Dr Sanjaya Dissanayake

F07 - Carslaw Building
The University of Sydney


Selected publications

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Book Chapters

  • Dissanayake, G. (2016). Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta (Eds.), Causal Inference in Econometrics, (pp. 17-28). Cham: Springer. [More Information]

Journals

  • Dissanayake, G., Peiris, M., Proietti, T. (2018). Fractionally Differenced Gegenbauer Processes with Long Memory: A Review. Statistical Science, 33(3), 413-426. [More Information]
  • Dissanayake, G. (2016). Advancement of fractionally differenced Gegenbauer processes with long memory. Bulletin of the Australian Mathematical Society, 94(1), 173-174. [More Information]
  • Dissanayake, G., Peiris, M., Proietti, T. (2016). State space modeling of Gegenbauer processes with long memory. Computational Statistics and Data Analysis, 100, 115-130. [More Information]
  • Dissanayake, G., Peiris, M. (2011). Generalized Fractional Processes with Conditional Heteroscedasticity. Sri Lankan Journal of Applied Statistics, 12(Special Issue 2011), 1-12.

Conferences

  • Dissanayake, G., Peiris, M., Proietti, T. (2014). Estimation of Generalized Fractionally Differenced Processes with Conditionally Heteroskedastic Errors. ITISE 2014 International Work Conference on Time Series Analysis, Granada: Copicentro Granada S L.

2018

  • Dissanayake, G., Peiris, M., Proietti, T. (2018). Fractionally Differenced Gegenbauer Processes with Long Memory: A Review. Statistical Science, 33(3), 413-426. [More Information]

2016

  • Dissanayake, G. (2016). Advancement of fractionally differenced Gegenbauer processes with long memory. Bulletin of the Australian Mathematical Society, 94(1), 173-174. [More Information]
  • Dissanayake, G. (2016). Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta (Eds.), Causal Inference in Econometrics, (pp. 17-28). Cham: Springer. [More Information]
  • Dissanayake, G., Peiris, M., Proietti, T. (2016). State space modeling of Gegenbauer processes with long memory. Computational Statistics and Data Analysis, 100, 115-130. [More Information]

2014

  • Dissanayake, G., Peiris, M., Proietti, T. (2014). Estimation of Generalized Fractionally Differenced Processes with Conditionally Heteroskedastic Errors. ITISE 2014 International Work Conference on Time Series Analysis, Granada: Copicentro Granada S L.

2011

  • Dissanayake, G., Peiris, M. (2011). Generalized Fractional Processes with Conditional Heteroscedasticity. Sri Lankan Journal of Applied Statistics, 12(Special Issue 2011), 1-12.

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