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 1 1 1 21
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country 0 0 0 1 0 0 0 13
Frequency Domain Local Bootstrap in long memory time series 0 0 0 71 0 0 0 66
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 0 0 0 3 0 0 0 12
Long memory, fractional integration and cointegration analysis of real convergence in Spain 0 0 0 54 0 2 2 19
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 2 6 9 24
Seasonal and cyclical long memory 0 0 1 10 0 3 15 66
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression 0 0 0 2 0 0 0 23
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 3 5 22
Semiparametric estimation in perturbed long memory series 0 0 0 0 0 0 0 13
Semiparametric estimation in perturbed long memory series 0 0 0 37 1 9 11 192
Semiparametric inference in correlated long memory signal plus noise models 0 0 0 1 0 0 0 17
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 1 6 10 45
Total Working Papers 0 0 2 193 6 30 53 533


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 1 10 11 44
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 1 18 3 11 12 82
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 0 14 1 4 8 46
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 0 4 7 15
Bootstrapping the log-periodogram regression 0 0 0 22 0 1 3 103
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 1 7 10 66
Do Spanish regions converge? A time-series approach using fractional cointegration 0 0 1 1 0 5 7 13
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 1 3 5 77
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 1 11 3 9 15 37
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 2 6 6 48
Frequency domain local bootstrap in short and long memory time series 1 1 3 4 2 11 15 17
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 1 8 17 258
Local Whittle estimation in time‐varying long memory series 0 0 1 1 0 3 9 9
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 0 4 5 53
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 0 6 6 19
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 0 5 9 22
Semiparametric estimation in perturbed long memory series 0 0 0 21 0 3 7 91
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 2 0 4 5 9
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 2 2 22 0 8 12 84
Singular spectrum analysis for value at risk in stochastic volatility models 0 1 2 9 1 9 13 31
Spatial Integration in the Spanish Mackerel Market 0 0 0 13 1 5 8 70
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 1 1 2 30
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 1 5 9 52
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 1 8 10 28
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 0 7 8 86
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 41 2 7 8 204
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 0 2 4 157
Total Journal Articles 1 4 11 351 22 156 231 1,751


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 7 14 861
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 1 7 11 980
Total Books 0 0 0 0 2 14 25 1,841


Statistics updated 2026-03-04