Shelton Peiris

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2023 J jnl
Volatility and irregularity Capturing in stock price indices using time series Generative adversarial networks (TimeGAN).
CoRR
Leonard Mushunje, David Allen, Shelton Peiris
2021 J jnl
Minimum Message Length Autoregressive Moving Average Model Order Selection.
CoRR
Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi
2021 J jnl
Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting.
Entropy
Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi
2016 J jnl
Bayesian estimation and inference for log-ACD models.
Comput. Stat.
Richard Gerlach, Shelton Peiris, Edward M. H. Lin
2014 J jnl
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application.
Expert Syst. Appl.
Kok Haur Ng, Shelton Peiris, Richard Gerlach
2014 J jnl
Second-order least-squares estimation for regression models with autocorrelated errors.
Comput. Stat.
Dedi Rosadi, Shelton Peiris
2011 J jnl
Doubly stochastic models with GARCH innovations.
Appl. Math. Lett.
Shelton Peiris, A. Thavaneswaran, S. S. Appadoo
2009 J jnl
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market.
Math. Comput. Simul.
David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris
2009 J jnl
On properties of the second order generalized autoregressive GAR(2) model with index.
Math. Comput. Simul.
Mahendran Shitan, Shelton Peiris
2008 J jnl
Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.
Commun. Stat. Simul. Comput.
Mahendran Shitan, Shelton Peiris
2007 J jnl
An example of a misclassification problem applied to Australian equity data.
Comput. Stat. Data Anal.
William K. Bertram, Shelton Peiris
2007 J jnl
An introduction to volatility models with indices.
Appl. Math. Lett.
Shelton Peiris, A. Thavaneswaran
2005 J jnl
Some statistical models for durations and an application to News Corporation stock prices.
Math. Comput. Simul.
Shelton Peiris, David Allen, Wenling Yang