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  1. Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates

    Article • Journal of Time Series Econometrics, March 2020, De Gruyter

    Shelton Peiris

  2. Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications

    Article • Studies in Nonlinear Dynamics & Econometrics, February 2018, De Gruyter

    Jennifer Chan, Shelton Peiris