Beran, Jan, et al. Long-Memory Processes. Springer Berlin Heidelberg, 2013, doi:10.1007/978-3-642-35512-7.
LibreCat: /record/4628
DOI: 10.1007/978-3-642-35512-7

Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets. 2013.
LibreCat: /record/4657

Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects. 2013.
LibreCat: /record/4658

Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.”10.1080/02664763.2012.740626__Journal of Applied Statistics, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:10.1080/02664763.2012.740626.
LibreCat: /record/4597
DOI: 10.1080/02664763.2012.740626

Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.”10.1111/j.1467-9892.2012.00811.x__Journal of Time Series Analysis, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:10.1111/j.1467-9892.2012.00811.x.
LibreCat: /record/4601
DOI: 10.1111/j.1467-9892.2012.00811.x

Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.”10.1080/15598608.2009.10411959__Journal of Statistical Theory and Practice, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:10.1080/15598608.2009.10411959.
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.”10.1080/15598608.2007.10411831__Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.”10.1080/15598608.2007.10411831__Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831

Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.”10.1007/978-3-642-47027-1_10__Econometrics in Theory and Practice, Physica-Verlag HD, 2012, pp. 101–17, doi:10.1007/978-3-642-47027-1_10.
LibreCat: /record/4631
DOI: 10.1007/978-3-642-47027-1_10

Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance. 2012.
LibreCat: /record/4659

Guo, Zhichao, et al. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.”10.1016/j.econmod.2011.06.007__Economic Modelling, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:10.1016/j.econmod.2011.06.007.
LibreCat: /record/4598
DOI: 10.1016/j.econmod.2011.06.007

Liu, Xiaohong, et al. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.”10.1108/09600031011093232__International Journal of Physical Distribution &; Logistics Management, vol. 40, no. 10, Emerald, 2010, pp. 847–66, doi:10.1108/09600031011093232.
LibreCat: /record/4606
DOI: 10.1108/09600031011093232

Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.”10.1007/s12159-010-0024-7__Logistics Research, vol. 2, no. 1, Springer Nature, 2010, pp. 23–32, doi:10.1007/s12159-010-0024-7.
LibreCat: /record/4607
DOI: 10.1007/s12159-010-0024-7

Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.”10.1080/00949650802352019__Journal of Statistical Computation and Simulation, vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:10.1080/00949650802352019.
LibreCat: /record/4608
DOI: 10.1080/00949650802352019

Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.”10.1016/j.stamet.2009.04.001__Statistical Methodology, vol. 6, no. 5, Elsevier BV, 2009, pp. 447–65, doi:10.1016/j.stamet.2009.04.001.
LibreCat: /record/4622
DOI: 10.1016/j.stamet.2009.04.001

Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.”10.1016/j.econmod.2007.11.007__Economic Modelling, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:10.1016/j.econmod.2007.11.007.
LibreCat: /record/4609
DOI: 10.1016/j.econmod.2007.11.007

Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.”10.2307/3318539__Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.
LibreCat: /record/3470
DOI: 10.2307/3318539

Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.”10.1080/10485250701381737__Journal of Nonparametric Statistics, vol. 19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:10.1080/10485250701381737.
LibreCat: /record/4613
DOI: 10.1080/10485250701381737

Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.”10.1093/imaman/dpm024__IMA Journal of Management Mathematics, vol. 18, no. 4, Oxford University Press (OUP), 2007, pp. 395–412, doi:10.1093/imaman/dpm024.
LibreCat: /record/4614
DOI: 10.1093/imaman/dpm024

Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.”10.1007/3-540-44832-2_13__Processes with Long-Range Correlations, Springer Berlin Heidelberg, 2007, pp. 225–50, doi:10.1007/3-540-44832-2_13.
LibreCat: /record/4616
DOI: 10.1007/3-540-44832-2_13