Person:269235

Available identifiers

zbMath Open arteche.josuWikidataQ61197675 ScholiaQ61197675MaRDI QIDQ269235

List of research outcomes

Publication	Date of Publication	Type
Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models	2022-05-31	Paper
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES	2021-04-16	Paper
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model	2021-02-18	Paper
A bootstrap approximation for the distribution of the local Whittle estimator	2018-08-15	Paper
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models	2016-04-18	Paper
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY	2016-01-22	Paper
Estimation of the frequency in cyclical long-memory series	2013-06-28	Paper
Bootstrapping the log-periodogram regression	2013-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q5389647	2012-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5389657	2012-04-23	Paper
Bootstrap-based bandwidth choice for log-periodogram regression	2011-02-22	Paper
Using the bootstrap for finite sample confidence intervals of the log periodogram regression	2010-03-30	Paper
Semiparametric estimation in perturbed long memory series	2009-04-06	Paper
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series	2006-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q5317343	2005-09-16	Paper
Semiparametric robust tests on seasonal or cyclical long memory time series	2003-10-22	Paper
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes	2001-09-23	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Josu Arteche