Items where authors include "Poskitt, D.S."

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

Harris, D., Martin, G.M., Perera, I. et al. (1 more author) (2019) Construction and visualization of confidence sets for frequentist distributional forecasts. Journal of Computational and Graphical Statistics, 28 (1). pp. 92-104. ISSN 1061-8600

Poskitt, D.S. (2006) On the identification and estimation of nonstationary and cointegrated ARMAX systems. Econometric Theory, 22 (6). pp. 1138-1175. ISSN 0266-4666

Poskitt, D.S. (2005) A Note on the Specification and Estimation of ARMAX Systems. Journal of Time Series Analysis, 26 (2). pp. 157-183. ISSN 0143-9782

Harris, D. and Poskitt, D.S. (2004) Determination of Cointegrating Rank in Partially Nonstationary Processess via a Generalised Von-Neuman Criterion. The Econometrics Journal, 7 (1). pp. 191-217. ISSN 1368-4221