@article{article, title  = {{Issues in the estimation of mis-specified models of fractionally integrated processes}},

 publisher = {{Elsevier BV}},

 url = {{http://eprints.whiterose.ac.uk/155883/ }},

 year = {{2020}},

 month = {{4}},

 author = {{Martin GM and Nadarajah K and Poskitt DS}},

 doi = {{10.1016/j.jeconom.2019.09.007}},

 volume = {{215}},

 journal = {{Journal of Econometrics}},

 issue = {{2}},

 pages = {{559-573}},

 note = {{Accessed on 2024/12/22}}}