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The nanohertz gravitational wave background (GWB) is expected to be anaggregate signal of an ensemble of gravitational waves emitted predominantly bya large population of coalescing supermassive black hole binaries in thecentres of merging galaxies. Pulsar timing arrays, ensembles of extremelystable pulsars, are the most precise experiments capable of detecting thisbackground. However, the subtle imprints that the GWB induces on pulsar timingdata are obscured by many sources of noise. These must be carefullycharacterized to increase the sensitivity to the GWB. In this paper, we presenta novel technique to estimate the optimal number of frequency coefficients formodelling achromatic and chromatic noise and perform model selection. We alsoincorporate a new model to fit for scattering variations in the pulsar timingpackage temponest and created realistic simulations of the European PulsarTiming Array (EPTA) datasets that allowed us to test the efficacy of our noisemodelling algorithms. We present an in-depth analysis of the noise propertiesof 25 millisecond pulsars (MSPs) that form the second data release (DR2) of theEPTA and investigate the effect of incorporating low-frequency data from theIndian PTA collaboration. We use enterprise and temponest packages to comparenoise models with those reported with the EPTA DR1. We find that, while in somepulsars we can successfully disentangle chromatic from achromatic noise owingto the wider frequency coverage in DR2, in others the noise models evolve in amore complicated way. We also find evidence of long-term scattering variationsin PSR J1600$-$3053. Through our simulations, we identify intrinsic biases inour current noise analysis techniques and discuss their effect on GWB searches.The results presented here directly help improve sensitivity to the GWB and arealready being used as part of global PTA efforts.

The second data release from the European Pulsar Timing Array II. Customised pulsar noise models for spatially correlated gravitational waves