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 2 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 2 2 68
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 0 0 0 3 2 5 5 17
Long memory, fractional integration and cointegration analysis of real convergence in Spain 0 0 0 54 2 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 3 10 25
Seasonal and cyclical long memory 0 0 1 10 2 2 17 68
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression 0 0 0 2 3 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 2 5 9 26
Semiparametric estimation in perturbed long memory series 0 0 0 0 1 1 1 14
Semiparametric estimation in perturbed long memory series 0 0 0 37 2 3 13 194
Semiparametric inference in correlated long memory signal plus noise models 0 0 0 1 1 2 2 19
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 3 4 13 48
Total Working Papers 0 0 2 193 20 35 82 562

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 13 46
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 1 18 2 5 14 84
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 0 14 3 4 11 49
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 1 3 9 18
Bootstrapping the log-periodogram regression 0 0 0 22 2 3 6 106
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 3 4 13 69
Do Spanish regions converge? A time-series approach using fractional cointegration 0 0 1 1 1 1 8 14
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 1 2 6 78
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 1 2 12 3 7 18 41
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 3 5 9 51
Frequency domain local bootstrap in short and long memory time series 0 1 2 4 1 4 16 19
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 2 3 19 260
Local Whittle estimation in time‐varying long memory series 0 0 1 1 2 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 0 0 7 22
Semiparametric estimation in perturbed long memory series 0 0 0 21 1 2 9 93
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 2 2 2 7 11
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 1 3 23 2 3 13 87
Singular spectrum analysis for value at risk in stochastic volatility models 0 0 2 9 1 4 16 34
Spatial Integration in the Spanish Mackerel Market 0 0 0 13 1 2 9 71
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 1 2 3 31
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 2 4 12 55
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 2 3 12 30
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 1 1 8 87
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 41 2 5 11 207
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 1 1 5 158
Total Journal Articles 0 3 12 353 42 76 277 1,805

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 2 3 14 863
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 4 6 16 985
Total Books 0 0 0 0 6 9 30 1,848

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Statistics updated 2026-05-06