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 0 0 0 2 3
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country 0 1 1 1 0 2 4 8
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 0 0 0 2 0 0 1 6
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 0 0 10
Seasonal and cyclical long memory 0 0 0 1 1 2 4 14
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression 0 0 0 0 0 0 0 5
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.) 0 0 0 2 0 1 1 9
Semiparametric estimation in perturbed long memory series 0 0 0 0 1 1 2 4
Semiparametric estimation in perturbed long memory series 0 0 0 37 1 1 4 170
Semiparametric inference in correlated long memory signal plus noise models 0 0 0 0 3 3 4 5
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 1 0 1 3 14
Total Working Papers 0 1 1 46 6 11 25 248


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 1 1 1 4 1 1 3 23
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 0 11 0 0 1 58
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 3 3 1 2 10 13
Bootstrapping the log-periodogram regression 0 0 0 22 0 0 1 94
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 12 0 0 1 46
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 5 0 1 4 62
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 1 1 1 0 1 4 21
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 64 1 1 4 233
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 0 1 3 37
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 0 0 0 2 2
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 0 0 0 1 1
Semiparametric estimation in perturbed long memory series 1 1 1 20 2 2 3 74
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 0 0 0 0 0
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 0 1 13 0 1 4 44
Spatial Integration in the Spanish Mackerel Market 0 1 2 7 0 1 3 46
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 0 0 0 4 14
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 1 7 0 0 2 31
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 1 1 1 3 6 7
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 1 18 0 0 1 71
Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 40 0 0 3 191
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 1 31 1 1 2 146
Total Journal Articles 2 4 13 268 7 15 62 1,214


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 1 2 8 782
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 1 6 26 888
Total Books 0 0 0 0 2 8 34 1,670


Statistics updated 2019-09-09