Josu Arteche

According to our database, Josu Arteche authored at least 7 papers between 2000 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2016

A bootstrap approximation for the distribution of the Local Whittle estimator.

Josu Arteche, Jesus Orbe

Comput. Stat. Data Anal., 2016

2014

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model.

Valderio Anselmo Reisen, Bartolomeu Zamprogno, Wilfredo Palma, Josu Arteche

Math. Comput. Simul., 2014

2012

Doubly fractional models for dynamic heteroscedastic cycles.

Miguel Artiach, Josu Arteche

Comput. Stat. Data Anal., 2012

2009

Using the bootstrap for finite sample confidence intervals of the log periodogram regression.

Josu Arteche, Jesus Orbe

Comput. Stat. Data Anal., 2009

2006

Semiparametric estimation in perturbed long memory series.

Josu Arteche

Comput. Stat. Data Anal., 2006

2000

Log-periodogram regression in asymmetric long memory.

Josu Arteche

Kybernetika, 2000

Gaussian semiparametric estimation in seasonal/cyclical long memory time series.

Josu Arteche

Kybernetika, 2000