Items where authors include "Nadarajah, K."

Article

Nadarajah, K., Martin, G.M. and Poskitt, D.S. (2021) Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach. Journal of Statistical Planning and Inference, 211. pp. 41-79. ISSN 0378-3758

Martin, G.M., Nadarajah, K. and Poskitt, D.S. (2020) Issues in the estimation of mis-specified models of fractionally integrated processes. Journal of Econometrics, 215 (2). pp. 559-573. ISSN 0304-4076