Some statistical models for durations and an application to News Corporation stock prices. - Shelton Peiris; David Allen; Wenling Yang (Math. Comput. Simul., 2005)

An introduction to volatility models with indices. - Shelton Peiris; A. Thavaneswaran (Appl. Math. Lett., 2007)

An example of a misclassification problem applied to Australian equity data. - William K. Bertram; Shelton Peiris (Comput. Stat. Data Anal., 2007)

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study. - Mahendran Shitan; Shelton Peiris (Commun. Stat. Simul. Comput., 2008)

Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. - David Allen; Zdravetz Lazarov; Michael McAleer; Shelton Peiris (Math. Comput. Simul., 2009)

On properties of the second order generalized autoregressive GAR(2) model with index. - Mahendran Shitan; Shelton Peiris (Math. Comput. Simul., 2009)

Doubly stochastic models with GARCH innovations. - Shelton Peiris; A. Thavaneswaran; S. S. Appadoo (Appl. Math. Lett., 2011)

Second-order least-squares estimation for regression models with autocorrelated errors. - Dedi Rosadi; Shelton Peiris (Comput. Stat., 2014)

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application. - Kok Haur Ng; Shelton Peiris; Richard Gerlach (Expert Syst. Appl., 2014)

Bayesian estimation and inference for log-ACD models. - Richard Gerlach; Shelton Peiris; Edward M. H. Lin (Comput. Stat., 2016)

Minimum Message Length Autoregressive Moving Average Model Order Selection. - Zheng Fang; David L. Dowe; Shelton Peiris; Dedi Rosadi (CoRR, 2021)

Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting. - Zheng Fang; David L. Dowe; Shelton Peiris; Dedi Rosadi (Entropy, 2021)

Volatility and irregularity Capturing in stock price indices using time series Generative adversarial networks (TimeGAN). - Leonard Mushunje; David Allen; Shelton Peiris (CoRR, 2023)