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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Nadarajah, K."
~subject:"Induktive Statistik"
~subject:"Instrumental variables"
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Probability theory
Time series analysis
Induktive Statistik
Instrumental variables
Estimation theory
3
Schätztheorie
3
Zeitreihenanalyse
3
Whittle
2
conditional sum of squares
2
ARMA model
1
ARMA-Modell
1
Long memory
1
Long memory models
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
bias
1
bias adjustment
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cumulants
1
discrete Fourier transform
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frequency domain
1
frequency domain estimators
1
log-periodogram regression
1
long memory models
1
maximum likelihood
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mean squared error
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periodograms
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pseudo true parameter
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pseudo-true parameter
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time domain
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time domain estimators
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Nadarajah, K.
Gao, Jiti
30
Peng, Bin
14
Hyndman, Rob J.
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Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
8
Yan, Yayi
5
Frazier, David T.
4
Linton, Oliver
4
Yang, Yanrong
4
Athanasopoulos, George
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Cai, Biqing
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Forbes, Catherine Scipione
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Grose, Simone D.
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Jiang, Bin
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Koo, Bonsoo
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Li, Degui
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Pan, Guangming
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Tjostheim, Dag
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Vahid, Farshid
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Bergmeir, Christoph
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Cheng, Tingting
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Dokumentov, Alexander
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Kapetanios, George
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Litvinova, Svetlana
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Liu, Fei
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Maneesoonthorn, Worapree
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Panagiotelis, Anastasios
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Sarafidis, Vasilis
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Silvapulle, Mervyn J.
2
Snyder, Ralph D.
2
Tu, Yundong
2
Yin, Jiying
2
Zhang, Bo
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Zhang, Lina
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Zhao, Xueyan
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Akram, Muhammad
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Anderson, Heather M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
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ECONIS (ZBW)
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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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