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Josu Arteche
ORCID
Publication Activity (10 Years)
Years Active: 2000-2016
Publications (10 Years): 1
Top Topics
Hybrid Model
Maximum Likelihood Estimator
Error Estimates
Discrete Random Variables
Top Venues
Comput. Stat. Data Anal.
Math. Comput. Simul.
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Publications
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Josu Arteche
,
Jesus Orbe
A bootstrap approximation for the distribution of the Local Whittle estimator.
Comput. Stat. Data Anal.
100 (2016)
Valderio Anselmo Reisen
,
Bartolomeu Zamprogno
,
Wilfredo Palma
,
Josu Arteche
A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model.
Math. Comput. Simul.
98 (2014)
Miguel Artiach
,
Josu Arteche
Doubly fractional models for dynamic heteroscedastic cycles.
Comput. Stat. Data Anal.
56 (6) (2012)
Josu Arteche
,
Jesus Orbe
Using the bootstrap for finite sample confidence intervals of the log periodogram regression.
Comput. Stat. Data Anal.
53 (6) (2009)
Josu Arteche
Semiparametric estimation in perturbed long memory series.
Comput. Stat. Data Anal.
51 (4) (2006)
Josu Arteche
Log-periodogram regression in asymmetric long memory.
Kybernetika
36 (4) (2000)
Josu Arteche
Gaussian semiparametric estimation in seasonal/cyclical long memory time series.
Kybernetika
36 (3) (2000)