# Publication Search Results

Matches for:

• Author=Peiris MS

1. Peiris MS, Thavaneswaran A. An Introduction to Volatility Models with Indices, (2006), preprint

3. Shitan M, Peiris MS. Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters, Communications in Statistics—Theory and Methods, 42 (2013), no. 5, 756–770.

4. Rosner B, Peiris MS, Chan JSK, Marchev D. MATH1015: Biostatistics, Third Edition, Cengage Learning, Australia, (2013), 296. ISBN 978-0170257916

5. Allen D, Ng KH, Peiris MS. The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics, Economics Letters, 120 (2013), 117–122.

6. Allen D, Ng KH, Peiris MS. Estimating and simulating Weibull models of risk or price durations: An application to ACD models, North American Journal of Economics and Finance, 25 (2013), 214–225.

7. Pillai TR, Shitan M, Peiris MS. Some Properties of the Generalized Autoregressive Moving Average (GARMA $$(1, 1; \delta_1, \delta_2)$$) Model, Communications in Statistics – Theory and Methods, 41 (2012), 699–716.

8. Dissanayake G, Peiris MS. Generalized Fractional Processes with Conditional Heteroskedasticity, Sri Lankan Journal of Applied Statistics, 12 (2011) (2012), 1–12.

9. Abdulla NA, Mohamed I, Peiris MS, Azizan NA. A New Iterative Procedure for Estimation of RCA Parameters based on Estimating Functions, Applied Mathematical Sciences, Vol. 5 (2011), no. No 4, 193 – 202,.

10. Rosner B, Peiris MS, Chan JSK, Marchev D. Descriptive Statistics, MATH 1015: Biostatistics, CENGAGE Learning, Australia, (2011), 272. ISBN 978-0170213349

11. Shitan M, Peiris MS. Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors, Communications in Statistics - Theory and Methods, 40 (2011), no. 13, 2259–2275.

12. Peiris MS, Thavaneswaran A, Appadoo S. Doubly stochastic models with GARCH innovations, Applied Mathematics Letters, 24 (2011), no. 11, 1768–1773.

13. Ng KH, Peiris MS, Lai SY, Tiew CS. Efficient Estimation of ACD Models Using Estimating Functions, Proceedings of the International Statistics Conference 2011: Statistical Concepts and Methods for the Modern World, Statistical Concepts and Methods for the Modern World, S.Peiris, S.G.Banneheka, C.D.Tilakaratne, T.B.Swartz, S. Ganesalingam (eds.), Institute of Applied Statistics, Sri Lanka, Colombo, Sri Lanka, (2011), 122–134. ISBN 978-955-0056-01-9

14. Allen DE, Lazarov L, Aleer MM, Peiris MS. Comparison of Alternative ACD Models via density and interval forecasts: Evidence from the Australian Stock Market, Mathematics and Computers in Simulation, 79 (2009), no. 8, 2535–2555. MR2531468

15. Shitan M, Peiris MS. Note on the Properties of Generalised Separable Spatial Autoregressive Process, Journal of Probability and Statistics, vol. 2009 (2009), 1–11.

16. Shitan M, Peiris MS. On properties of the second order generalized autoregressive GAR(2) model with index, Mathematics and Computers in Simulation, 80 (2009), no. Issue 2, 367–377. MR2582119

17. Pillai TR, Shitan M, Peiris MS. Time Series properties of the class of first order autoregressive processes with generalized moving average errors, Journal of Statistics: Advances in Theory and Applications, 2 (2009), no. 1, 71–92.

18. Pathmanathan D, Ng KH, Peiris MS. On Estimation of ACD Models with Different Error Distributions, Sri Lankan Journal of Applied Statistics, 10 (2009), 251–269.

19. Shitan M, Peiris MS. Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study,, Communications in Statistics, Simulation and Computation, 37 (2008), 560–570..

20. Thavaneswaran A, Peiris MS, Appadoo S. Random Coefficient Volatility Models, Statistics and Probability Letters, 78 (2008), 582–593. MR2409521

21. Thavaneswaran A, Peiris MS, Singh J. Derivation of Kurtosis and Option Pricing Formulae for Popular Volatility Models with Applications in Finance, Communications in Statistics—Theory and Methods, 37 (2008), no. 1, 1799–1814. MR2431451

22. Perera DI, Peiris MS, Robinson J, Weber NC. The empirical saddlepoint method applied to testing for serial correlation in panel time series data, Statistics and Probability Letters, 78 (2008), 2876–2882.

23. Allen D, Chan F, McAleer M, Peiris MS. Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks, Journal of Econometrics, 147 (2008), 163–185. MR2472990

24. Peiris MS, Thavaneswaran A. An introduction to volatility models with indices, Applied Mathematics Letters, 20 (2007), no. 2, 177–182. MR2283907

25. Bertram WK, Peiris MS. An example of a misclassification problem to Australian equity data, Computational Statistics and Data Analysis, 51 (2007), 3627–3630. MR2364479

26. Peiris MS, Ng KH, Ibrahim IM. A Review of Recent Developments of Financial Time Series: ACD Modelling using the Estimating Function Approach, Sri Lankan Journal of Applied Statistics, 8 (2007), 1–17.

