Time series properties of the class of generalized first-order autoregressive processes with moving average errors

by Peiris, Shelton, Shitan, Mahendran
Published 2009

On properties of the second order generalized autoregressive GAR(2) model with index.

by Shitan, Mahendran, Peiris, Shelton
Published 2009

Approximate asymptotic variance-covariance matrix for the whittle estimators of GAR(1) parameters

by Shitan, Mahendran, Peiris, Shelton
Published 2013

A note on the properties of Generalised Separable spatial autoregressive process

by Shitan, Mahendran, Peiris, Shelton
Published 2009

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.

by Shitan, Mahendran, Peiris, Shelton
Published 2008

Modelling trade durations using dynamic logarithmic component acd model with extended generalised inverse gaussian distribution

by Tan, Yiing Fei, Ng, Kok Haur, Koh, You Beng, Peiris, Shelton
Published 2022

Asymmetric control limits for weighted-variance mean control chart with different scale estimators under Weibull distributed process

by Zhou, Jing Jia, Ng, Kok Haur, Ng, Kooi Huat, Peiris, Shelton, Koh, You Beng
Published 2022