Projects per year
Personal profile
Biography
Mervyn J Silvapulle is a Professor in the Department of Econometrics and Business Statistics.
His academic qualifications include B.Sc.(Honours) in mathematics, and Ph.D. in statistics. His broad research interest is econometric and statistical methodology. His current research interests include constrained statistical inference, GARCH models, and extreme value theory. In the past, he has also researched in other areas, including robust statistics, generalized linear models, ridge regression, and minimum distance methods of inference.
He has served as editor (theory and methods) of the Australian and New Zealand Journal of Statistics, guest editor for a special issue of the Journal of Statistical Planning and Inference on constrained statistical inference, guest editor for a collections volume published by the Institute of Mathematical Statistics, associate editor for the Journal of Statistical Planning and Inference, and associate editor for Sankhya
Education/Academic qualification
Statistics, Ph.D., Minimum omega squared method of estimation, Australian National University (ANU)
Award Date: 2 Sept 1982
Research area keywords
- Constrained Statistical Inference
- GARCH Model
- Extreme Value Theory
Collaborations and top research areas from the last five years
Projects
- 3 Finished
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Robust methods for heteroscedastic regression models for time series
Silvapulle, M., La Vecchia, D. & Hallin, M.
Australian Research Council (ARC), Monash University, Universität St. Gallen (University of St Gallen), European Centre for Advanced Research in Economics and Statistics
1/01/15 → 16/12/22
Project: Research
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Non-parametric estimation of forecast distributions in non-Gaussian state space models
Martin, G., Forbes, C., Silvapulle, M. & McCabe, B.
Australian Research Council (ARC)
1/01/09 → 31/12/12
Project: Research
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New approaches for testing in nonlinear models
Silvapulle, P., Anderson, H. & Silvapulle, M.
Australian Research Council (ARC), Australian National University (ANU)
1/08/06 → 31/12/09
Project: Research
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Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, S. B., Gao, J., Silvapulle, M. J. & Silvapulle, P., 2023, (Accepted/In press) In: Journal of Business and Economic Statistics. 13 p.Research output: Contribution to journal › Article › Research › peer-review
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A new structural break test for panels with common factors
Zhu, H., Sarafidis, V. & Silvapulle, M. J., Jan 2020, In: Econometrics Journal. 23, 1, p. 137-155 19 p.Research output: Contribution to journal › Article › Research › peer-review
6 Citations (Scopus) -
Specification tests for multiplicative error models
Perera, I. & Silvapulle, M. J., 1 Apr 2017, In: Econometric Theory. 33, 2, p. 413-438 26 p.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus) -
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, I., Hidalgo, J. & Silvapulle, M. J., 2016, In: Econometric Reviews. 35, 6, p. 1111 - 1141 31 p.Research output: Contribution to journal › Article › Research › peer-review
12 Citations (Scopus) -
Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, S., Silvapulle, M. J., Silvapulle, P. & Zhang, X., 2015, In: Econometric Reviews. 34, 3, p. 394 - 412 19 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus)