Perera, Indeewara, and Mervyn J. Silvapulle. “Bootstrap specification tests for dynamic conditional distribution models” (submitted).
Cavaliere, Giuseppe, Indeewara Perera, and Anders Rahbek. "Specification tests for GARCH processes with nuisance parameters on the boundary" (submitted).
“Scalable fast iterated bootstrap for massive data,” manuscript, in preparation.
“Inference under inequality constraints: Semiparametric Ranked-Based Methods for Conditional Duration Models,” with Mervyn J. Silvapulle, manuscript, in preparation.
“Mean correction and forecasting in mis-specified fractionally integrated models,” with Kanchana Nadarajah, Gael M. Martin and Donald S. Poskitt, manuscript, in preparation.