Josu Arteche

Available identifiers

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

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