Publication Search Results
Exact matches for:
- Author = Shitan M [web profile page]
1.
Shitan M, Peiris MS
Mahendran Shitan and Shelton Peiris:
Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters,
Communications in Statistics---Theory and Methods,
42
(2013),
no. 5,
756–770.
2.
Pillai TR, Shitan M, Peiris MS
Thulasyammal R. Pillai, Mahendran Shitan and Shelton Peiris:
Some Properties of the Generalized Autoregressive Moving Average (GARMA \((1, 1; \delta_1, \delta_2)\)) Model,
Communications in Statistics -- Theory and Methods,
41
(2012),
699–716.
3.
Shitan M, Peiris MS
Mahendran Shitan and Shelton Peiris:
Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors,
Communications in Statistics - Theory and Methods,
40
(2011),
no. 13,
2259–2275.
4.
Pillai TR, Shitan M, Peiris MS
T.Ramiah Pillai, M.Shitan, S.Peiris:
Time Series properties of the class of first order autoregressive processes with generalized moving average errors,
Journal of Statistics: Advances in Theory and Applications,
2
(2009),
no. 1,
71–92.
5.
Shitan M, Peiris MS
Shitan, M. and Peiris, S.:
On properties of the second order generalized autoregressive GAR(2) model with index,
Mathematics and Computers in Simulation,
80
(2009),
no. Issue 2,
367–377.
MR2582119
6.
Shitan M, Peiris MS
Shitan, Mahendran and Peiris, Shelton:
Note on the Properties of Generalised Separable Spatial Autoregressive Process,
Journal of Probability and Statistics,
vol. 2009
(2009),
1–11.
7.
Shitan M, Peiris MS
Shitan, M. and Peiris, S.:
Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study,,
Communications in Statistics, Simulation and Computation,
37
(2008),
560–570..
| Number of matches: 7 |