Shelton Peiris

According to our database, Shelton Peiris authored at least 13 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Volatility and irregularity Capturing in stock price indices using time series Generative adversarial networks (TimeGAN).

Leonard Mushunje, David Allen, Shelton Peiris

CoRR, 2023

2021

Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting.

Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi

Entropy, 2021

Minimum Message Length Autoregressive Moving Average Model Order Selection.

Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi

CoRR, 2021

2016

Bayesian estimation and inference for log-ACD models.

Richard Gerlach, Shelton Peiris, Edward M. H. Lin

Comput. Stat., 2016

2014

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application.

Kok Haur Ng, Shelton Peiris, Richard Gerlach

Expert Syst. Appl., 2014

Second-order least-squares estimation for regression models with autocorrelated errors.

Dedi Rosadi, Shelton Peiris

Comput. Stat., 2014

2011

Doubly stochastic models with GARCH innovations.

Shelton Peiris, A. Thavaneswaran, S. S. Appadoo

Appl. Math. Lett., 2011

2009

On properties of the second order generalized autoregressive GAR(2) model with index.

Mahendran Shitan, Shelton Peiris

Math. Comput. Simul., 2009

Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market.

David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris

Math. Comput. Simul., 2009

2008

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.

Mahendran Shitan, Shelton Peiris

Commun. Stat. Simul. Comput., 2008

2007

An example of a misclassification problem applied to Australian equity data.

William K. Bertram, Shelton Peiris

Comput. Stat. Data Anal., 2007

An introduction to volatility models with indices.

Shelton Peiris, A. Thavaneswaran

Appl. Math. Lett., 2007

2005

Some statistical models for durations and an application to News Corporation stock prices.

Shelton Peiris, David Allen, Wenling Yang

Math. Comput. Simul., 2005