(1) type time series models with replicated observationsAinkaran, Ponnuthurai; Peiris, Mahatelge (Shelton); Mellor, Robert; Centre Continuing Education; Mathematics & StatisticsA note on the analysis of short AR(1) type time series models with replicated observations, Current Research in Modelling, Data Mining & Quanititave Techniques, vol.1,(),2003,pp 143-156
2003A note on the distribution of serial correlation in large numbers of small samplesPeiris, Mahatelge (Shelton); Perera, Devindri; Weber, Neville; Mathematics & Statistics; Mathematics & Statistics; Mathematics & StatisticsA note on the distribution of serial correlation in large numbers of small samples, Current Research Modelling Data Mining and Quantitative Techniques, vol.N/A,(),2003,pp 172-192