Peiris S.

S. Peiris

Information about the author S. Peiris will soon be added to the site.
Found 2 papers in total
Inference for some time series models with random coefficients and infinite variance innovations
2001
Infinite variance processes have attracted growing interest in recent years due to...
Recursive estimation for regression with infinite variance fractional ARIMA noise
2001
Recently, there has been a growing interest in modeling financial time series using...
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