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 1 2 2 19
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 4 5 7 22
Seasonal and cyclical long memory 0 0 1 10 1 4 16 66
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 3 6 21
Semiparametric estimation in perturbed long memory series 0 0 0 37 6 9 10 191
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 4 8 11 44
Total Working Papers 0 0 2 112 17 31 52 363
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 7 9 10 43
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 1 1 18 7 9 10 79
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 1 14 1 5 8 45
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 1 5 8 15
Bootstrapping the log-periodogram regression 0 0 0 22 1 2 3 103
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 0 0 13 4 7 10 65
Do Spanish regions converge? A time-series approach using fractional cointegration 0 0 1 1 4 6 7 13
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 1 4 4 76
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 1 11 4 7 12 34
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 2 4 5 46
Frequency domain local bootstrap in short and long memory time series 0 0 3 3 7 9 14 15
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 4 15 16 257
Local Whittle estimation in time‐varying long memory series 0 0 1 1 1 5 9 9
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 1 5 5 53
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 5 6 6 19
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 0 0 3 4 7 10 22
Semiparametric estimation in perturbed long memory series 0 0 0 21 0 6 7 91
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 2 3 5 5 9
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 2 2 3 22 6 9 14 84
Singular spectrum analysis for value at risk in stochastic volatility models 1 1 2 9 6 9 12 30
Spatial Integration in the Spanish Mackerel Market 0 0 0 13 1 5 7 69
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 0 1 2 29
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 4 6 8 51
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 6 8 9 27
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 5 7 9 86
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 41 3 6 6 202
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 2 4 4 157
Total Journal Articles 3 4 13 350 90 171 220 1,729

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 6 8 13 860
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 3 7 10 979
Total Books 0 0 0 0 9 15 23 1,839

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Statistics updated 2026-02-12