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
Long memory, fractional integration and cointegration analysis of real convergence in Spain 0 0 0 54 0 0 0 17
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 1 2 3 18
Seasonal and cyclical long memory 0 0 2 10 1 9 15 63
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 1 4 19
Semiparametric estimation in perturbed long memory series 0 0 0 37 1 2 2 183
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 3 3 6 39
Total Working Papers 0 0 3 112 7 17 30 339
7 registered items for which data could not be found

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 1 1 34
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 1 1 1 18 1 1 2 71
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 3 14 2 3 7 42
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 1 1 6 11
Bootstrapping the log-periodogram regression 0 0 0 22 1 2 2 102
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 1 2 4 59
Do Spanish regions converge? A time-series approach using fractional cointegration 0 1 1 1 1 2 8 8
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 2 2 2 74
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 1 11 1 2 8 28
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 0 0 1 42
Frequency domain local bootstrap in short and long memory time series 0 1 3 3 0 3 6 6
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 8 9 10 250
Local Whittle estimation in time‐varying long memory series 0 0 1 1 2 4 6 6
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 1 1 1 49
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 0 0 0 13
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 2 2 5 17
Semiparametric estimation in perturbed long memory series 0 0 0 21 3 3 4 88
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 1 2 1 1 2 5
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 0 2 20 1 1 7 76
Singular spectrum analysis for value at risk in stochastic volatility models 0 0 2 8 1 2 7 22
Spatial Integration in the Spanish Mackerel Market 0 0 1 13 1 2 4 65
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 1 1 2 29
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 2 4 4 47
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 1 1 2 20
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 0 0 2 79
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 1 41 1 1 2 197
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 2 2 2 155
Total Journal Articles 1 3 17 347 37 53 107 1,595

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 5 7 854
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 1 3 5 973
Total Books 0 0 0 0 3 8 12 1,827

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Statistics updated 2025-12-06