Items where Author is "Peiris, Shelton"

Shitan, Mahendran and Peiris, Shelton (2013) Approximate asymptotic variance-covariance matrix for the whittle estimators of GAR(1) parameters. Communications in Statistics: Theory and Methods, 42 (5). pp. 756-770. ISSN 0361-0926; ESSN: 1532-415X

Shitan, Mahendran and Peiris, Shelton (2009) On properties of the second order generalized autoregressive GAR(2) model with index. Mathematics and Computers in Simulation, 80 (2). pp. 367-377. ISSN 0378-4754

Peiris, Shelton and Shitan, Mahendran (2009) Time series properties of the class of generalized first-order autoregressive processes with moving average errors. Communications in Statistics: Theory and Methods, 40 (13). pp. 71-92. ISSN 0361-0926; ESSN: 1532-415X

Shitan, Mahendran and Peiris, Shelton (2009) A note on the properties of Generalised Separable spatial autoregressive process. Journal of Probability and Statistics, 2009. art. no. 847830. pp. 1-11. ISSN 1687-952X; ESSN: 1687-9538

Shitan, Mahendran and Peiris, Shelton (2008) Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study. Communications in Statistics: Simulation and Computation, 37 (3). pp. 560-570. ISSN 0361-0918; ESSN: 1532-4141