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 1 0 0 0 16
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country 0 0 0 1 0 0 1 12
Frequency Domain Local Bootstrap in long memory time series 0 0 4 67 1 3 15 56
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 0 1 1 3 0 1 1 12
Long memory, fractional integration and cointegration analysis of real convergence in Spain 1 1 53 53 1 1 12 12
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 1 14
Seasonal and cyclical long memory 1 1 1 5 1 2 5 43
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression 0 0 0 1 0 0 1 20
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 3 0 1 2 15
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 0 0 0 180
Semiparametric inference in correlated long memory signal plus noise models 0 0 0 0 0 0 0 16
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 0 2 3 32
Total Working Papers 2 3 59 178 3 10 41 441

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 0 1 33
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 2 16 1 1 3 68
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 1 11 0 0 2 33
Bootstrapping the log-periodogram regression 0 0 0 22 0 0 0 99
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 0 0 0 54
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 5 0 0 0 70
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 2 9 0 0 3 18
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 1 5 0 0 2 41
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 0 0 1 239
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 0 0 0 48
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 1 1 1 13
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 0 0 1 11
Semiparametric estimation in perturbed long memory series 0 0 0 21 0 0 0 82
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 1 0 0 1 2
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 0 0 18 0 0 1 67
Singular spectrum analysis for value at risk in stochastic volatility models 1 1 1 6 1 2 4 12
Spatial Integration in the Spanish Mackerel Market 0 0 0 12 0 0 2 61
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 1 2 0 0 2 27
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 0 0 0 40
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 0 0 0 17
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 1 20 0 0 1 77
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 40 0 0 1 195
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 0 0 1 152
Total Journal Articles 1 1 9 325 3 4 27 1,459

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 0 2 846
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 0 0 9 955
Total Books 0 0 0 0 0 0 11 1,801

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Statistics updated 2023-11-05