Gaussian semiparametric estimation in seasonal/cyclical long memory time series. - Josu Arteche (Kybernetika, 2000)

Log-periodogram regression in asymmetric long memory. - Josu Arteche (Kybernetika, 2000)

Semiparametric estimation in perturbed long memory series. - Josu Arteche (Comput. Stat. Data Anal., 2006)

Using the bootstrap for finite sample confidence intervals of the log periodogram regression. - Josu Arteche; Jesus Orbe (Comput. Stat. Data Anal., 2009)

Doubly fractional models for dynamic heteroscedastic cycles. - Miguel Artiach; Josu Arteche (Comput. Stat. Data Anal., 2012)

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)

A bootstrap approximation for the distribution of the Local Whittle estimator. - Josu Arteche; Jesus Orbe (Comput. Stat. Data Anal., 2016)