Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” In Book of Abstracts, 7, 2018.
LibreCat: /record/4665

Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.” Book of Abstracts, 2018.
LibreCat: /record/4667

Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” In Book of Abstracts, 17, 2018.
LibreCat: /record/4668

Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” In Book of Abstracts, 19, 2018.
LibreCat: /record/4669

Forstinger, Sarah. Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models. Universität Paderborn, 2018.
LibreCat: /record/4672

Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat: /record/4633

Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017.
LibreCat: /record/4671

Peitz, Christian. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\'22oglichkeiten. Springer-Verlag, 2016.
LibreCat: /record/5119

Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.”https://doi.org/10.1080/00949655.2015.1107908__Journal of Statistical Computation and Simulation 86, no. 12 (2015): 2291–2307.https://doi.org/10.1080/00949655.2015.1107908 .
LibreCat: /record/4592
DOI: 10.1080/00949655.2015.1107908

Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using a Semiparametric Fractionally Integrated Log-ACD.”https://doi.org/10.1016/j.ijforecast.2014.09.001__International Journal of Forecasting 31, no. 2 (2015): 349–63.https://doi.org/10.1016/j.ijforecast.2014.09.001 .
LibreCat: /record/4593
DOI: 10.1016/j.ijforecast.2014.09.001