| Combining estimating functions for volatility M Ghahramani, A Thavaneswaran Journal of Statistical Planning and Inference 139 (4), 1449-1461, 2009 | 21 | 2009 |
| A note on GARCH model identification M Ghahramani, A Thavaneswaran Computers & Mathematics with Applications 55 (11), 2469-2475, 2008 | 20 | 2008 |
| Financial applications of ARMA models with GARCH errors M Ghahramani, A Thavaneswaran The Journal of Risk Finance 7 (5), 525-543, 2006 | 18 | 2006 |
| RCA models with GARCH innovations A Thavaneswaran, SS Appadoo, M Ghahramani Applied Mathematics Letters 22 (1), 110-114, 2009 | 16 | 2009 |
| Simultaneous modelling of operative mortality and long‐term survival after coronary artery bypass surgery M Ghahramani, CB Dean, JJ Spinelli Statistics in medicine 20 (13), 1931-1945, 2001 | 16 | 2001 |
| Application of shrinkage estimation in linear regression models with autoregressive errors T Thomson, S Hossain, M Ghahramani Journal of Statistical Computation and Simulation 85 (16), 3335-3351, 2015 | 14 | 2015 |
| On some properties of autoregressive conditional Poisson (ACP) models M Ghahramani, A Thavaneswaran Economics Letters 105 (3), 273-275, 2009 | 13 | 2009 |
| Moment properties of some time series models SS Appadoo, M Ghahramani, A Thavaneswaran Mathematical Scientist 30 (1), 50-63, 2005 | 13 | 2005 |
| Identification of ARMA models with GARCH errors M Ghahramani, A Thavaneswaran Mathematical Scientist 32 (1), 60-69, 2007 | 9 | 2007 |
| Efficient estimation for time series following generalized linear models T Thomson, S Hossain, M Ghahramani Australian & New Zealand Journal of Statistics 58 (4), 493-513, 2016 | 8 | 2016 |
| Nonlinear recursive estimation of volatility via estimating functions M Ghahramani, A Thavaneswaran Journal of statistical planning and inference 142 (1), 171-180, 2012 | 7 | 2012 |
| Shrinkage estimation of linear regression models with GARCH errors S Hossain, M Ghahramani Journal of Statistical Theory and Applications 15 (4), 405-423, 2016 | 5 | 2016 |
| Time series regression for zero-inflated and overdispersed count data: A functional response model approach M Ghahramani, SS White Journal of Statistical Theory and Practice 14 (2), 29, 2020 | 4 | 2020 |
| Recent developments in seasonal volatility models J Frank, M Ghahramani, A Thavaneswaran Advances in Econometrics-Theory and Applications, 31, 2011 | 4 | 2011 |
| A novel optimal profit resilient filter pairs trading strategy for cryptocurrencies Y Liang, A Thavaneswaran, A Paseka, W Qiao, M Ghahramani, S Bowala 2022 IEEE 46th Annual Computers, Software, and Applications Conference …, 2022 | 3 | 2022 |
| Statistical modelling of temporary streams in Canadian Prairie provinces M Ghahramani, H Zheng, PH Whitfield, CB Dean Canadian Water Resources Journal/Revue canadienne des ressources hydriques …, 2012 | 2 | 2012 |
| On some properties of stochastic conditional duration models A Thavaneswaran, M Ghahramani Journal of Statistical Theory and Applications 4, 571-580, 2011 | 2 | 2011 |
| Simultaneous modelling of long-and short-term survival after coronary artery bypass graft surgery. M Ghahramani National Library of Canada= Bibliothèque nationale du Canada, Ottawa, 1999 | 2 | 1999 |
| An empirical comparison of parametric and semiparametric time series regression models for overdispersed count data M Ghahramani, SS White, AR de Leon Journal of Statistics and Management Systems 25 (4), 879-905, 2022 | 1 | 2022 |
| Analysis of financial time series via estimating functions M Ghahramani | 1 | 2007 |
A. ThavaneswaranProfessorVerified email at cc.umanitoba.ca
