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Josu Arteche · Study

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Josu Arteche

5 works· latest 2016· 1 institutionscluster: provisionalORCID 0000-0002-6700-3615

h-index5

i105

Citations321

Works here5

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16

Most cited in this library

Semiparametric Inference in Seasonal and Cyclical Long Memory Processes2000 · 140 citations
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models2003 · 89 citations
Semiparametric robust tests on seasonal or cyclical long memory time series2002 · 53 citations
Singular Spectrum Analysis for signal extraction in Stochastic Volatility models2016 · 22 citations
The Analysis of Seasonal Long Memory: The Case of Spanish Inflation*2007 · 17 citations

Works

5 shown

Singular Spectrum Analysis for signal extraction in Stochastic Volatility models

Econometrics and Statistics·2016·2 authors

22citations

The Analysis of Seasonal Long Memory: The Case of Spanish Inflation*

Oxford Bulletin of Economics and Statistics·2007·1 author

17citations

Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models

Journal of Econometrics·2003·1 author·Open access

89citations

Semiparametric robust tests on seasonal or cyclical long memory time series

Journal of Time Series Analysis·2002·1 author·Open access

53citations

Semiparametric Inference in Seasonal and Cyclical Long Memory Processes

Journal of Time Series Analysis·2000·2 authors

140citations