Shelton Peiris

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 4

Top Topics

Bayesian Estimation

Minimum Message Length

Wavelet Denoising

Top Venues

Expert Syst. Appl.

Publications

Leonard Mushunje, David Allen, Shelton Peiris
Volatility and irregularity Capturing in stock price indices using time series Generative adversarial networks (TimeGAN). CoRR (2023)
Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi
Minimum Message Length Autoregressive Moving Average Model Order Selection. CoRR (2021)
Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi
Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting. Entropy 23 (12) (2021)
Richard Gerlach, Shelton Peiris, Edward M. H. Lin
Bayesian estimation and inference for log-ACD models. Comput. Stat. 31 (1) (2016)
K. H. Ng, Shelton Peiris, Richard Gerlach
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application. Expert Syst. Appl. 41 (7) (2014)
Dedi Rosadi, Shelton Peiris
Second-order least-squares estimation for regression models with autocorrelated errors. Comput. Stat. 29 (5) (2014)
Shelton Peiris, A. Thavaneswaran, S. S. Appadoo
Doubly stochastic models with GARCH innovations. Appl. Math. Lett. 24 (11) (2011)
Mahendran Shitan, Shelton Peiris
On properties of the second order generalized autoregressive GAR(2) model with index. Math. Comput. Simul. 80 (2) (2009)
David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Math. Comput. Simul. 79 (8) (2009)
Mahendran Shitan, Shelton Peiris
Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study. Commun. Stat. Simul. Comput. 37 (3) (2008)
Shelton Peiris, A. Thavaneswaran
An introduction to volatility models with indices. Appl. Math. Lett. 20 (2) (2007)
Shelton Peiris, David Allen, Wenling Yang
Some statistical models for durations and an application to News Corporation stock prices. Math. Comput. Simul. 68 (5-6) (2005)