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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Nadarajah, K."
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conditional sum of squares
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Nadarajah, K.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
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2
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
3
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
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