@article{4624, author = {{Beran, Jan and Feng, Yuanhua}}, issn = {{1350-7265}}, journal = {{Bernoulli}}, number = {{5}}, publisher = {{JSTOR}}, title = {{{Local Polynomial Estimation with a FARIMA-GARCH Error Process}}}, doi = {{10.2307/3318539}}, volume = {{7}}, year = {{2007}}, } @book{4652, editor = {{Ng, Pin and Yu, Keming and Feng, Yuanhua}}, title = {{{Special Issue: Quantile Regression}}}, volume = {{7}}, year = {{2007}}, } @article{4615, author = {{Feng, Yuanhua}}, issn = {{0266-4666}}, journal = {{Econometric Theory}}, number = {{03}}, publisher = {{Cambridge University Press (CUP)}}, title = {{{SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE}}}, doi = {{10.1017/s0266466604203061}}, volume = {{20}}, year = {{2004}}, } @book{4630, author = {{Feng, Yuanhua}}, title = {{{Non- and Semiparametric Regression with Fractional Time Series Errors}}}, year = {{2004}}, } @inbook{4634, author = {{Heiler, Siegfried and Feng, Yuanhua}}, booktitle = {{Zeitreihenanalyse in der empirischen Wirtschaftsforschung}}, editor = {{Metz, Rainer and Lösch, Manfred and Edel, Klaus}}, pages = {{67 -- 81}}, publisher = {{Lucius & Lucius}}, title = {{{A robust data-driven version of the Berlin Method}}}, year = {{2004}}, } @article{4617, author = {{Beran, Jan and Feng, Yuanhua}}, issn = {{0167-9473}}, journal = {{Computational Statistics & Data Analysis}}, number = {{2}}, pages = {{393--419}}, publisher = {{Elsevier BV}}, title = {{{SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity}}}, doi = {{10.1016/s0167-9473(02)00007-5}}, volume = {{40}}, year = {{2002}}, } @article{4620, author = {{Beran, Jan and Feng, Yuanhua}}, issn = {{1061-8600}}, journal = {{Journal of Computational and Graphical Statistics}}, number = {{3}}, pages = {{690--713}}, publisher = {{Informa UK Limited}}, title = {{{Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties}}}, doi = {{10.1198/106186002420}}, volume = {{11}}, year = {{2002}}, } @article{4621, author = {{Heiler, Siegfried and Feng, Yuanhua}}, issn = {{0378-3758}}, journal = {{Journal of Statistical Planning and Inference}}, number = {{2}}, pages = {{351--363}}, publisher = {{Elsevier BV}}, title = {{{Data-driven decomposition of seasonal time series}}}, doi = {{10.1016/s0378-3758(00)00187-7}}, volume = {{91}}, year = {{2002}}, } @article{4623, author = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp}}, issn = {{0169-2070}}, journal = {{International Journal of Forecasting}}, number = {{2}}, pages = {{227--241}}, publisher = {{Elsevier BV}}, title = {{{On robust local polynomial estimation with long-memory errors}}}, doi = {{10.1016/s0169-2070(01)00155-8}}, volume = {{18}}, year = {{2002}}, } @article{4635, author = {{Beran, Jan and Feng, Yuanhua}}, journal = {{The Annals of the Institute of Statistical Mathematics}}, number = {{2}}, pages = {{291 -- 311}}, title = {{{Local polynomial fitting with long-memory, short-memory and antipersistent errors}}}, volume = {{54}}, year = {{2002}}, }