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Josu Arteche

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Journal Articles

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2016
[j7]
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  - journals/csda/ArtecheO16
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Josu Arteche, Jesus Orbe:
A bootstrap approximation for the distribution of the Local Whittle estimator. Comput. Stat. Data Anal. 100: 645-660 (2016)
2014
[j6]
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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: 1-17 (2014)
2012
[j5]
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  - journals/csda/ArtiachA12
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Miguel Artiach, Josu Arteche:
Doubly fractional models for dynamic heteroscedastic cycles. Comput. Stat. Data Anal. 56(6): 2139-2158 (2012)
2009
[j4]
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Josu Arteche, Jesus Orbe:
Using the bootstrap for finite sample confidence intervals of the log periodogram regression. Comput. Stat. Data Anal. 53(6): 1940-1953 (2009)
2006
[j3]
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Josu Arteche:
Semiparametric estimation in perturbed long memory series. Comput. Stat. Data Anal. 51(4): 2118-2141 (2006)
2000
[j2]
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  - electronic edition @ kybernetika.cz (open access)
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Josu Arteche:
Gaussian semiparametric estimation in seasonal/cyclical long memory time series. Kybernetika 36(3): 279-310 (2000)
[j1]
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Josu Arteche:
Log-periodogram regression in asymmetric long memory. Kybernetika 36(4): 415-435 (2000)

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