Generalized fractional processes with long memory and time dependent volatility revisited von Peiris, M. Shelton, Asai, Manabu

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Multivariate stable ARMA processes with time dependent coefficients von PEIRIS, M. Shelton, THAVANESWARAN, A

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Analysis of multivariate arma processes with non-stationary innovations von Shelton Peiris, M.

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Improving the precision on forecasting von Peiris, M.Shelton

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An example of a misclassification problem applied to Australian equity data von Bertram, William K., Peiris, M. Shelton

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On the prediction of multivariate arma processes with a time dependent covariance structure von Shelton Peiris, M.

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A way of teaching statistics: An approach to flexible learning von M. Shelton Peiris

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On prediction with time dependent arma models von Shelton Peiris, M.

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The bias of lag window estimators of the fractional difference parameter von Hunt, R L, Peiris, M S, Weber, N C

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Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models von Peiris, M. Shelton, Singh, N.

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A simple and asymptotically optimal test for equality of q(≥ 2) multivariate normal distributions: A pragmatic approach to multivatiate one-way classification von Singh, N., Shelton Peiris, M.

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Subthreshold response to white-noise current input in a tapering cable model of a neuron von Poznański, R R, Peiris, M S

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On the study of some functions of multivariate ARMA processes von Peiris, M.Shelton

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A note on the properties of some nonstationary ARMA processes von Singh, N., Peiris, M.Shelton

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A Subclass of Harmonic Univalent Functions with Varying Arguments Defined by Generalized Derivative Operator von Eljamal, E. A., Darus, Maslina

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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks von Allen, David, Chan, Felix, McAleer, Michael, Peiris, Shelton

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Bayesian estimation and inference for log-ACD models von Gerlach, Richard, Peiris, Shelton, Lin, Edward M. H.

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