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 1 54 0 0 2 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 0 0 1 15
Seasonal and cyclical long memory 0 1 3 9 1 3 6 51
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 2 2 2 17
Semiparametric estimation in perturbed long memory series 0 0 0 37 0 0 1 181
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 2 2 3 35
Total Working Papers 0 1 4 110 5 7 15 316
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 0 0 33
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 1 17 1 1 2 70
A strategy for optimal bandwidth selection in Local Whittle estimation 1 3 3 14 1 3 4 38
Bootstrapping long memory time series: Application in low frequency estimators 0 0 2 2 1 3 7 8
Bootstrapping the log-periodogram regression 0 0 0 22 0 0 1 100
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 1 1 2 56
Do Spanish regions converge? A time-series approach using fractional cointegration 0 0 0 0 0 6 6 6
Doubly fractional models for dynamic heteroscedastic cycles 0 0 1 6 0 0 2 72
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 1 10 0 2 4 22
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 1 1 1 42
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 0 1 2 241
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 0 0 0 13
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 1 1 2 13
Semiparametric estimation in perturbed long memory series 0 0 0 21 0 0 1 84
Semiparametric robust tests on seasonal or cyclical long memory time series 0 1 1 2 0 1 2 4
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 1 2 2 20 2 3 5 72
Singular spectrum analysis for value at risk in stochastic volatility models 0 1 1 7 0 3 4 18
Spatial Integration in the Spanish Mackerel Market 0 1 1 13 0 1 1 62
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 1 1 1 28
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 0 0 3 43
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 0 0 1 18
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 1 1 1 78
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 1 1 41 0 1 1 196
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 0 0 1 153
Total Journal Articles 2 9 14 339 10 30 54 1,518


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 1 847
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 0 1 10 969
Total Books 0 0 0 0 0 1 11 1,816


Statistics updated 2025-03-03