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Semiparametric inference in seasonal and cyclical long memory processes
Arteche, Josu; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994844
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Seasonal and cyclical long memory
Arteche, Josu; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994845
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The analysis of seasonal long memory : the case of Spanish inflation
Arteche, Josu - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 749-772
Persistent link: https://www.econbiz.de/10003595765
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Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu - In: Econometric theory 36 (2020) 6, pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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Frequency domain local bootstrap in long memory time series
Arteche, Josu - 2020
Persistent link: https://www.econbiz.de/10013445244
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Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche, Josu; Orbe, Jesus - 2008
Persistent link: https://www.econbiz.de/10003848261
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Detekce a korekce předvelikonočního a velikonočního efektu
Arteche, Josu; Majovská, Renata; Mariel, Petr; … - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 5, pp. 472-487
Persistent link: https://www.econbiz.de/10009303895
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Signal extraction in long memory stochastic volatility
Arteche, Josu - In: Econometric theory 31 (2015) 6, pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
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Doubly fractional models for dynamic heteroskedastic cycles
Artiach, Miguel; Arteche, Josu - 2011
Persistent link: https://www.econbiz.de/10010417907
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Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu; García-Enríquez, Javier - In: Journal of forecasting 41 (2022) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10012796265