Publications
  1. Thomson, T., Hossain, S. and Ghahramani, M. (2016). Efficient Estimation For Time Series Following Generalized Linear Models. Australian & New Zealand Journal of Statistics.
  2. Hossain, S. and Ghahramani, M. (2016). Shrinkage Estimation of Linear Regression Models with GARCH Errors. Journal of Statistical Theory & Applications, 15(4), 405-423. doi:10.2991/jsta.2016.15.4.8
  3. Thomson, T., Hossain, S. and Ghahramani, M. (2015). Application of shrinkage estimation in linear regression models with autoregressive errors. Journal of Statistical Computation and Simulation.
  4. Ghahramani, M., H. Zheng, P.W. Whitfield, and C.B. Dean. (2012). Statistical Modelling of Temporary Streams in Canadian Prairie Provinces, Canadian Water Resources Journal, 37(4), 373-389. 
  5. Ghahramani, M., and Thavaneswaran, A. (2012). Nonlinear recursive estimation of volatility via estimating functions. Journal of Statistical Planning & Inference, 142(1), 171-180.
  6. Frank, J., Ghahramani, M., and Thavaneswaran, A. (2011). Seasonality in Stochastic Volatility Models. In JSM Proceedings, Business and Economic Statistics Section. Alexandria, VA: American Statistical Association, pp. 3424-3428.
  7. Thavaneswaran, A., and Ghahramani, M. (2011). On some properties of Stochastic Conditional Duration models, Journal of Statistical Theory & Applications, 10(4), 571-580.
  8. Farhadi, H. and Ghahramani, M. (2011). A Note on Independence of Quadratic Forms. Journal of Statistical Theory & Applications, 10(3), 533-?.
  9. Ghahramani, M., and Thavaneswaran, A. (2009). On some properties of the Autoregressive Conditional Poisson (ACP) models. Economics Letters, 105, 273-275.  
  10. Ghahramani, M., and Thavaneswaran, A. (2009). Combining Estimating Functions for Volatility. Journal of Statistical Planning & Inference, 139(4), 1449-1461. [This article has been selected as one of the Top 25 Hottest Articles for January-March, 2009 by ScienceDirect.]
  11. Thavaneswaran, A., Appadoo, S.S. and Ghahramani, M.  (2009). RCA Models With GARCH Errors. Applied Mathematics Letters, 22(1), 110-114. 
  12. Ghahramani, M., and Thavaneswaran, A. (2008). A Note on GARCH Model Identification, Computers & Mathematics with Applications, 55(11), 2469-2475.
  13. Thavaneswaran, A., and Ghahramani, M. (2008). Volatility Forecasts With GARCH Errors And Applications, Journal of Statistical Theory & Applications, 7(1), 69-80. 
  14. Ghahramani, M., and Thavaneswaran, A. (2007). Identification of ARMA Models with GARCH Errors, The Mathematical Scientist, 32(1), 60-69.
  15. Ghahramani, M., and Thavaneswaran, A. (2006). Financial Aplications of ARMA Mdels with GARCH Errors, Journal of Risk Finance 7(5), 525-543.
  16. Ghahramani, M., and Thavaneswaran, A. (2006). Improved Estimation of Volatility with Some Applications, Journal of Statistical Theory & Applications, 5(3), 260-270.
  17. Ghahramani, M., and Thavaneswaran, A. (2005). Moment properties of Hidden Semimartiangle (HSM) models with GARCH errors, InterStat. [PDF]
  18. Thavaneswaran, A. and Ghahramani, M. (2005). Forecasting with structural change, InterStat. [PDF]
  19. Appadoo, S., Ghahramani, M., and Thavaneswaran, A. (2005). Moment properties of some time series models, The Mathematical Scientist, 30, 56-63.
  20. Thavaneswaran, A. and Ghahramani, M. (2004). Applications of combining estimating functions, Proceedings of the International Sri Lankan Conference: Visions of Futuristic Methodologies, University of Peradeniya and Royal Melbourne Institute of Technology (RMIT).
  21. Ghahramani, M., Dean, C.B., and Spinelli, J. (2001). Simultaneous Modeling of Operative Mortality and Long-term Survival after Coronary Artery Bypass Surgery, Statistics in Medicine, 20, 1931-1945. [PDF]