Josu Arteche

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Local Whittle estimation in time-varying long memory series Journal of Time Series Analysis	2025-07-09	Paper
Frequency domain local bootstrap in short and long memory time series Econometric Reviews	2025-05-09	Paper
Semiparametric inference in correlated long memory signal plus noise models Econometric Reviews	2022-05-31	Paper
Exact local Whittle estimation in long memory time series with multiple poles Econometric Theory	2021-04-16	Paper
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model Mathematics and Computers in Simulation	2021-02-18	Paper
A bootstrap approximation for the distribution of the local Whittle estimator Computational Statistics and Data Analysis	2018-08-15	Paper
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models Journal of Econometrics	2016-04-18	Paper
Signal extraction in long memory stochastic volatility Econometric Theory	2016-01-22	Paper
Estimation of the frequency in cyclical long-memory series Journal of Statistical Computation and Simulation	2013-06-28	Paper
Bootstrapping the log-periodogram regression Economics Letters	2013-01-02	Paper
Gaussian semiparametric estimation in seasonal/cyclical long memory time series.	2012-04-23	Paper
Gaussian semiparametric estimation in seasonal/cyclical long memory time series.	2012-04-23	Paper
Log-periodogram regression in asymmetric long memory.	2012-04-23	Paper
Log-periodogram regression in asymmetric long memory.	2012-04-23	Paper
Bootstrap-based bandwidth choice for log-periodogram regression Journal of Time Series Analysis	2011-02-22	Paper
Using the bootstrap for finite sample confidence intervals of the log periodogram regression Computational Statistics and Data Analysis	2010-03-30	Paper
Semiparametric estimation in perturbed long memory series Computational Statistics and Data Analysis	2009-04-06	Paper
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series Journal of Time Series Analysis	2006-05-24	Paper
scientific article; zbMATH DE number 2206036 (Why is no real title available?)	2005-09-16	Paper
Semiparametric robust tests on seasonal or cyclical long memory time series Journal of Time Series Analysis	2003-10-22	Paper
Semiparametric inference in seasonal and cyclical long memory processes Journal of Time Series Analysis	2001-09-23	Paper

Research outcomes over time

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