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Cited by
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Since 2019
Citations
9
8
h-index
2
2
i10-index
0
0
0
4
2
2017
2018
2019
2020
2021
2022
2023
1
1
2
3
2
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3 articles
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D. S. Poskitt
Professor of Econometrics and Business Statistics, Monash University
Verified email at monash.edu
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Kanchana Nadarajah
Lecturer of Econometrics
Verified email at sheffield.ac.uk -
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Time series analysis
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Year
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach
K Nadarajah, GM Martin, DS Poskitt
Journal of Statistical Planning and Inference 211, 41-79
, 2021
6
2021
Issues in the estimation of mis-specified models of fractionally integrated processes
GM Martin, K Nadarajah, DS Poskitt
Journal of econometrics 215 (2), 559-573
, 2020
2
2020
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
K Nadarajah, GM Martin, DS Poskitt
Econometrics & Business Statistics Working Paper WP18/14, Monash University …
, 2014
1
2014
Advances in the Estimation of Fractionally Integrated Models
K Nadarajah
Monash University
, 2019
2019
Issues of misspecification in long memory models
K Nadarajah
Monash University
, 2013
2013
Supplementary Appendix: Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
GM Martin, K Nadarajah, DS Poskitt
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