A note on the properties of Generalised Separable spatial autoregressive process

by Shitan, Mahendran, Peiris, Shelton
Published 2009

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

by Shitan, Mahendran, Peiris, Shelton
Published 2008

Approximate asymptotic variance-covariance matrix for the whittle estimators of GAR(1) parameters

by Shitan, Mahendran, Peiris, Shelton
Published 2013

Time series properties of the class of generalized first-order autoregressive processes with moving average errors

by Peiris, Shelton, Shitan, Mahendran
Published 2009

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

by Shitan, Mahendran, Peiris, Shelton
Published 2009

Some properties of the generalized autoregressive moving average (GARMA (1,1,d1,d2) ) model.

by Shitan, Mahendran, R. Pillai, Thulasyammal, Peiris, Shelton
Published 2012