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 1 1 55 0 2 6 23
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 8 25
Seasonal and cyclical long memory 0 0 0 10 0 0 17 71
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 4 0 0 8 26
Semiparametric estimation in perturbed long memory series 0 0 0 37 2 3 16 197
Semiparametric inference in seasonal and cyclical long memory processes 0 0 0 5 0 2 14 50
Total Working Papers 0 1 1 113 2 7 69 392
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 2 15 48
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model 0 0 1 18 0 23 40 110
A strategy for optimal bandwidth selection in Local Whittle estimation 0 0 0 14 2 14 26 65
Bootstrapping long memory time series: Application in low frequency estimators 0 0 0 2 0 3 12 22
Bootstrapping the log-periodogram regression 0 0 0 22 0 0 6 106
Bootstrap‐based bandwidth choice for log‐periodogram regression 0 1 1 14 0 1 13 70
Do Spanish regions converge? A time-series approach using fractional cointegration 0 0 1 2 0 0 8 15
Doubly fractional models for dynamic heteroscedastic cycles 0 0 0 6 0 0 6 78
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES 0 0 1 12 0 2 18 44
Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country 0 0 0 5 0 0 9 51
Frequency domain local bootstrap in short and long memory time series 0 0 2 4 0 0 14 19
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models 0 0 0 65 0 0 19 260
Local Whittle estimation in time‐varying long memory series 0 0 0 1 1 7 17 20
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY 0 0 0 9 1 27 33 81
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 0 0 0 1 0 0 6 19
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes 0 1 2 5 0 2 11 26
Semiparametric estimation in perturbed long memory series 0 0 0 21 0 23 31 116
Semiparametric robust tests on seasonal or cyclical long memory time series 0 0 0 2 0 0 8 12
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models 0 1 4 24 1 2 15 90
Singular spectrum analysis for value at risk in stochastic volatility models 0 0 1 9 0 2 17 38
Spatial Integration in the Spanish Mackerel Market 0 0 0 13 0 1 9 72
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 0 0 0 2 0 0 3 31
Standard and seasonal long memory in volatility: an application to Spanish inflation 0 0 0 7 0 0 14 58
Testing for substitutability in the mackerel market: a new method using fractional cointegration 0 0 0 2 0 1 13 32
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation* 0 0 0 20 0 0 8 87
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 1 1 1 42 1 1 12 208
Using the bootstrap for finite sample confidence intervals of the log periodogram regression 0 0 0 32 0 0 5 158
Total Journal Articles 1 4 14 359 6 111 388 1,936


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 1 14 864
Ejercicios de estadística II. Estadística Empresarial y para Economistas 0 0 0 0 1 2 18 988
Total Books 0 0 0 0 1 3 32 1,852


Statistics updated 2026-10-11