Publication Search Results
Exact matches for:
- Author = Thavaneswaran A [web profile page]
1.
Ng KH, Peiris MS, Thavaneswaran A, Ng KH
Koh-Haur Ng, Shelton Peiris, Aerambamoorthy Thavaneswaran, Kooi-Huat Ng:
Modelling the risk or price durations in financial markets: quadratic estimating functions and applications,
Economic computation and economic cybernetics studies and research,
49
(2015),
no. 1,
223–238.
2.
Peiris MS, Thavaneswaran A, Appadoo S
S. Peiris, A. Thavaneswaran, S. Appadoo:
Doubly stochastic models with GARCH innovations,
Applied Mathematics Letters,
24
(2011),
no. 11,
1768–1773.
3.
Thavaneswaran A, Peiris MS, Singh J
A.Thavaneswaran, S.Peiris, J.Singh:
Derivation of Kurtosis and Option Pricing Formulae for Popular Volatility Models with Applications in Finance,
Communications in Statistics---Theory and Methods,
37
(2008),
no. 1,
1799–1814.
MR2431451
4.
Thavaneswaran A, Peiris MS, Appadoo S
Thavaneswaran, A., Peiris, S., Appadoo,S.:
Random Coefficient Volatility Models,
Statistics and Probability Letters,
78
(2008),
582–593.
MR2409521
5.
Peiris MS, Thavaneswaran A
S Peiris, A Thavaneswaran:
An introduction to volatility models with indices,
Applied Mathematics Letters,
20
(2007),
no. 2,
177–182.
MR2283907
6.
Thavaneswaran A, Appadoo S, Peiris MS
A. Thavaneswaran, S. Appadoo and S. Peiris:
Forecasting volatility,
Statistics and Probability Letters,
75
(2005),
1–10.
MR2185597
7.
Peiris MS, Allen DE, Thavaneswaran A
Shelton Peiris, David Allen and A. Thavaneswaran:
An introduction to generalized moving average model and applications,
Journal of Applied Statistical Science,
13
(2004),
no. 3,
251–267.
MR2162151
8.
Peiris MS, Thavaneswaran A
S. Peiris and A. Thavaneswaran:
A note on the filtering for some time series models,
Journal of Time Series Analysis,
25
(2004),
no. 3,
397–407.
MR2063642
9.
Thavaneswaran A, Peiris MS
A. Thavaneswaran and S. Peiris:
Smoothed estimates for models with random coefficients and infinite variance,
Mathematical Computation and Modelling,
39
(2004),
363–372.
MR2046529
10.
Peiris MS, Thavaneswaran A, Allen DE, Mellor R
M.S.Peiris, A.Thavaneswaran, D.Allen, R.Mellor:
Applications of recursive estimation methods in statistical process control: a comparison,
Statistical Methods,
5
(2003),
no. 2,
172–183.
MR2198742
11.
Thavaneswaran A, Peiris MS
A. Thavaneswaran and Shelton Peiris:
Generalized smoothed estimating functions for nonlinear time series,
Statistics and Probability Letters,
65
(2003),
51–56.
MR2012624
12.
Peiris MS, Thavaneswaran A
M.S. Peiris and A. Thavaneswaran:
On the properties of some nonstationary ARMA processes with infinite variance,
International Journal of Modelling and Simulation,
21
(2001),
301–304.
13.
Peiris MS, Thavaneswaran A
M.S. Peiris and A. Thavaneswaran:
Multivariate stable ARMA Processes with time dependent coefficients,
Metrika,
54
(2001),
no. 2,
131–138.
2002i:62166
14.
Peiris MS, Thavaneswaran A
M.S. Peiris and A. Thavaneswaran:
Recursive estimation for regression with infinite variance fractional ARIMA noise,
Mathematical and Computer Modelling,
34
(2001),
1133–1137.
MR1858841
15.
Thavaneswaran A, Peiris MS
A Thavaneswaran and S Peiris:
Inference for some time series models with random coefficients and infinite variance,
Mathematical and Computer Modelling,
33
(2001),
843–849.
MR1826538
16.
Thavaneswaran A, Peiris MS
A Thavaneswaran, S Peiris:
Estimation for regression with infinite variance errors,
Mathematical and Computer Modelling,
29
(1999),
177–180.
MR1704773
17.
Thavaneswaran A, Peiris MS
A Thavaneswaran, Shelton Peiris:
Hypothesis testing for some time-series models: a power comparison,
Statistics and Probability Letters,
38
(1998),
151–156.
99e:62166
18.
Abraham B, Thavaneswaran A, Peiris MS
Bovas Abraham, A. Thavaneswaran and Shelton Peiris:
On the prediction scheme for some nonlinear time series models using estimating functions,
Selected Proceedings of the Symposium on Estimating Functions,
Symposium on Estimating Functions,
Ishwar V. Basawa, V.P. Godambe and Robert Taylor (eds.),
Lecture Notes - Monograph Series,
Institute of Mathematical Statistics,
Hayward, California,
(1997),
259–271.
19.
Thavaneswaran A, Peiris MS
A. Thavaneswaran and Shelton Peiris:
Nonparametric estimation for some nonlinear models,
Statistics and Probability Letters,
28
(1996),
227–233.
97e:62113
| Number of matches: 19 |