@article{4637, 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}}, } @techreport{4661, author = {{Beran, Jan and Feng, Yuanhua}}, title = {{{Recent developments in non- and semiparametric models with fractional time series errors}}}, year = {{2002}}, } @article{4653, author = {{Beran, Jan and Feng, Yuanhua}}, journal = {{Statistical Review (Revista de Estatistica)}}, pages = {{125 -- 128}}, title = {{{A semiparametric fractional autoregressive model}}}, volume = {{2}}, year = {{2001}}, } @techreport{4662, author = {{Beran, Jan and Feng, Yuanhua}}, title = {{{Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results}}}, year = {{2001}}, } @article{4636, author = {{Feng, Yuanhua and Heiler, Siegfried}}, issn = {{0043-6143}}, journal = {{Wirtschaft und Statistik}}, pages = {{786 -- 795}}, title = {{{Eine robuste datengesteuerte Version des Berliner-Verfahrens}}}, year = {{2000}}, } @inbook{4651, author = {{Feng, Yuanhua and Heiler, Siegfried}}, booktitle = {{Institutional Arrangements for Global Economic Integration}}, editor = {{Vosgerau, Hans-Jürgen}}, isbn = {{9780333748800}}, pages = {{371----388}}, title = {{{Locally weighted autoregression}}}, year = {{2000}}, } @book{4629, author = {{Feng, Yuanhua}}, title = {{{Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition}}}, year = {{1999}}, } @inbook{4604, author = {{Abberger, Klaus and Feng, Yuanhua and Heiler, Siegfried}}, booktitle = {{Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. }}, editor = {{Bol, Georg and Nakhaeizadeh , Gholamreza and Vollmer, Karl-Heinz}}, pages = {{1--16}}, publisher = {{Physica-Verlag HD}}, title = {{{Nonparametric Smoothing and Quantile Estimation in Time Series}}}, year = {{1998}}, } @article{4626, author = {{Heiler, Siegfried and Feng, Yuanhua}}, journal = {{Journal of Nonparametric Statistics}}, number = {{1}}, pages = {{1--21}}, publisher = {{Informa UK Limited}}, title = {{{A simple root n bandwidth selector for nonparametric regression}}}, volume = {{9}}, year = {{1998}}, } @inbook{4632, author = {{Feng, Yuanhua and Heiler, Siegfried}}, booktitle = {{Econometrics in Theory and Practice}}, editor = {{Galata, Robert and Küchenhoff, Helmut}}, pages = {{101--117}}, publisher = {{Physica-Verlag HD}}, title = {{{Locally Weighted Autoregression}}}, year = {{1998}}, }