27. Perera DI, Peiris MS, Robinson J, Weber NC. Saddlepoint approximation methods for testing of serial correlation in panel time series data, Journal of Statistical Computation and Simulation, 76 (2006), no. 11, 1001–1015. MR2255899

28. Peiris MS, Allen D, Yang W. Some statistical models for durations and an application to News Corporation stock prices, Mathematics and Computers in Simulation, 68 (2005), 549–556. MR2156401

29. Thavaneswaran A, Appadoo S, Peiris MS. Forecasting volatility, Statistics and Probability Letters, 75 (2005), 1–10. MR2185597

30. Bertram WK, Peiris MS. Increasing the quality of volatility forecasts with fractional ARIMA models, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.), University of Wollongong, Wollongong, (2005), 66–74. ISBN 1 74128 107 5

31. Peiris MS, Allen D, Peiris U. Generalised autoregressive models with conditional heteroscedasticity: An application to financial time series modelling, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.), University of Wollongong, Wollongong, (2005), 75–83. ISBN 1 74128 107 5

32. Allen D, Peiris MS, Yang JW. An examination of the role of time and its impact on price revision, Australian Journal of Management, 30 (2005), no. 2, 283–301.

33. Thavaneswaran A, Peiris MS. Smoothed estimates for models with random coefficients and infinite variance, Mathematical Computation and Modelling, 39 (2004), 363–372. MR2046529

34. Peiris MS, Thavaneswaran A. A note on the filtering for some time series models, Journal of Time Series Analysis, 25 (2004), no. 3, 397–407. MR2063642

35. Peiris MS, Rao CR. A note on testing for serial correlation in large number of small samples using tail probability approximations, Communications in Statistics. Theory and Methods, 33 (2004), no. 8, 1767–1777. MR2065173

36. Peiris MS, Rao CR. An application of Edgeworth expansion on testing for serial correlation in large number of small samples, Sri Lankan Statistical Conference, Visions of Futuristic Methodologies, B. M. de Silva and N. Mukhopadhyay (eds.), PGIS, University of Peradeniya, Peradeniya, Sri Lanka, (2004), 341–354. ISBN 0 86459 339 2

37. Perera DI, Peiris MS. Significance testing for Lag One serial correlation in repeated measurements using saddlepoint approximation, Sri Lankan Statistical Conference, Visions of Futuristic Methodologies, B. M. de Silva and N. Mukhopadhyay (eds.), PGIS, University of Peradeniya, Peradeniya, Sri Lanka, (2004), 363–370. ISBN 0 86459 339 2

38. Peiris MS, Allen D, Thavaneswaran A. An introduction to generalized moving average model and applications, Journal of Applied Statistical Science, 13 (2004), no. 3, 251–267. MR2162151

39. Hunt RL, Peiris MS, Weber NC. The bias of lag window estimators of the fractional difference parameter, Journal of Applied Mathematics and Computing, 12 (2003), 67–79. 2004a:62156

40. Peiris MS, Allen D, Yang W. Some statistical models for durations and their applications in finance, Modsim, International Congress on Modelling and Simulation, 2003, Modelling and Simulation Society of Australia and New Zealand Inc., Australia, (2003), 1210–1214. ISBN 174052 098X

41. Peiris MS, Rao CR. On testing for serial correlation in large number of small samples using tail probability approximations, Bulletin of the International Statistical Institute, ISI 54th Session, ISI (ed.), 54th Session, ISI, Berlin, (2003), 232–233.

42. Thavaneswaran A, Peiris MS. Generalized smoothed estimating functions for nonlinear time series, Statistics and Probability Letters, 65 (2003), 51–56. MR2012624

43. Peiris MS, Mellor R, Ainkaran P. Maximum likelihood estimation for short time series with replicated observations: a simulation study, InterStat, 9, 11 (2003), no. 3, 1–16.

44. Pemajayantha V, Mellor R, Peiris MS, Rajasekera R. Current Research in Modelling, Data Mining and Quantitative Techniques, University of Western Sydney, University of Western Sydney Press, (2003), 314. ISBN 0-975-1599-0-9

45. Ainkaran P, Peiris MS, Mellor R. A note on the analysis of short AR(1) type time series models with replicated observations, Current Research in Modelling, Data Mining and Quantitative Techniques, University of Western Sydney Press, University of Western Sydney, (2003), 143–156. ISBN 0-975-1599-0-9

46. Perera D, Peiris MS, Weber NC. A Note on the Distribution of Serial Correlation in Large number of Small Samples, Current Research in Modelling, Data Mining and Quantitative Techniques, University of Western Sydney Press, University of Western Sydney, (2003), 172–192. ISBN 0-975-1599-0-9

47. Peiris MS. Improving the quality of forecasting using generalized AR models: an application to statistical quality control, Statistical Methods, 5 (2003), no. 2, 156–171. MR2198741

48. Peiris MS, Thavaneswaran A, Allen D, Mellor R. Applications of recursive estimation methods in statistical process control: a comparison, Statistical Methods, 5 (2003), no. 2, 172–183. MR2198742

49. Singh N, Vadavalli VSS, Peiris MS. A Note on the Modelling and Analysis of Vector ARMA Processes with Nonstationary Innovations, Mathematical and Computer Modelling, 36 (2002), 1409–1424. 2003k:62240

50. Peiris MS. Teaching Mathematical Statistic, Scholarly Inquiry in Flexible ScienceTeaching and Learning, Flexible Science Teaching and Learning, 2002, UniServe Science, Sydney University, (2002), 85–86. ISBN 1 86487 4902

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