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 1 3 3
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country 0 0 0 0 1 2 3 6
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 0 0 1 2 0 1 2 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 1 2 0 0 1 10
Seasonal and cyclical long memory 0 0 0 1 1 1 2 12
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 0 1 8
Semiparametric estimation in perturbed long memory series 0 0 0 0 0 1 1 3
Semiparametric estimation in perturbed long memory series 0 0 0 37 0 1 4 169
Semiparametric inference in correlated long memory signal plus noise models 0 0 0 0 0 1 1 2
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 1 0 1 2 13
Total Working Papers 0 0 2 45 2 9 20 237


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 3 0 0 3 22
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 0 11 0 1 1 58
A strategy for optimal bandwidth selection in Local Whittle estimation 0 1 3 3 0 3 8 11
Bootstrap-based bandwidth choice for log-periodogram regression 0 0 0 12 0 0 1 46
Bootstrapping the log-periodogram regression 0 0 0 22 0 0 1 94
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 5 0 1 3 61
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 0 0 0 5 20
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 1 64 0 1 4 232
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 0 2 2 36
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 0 0 1 2 2
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 0 0 1 1 1
Semiparametric estimation in perturbed long memory series 0 0 0 19 0 1 1 72
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 2 13 0 1 7 43
Spatial Integration in the Spanish Mackerel Market 0 0 1 6 0 0 4 45
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 0 1 1 5 14
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 1 1 7 1 2 2 31
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 1 1 0 1 3 4
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation 1 1 1 18 1 1 2 71
Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 40 0 2 3 191
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 2 31 0 0 2 145
Total Journal Articles 1 3 12 264 3 19 60 1,199


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 1 11 780
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 2 6 23 882
Total Books 0 0 0 0 3 7 34 1,662


Statistics updated 2019-06-03