Publication Search Results

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• Author=Thavaneswaran A

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

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

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

4. 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

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

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

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

8. 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

9. 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

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

11. 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

12. Thavaneswaran A, Peiris MS. Inference for some time series models with random coefficients and infinite variance, Mathematical and Computer Modelling, 33 (2001), 843–849. MR1826538

13. Peiris MS, Thavaneswaran A. Recursive estimation for regression with infinite variance fractional ARIMA noise, Mathematical and Computer Modelling, 34 (2001), 1133–1137. MR1858841

14. Peiris MS, Thavaneswaran A. Multivariate stable ARMA Processes with time dependent coefficients, Metrika, 54 (2001), no. 2, 131–138. 2002i:62166

15. Peiris MS, Thavaneswaran A. On the properties of some nonstationary ARMA processes with infinite variance, International Journal of Modelling and Simulation, 21 (2001), 301–304.

16. Thavaneswaran A, Peiris MS. Estimation for regression with infinite variance errors, Mathematical and Computer Modelling, 29 (1999), 177–180. MR1704773

17. Thavaneswaran A, Peiris MS. Hypothesis testing for some time-series models: a power comparison, Statistics and Probability Letters, 38 (1998), 151–156. 99e:62166

18. Abraham B, Thavaneswaran A, Peiris MS. On the prediction scheme for some nonlinear time series models using estimating functions, Selected Proceedings of the Symposium on Estimating Functions, Symposium on Estimating Functions, Ishwar V. Basawa, V.P. Godambe and Robert Taylor (eds.), Lecture Notes - Monograph Series, Institute of Mathematical Statistics, Hayward, California, (1997), 259–271.

19. Thavaneswaran A, Peiris MS. Nonparametric estimation for some nonlinear models, Statistics and Probability Letters, 28 (1996), 227–233. 97e:62113