Concepedia

Josu Arteche

JA

13

Publications

434

Citations

12

H-Index

1998

Active since

Affiliations

University of the Basque Country(Current)

London School of Economics and Political Science

Josu Arteche is an author at University of the Basque Country specializing in statistics, engineering, and business.

Top concepts

StatisticsEngineeringBusinessEconometricsStatistical InferenceTime Series EconometricsMemoryForecastingEstimation TheoryFinance

Publications per year

1998–2016

13

Publications

13

Semiparametric Inference in Seasonal and Cyclical Long Memory Processes

Josu Arteche, Peter M. Robinson · Journal of Time Series Analysis · 2000 · 142 citations · Full text

Several Semiparametric Estimates, Memory System, Memory Parameter +12

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

Josu Arteche · Journal of Econometrics · 2003 · 91 citations

Multivariate Stochastic Volatility, Engineering, Gaussian Semiparametric Estimation +8

Semiparametric estimation in perturbed long memory series

Josu Arteche · Computational Statistics & Data Analysis · 2006 · 33 citations

Parameter Estimation, Semiparametric Estimation, Semi-nonparametric Estimation +1

Seasonal and cyclical long memory

Josu Arteche, Peter M. Robinson · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 1998 · 27 citations

Engineering, Cognition, Cyclical Long Memory +20

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

Valdério Anselmo Reisen, Bartolomeu Zamprogno, Wilfredo Palma et al. · Mathematics and Computers in Simulation · 2013 · 25 citations · Full text

Radar, Climatology, Meteorology +14

Rows per page

1–5 of 13