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
Doubly fractional models for dynamic heteroskedastic cycles 0 0 0 3 0 1 2 22
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country 0 0 0 1 0 1 1 14
Frequency Domain Local Bootstrap in long memory time series 0 0 0 71 1 3 3 69
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 0 0 0 3 0 5 5 17
Long memory, fractional integration and cointegration analysis of real convergence in Spain 0 0 0 54 0 2 4 21
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 10 25
Seasonal and cyclical long memory 0 0 1 10 1 3 18 69
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression 0 0 0 2 0 3 3 26
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 0 4 9 26
Semiparametric estimation in perturbed long memory series 0 0 0 37 0 2 13 194
Semiparametric estimation in perturbed long memory series 0 0 0 0 0 1 1 14
Semiparametric inference in correlated long memory signal plus noise models 0 0 0 1 0 2 2 19
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 0 3 13 48
Total Working Papers 0 0 2 193 2 31 84 564

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 0 2 13 46
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 1 18 3 5 17 87
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 0 14 2 5 12 51
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 0 3 9 18
Bootstrapping the log-periodogram regression 0 0 0 22 0 3 6 106
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 0 3 13 69
Do Spanish regions converge? A time-series approach using fractional cointegration 1 1 2 2 1 2 9 15
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 0 1 6 78
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 1 1 12 1 5 18 42
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 0 3 9 51
Frequency domain local bootstrap in short and long memory time series 0 0 2 4 0 2 16 19
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 0 2 19 260
Local Whittle estimation in time‐varying long memory series 0 0 1 1 0 2 11 11
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 0 1 6 54
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 0 0 6 19
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 1 1 8 23
Semiparametric estimation in perturbed long memory series 0 0 0 21 0 2 8 93
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 2 0 2 7 11
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 1 3 23 1 4 14 88
Singular spectrum analysis for value at risk in stochastic volatility models 0 0 2 9 1 4 16 35
Spatial Integration in the Spanish Mackerel Market 0 0 0 13 0 1 9 71
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 0 1 3 31
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 3 6 15 58
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 1 3 13 31
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 0 1 8 87
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 41 0 3 11 207
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 0 1 5 158
Total Journal Articles 1 3 12 354 14 68 287 1,819

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 2 14 863
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 0 5 15 985
Total Books 0 0 0 0 0 7 29 1,848

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04