Access Statistics for Josu Arteche

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Long memory, fractional integration and cointegration analysis of real convergence in Spain 0 0 0 54 1 1 1 18
Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.) 0 0 0 2 0 1 3 18
Seasonal and cyclical long memory 0 0 1 10 2 11 16 65
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.) 0 0 1 4 1 2 5 20
Semiparametric estimation in perturbed long memory series 0 0 0 37 2 4 4 185
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 1 4 7 40
Total Working Papers 0 0 2 112 7 23 36 346
7 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap approximation for the distribution of the Local Whittle estimator 0 0 0 5 2 3 3 36
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 1 1 18 1 2 3 72
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 1 14 2 5 7 44
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 3 4 7 14
Bootstrapping the log-periodogram regression 0 0 0 22 0 2 2 102
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 2 4 6 61
Do Spanish regions converge? A time-series approach using fractional cointegration 0 0 1 1 1 2 5 9
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 1 3 3 75
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 1 11 2 4 8 30
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 2 2 3 44
Frequency domain local bootstrap in short and long memory time series 0 1 3 3 2 3 8 8
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 3 12 13 253
Local Whittle estimation in time‐varying long memory series 0 0 1 1 2 5 8 8
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 3 4 4 52
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 1 1 1 14
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 1 3 6 18
Semiparametric estimation in perturbed long memory series 0 0 0 21 3 6 7 91
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 2 1 2 2 6
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 0 2 20 2 3 9 78
Singular spectrum analysis for value at risk in stochastic volatility models 0 0 2 8 2 3 8 24
Spatial Integration in the Spanish Mackerel Market 0 0 0 13 3 5 6 68
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 0 1 2 29
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 0 3 4 47
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 1 2 3 21
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 2 2 4 81
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 1 41 2 3 4 199
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 0 2 2 155
Total Journal Articles 0 2 13 347 44 91 138 1,639


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ejercicios de estadística I. Elementos de Probabilidad y Estadística 0 0 0 0 0 4 7 854
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 3 6 8 976
Total Books 0 0 0 0 3 10 15 1,830


Statistics updated 2026-01-09