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Personal profile

Biography

Mervyn Silvapulle is a professor in the Department of Econometrics and Business Statistics.

Keywords

  • Constrained Statistical Inference
  • GARCH Model
  • Income Inquality

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Projects 2006 2019

Research Output 1995 2017

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 journalArticleResearchpeer-review

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 journalArticleResearchpeer-review

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 journalArticleResearchpeer-review

A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios

Chen, X. J. B., Silvapulle, P. & Silvapulle, M. J., 2014, In : Economic Modelling. 42, p. 230 - 242 13 p.

Research output: Contribution to journalArticleResearchpeer-review

A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions

Litvinova, S. & Silvapulle, M. J., 2012, In : Journal of Statistical Planning and Inference. 142, 6, p. 1506 - 1515 10 p.

Research output: Contribution to journalArticleResearchpeer-review