Revisiting the Autocorrelation of Long Memory Time Series Models by Shelton Peiris, Richard Hunt

Get full text

Time series properties of the class of generalized first order autoregressive processes with moving average errors by Shitan, Mahendran, Shelton, Peiris

Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited by M. Shelton Peiris, Manabu Asai

Get full text

GARMA, HAR and Rules of Thumb for Modelling Realized Volatility by David Edmund Allen, Shelton Peiris

Get full text

Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants by Rasika Yatigammana, Shelton Peiris, Richard Gerlach, David Edmund Allen

Get full text

Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting by Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi

Get full text

Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies by David E. Allen, Michael McAleer, Shelton Peiris, Abhay K. Singh

Get full text

Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution by Yiing Fei Tan, Kok Haur Ng, You Beng Koh, Shelton Peiris

Get full text

Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process by Jing Jia Zhou, Kok Haur Ng, Kooi Huat Ng, Shelton Peiris, You Beng Koh

Get full text