Peiris, S.
(as bibtex)
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Articles (6)

Thavaneswaran, A., Peiris, S., Singh, Jagbir.
Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance.
Communications in Statistics: Theory and Methods
2008.
37:17991814

Thavaneswaran, A., Peiris, S., Appadoo, S..
Random coefficient volatility models.
Statistics & Probability Letters
2008.
78:582593

Thavaneswaran, A., Appadoo, S. S., Peiris, S..
Forecasting volatility.
Statistics & Probability Letters
2005.
75:110

Peiris, S., Thavaneswaran, A..
A note on the filtering for some time series models.
Journal of Time Series Analysis
2004.
25:397407

Abraham, B., Thavaneswaran, A., Peiris, S., Veins, S..
On the prediction for some nonlinear time series models using estimating functions.
Institute of Mathematical Statistics Lecture Notes  Monograph Series
1997.
1997:259267

Rai, S. N., Abraham, B., Peiris, S..
Analysis of short time series with an overdispersion model.
Communications in Statistics: Theory and Methods
1995.
24:335348