@book{4628,
  author       = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Kulik, Rafal}},
  isbn         = {{9783642355110}},
  publisher    = {{Springer Berlin Heidelberg}},
  title        = {{{Long-Memory Processes}}},
  doi          = {{10.1007/978-3-642-35512-7}},
  year         = {{2013}},
}

@techreport{4657,
  author       = {{Feng, Yuanhua and Sun, Lixin}},
  title        = {{{A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets}}},
  year         = {{2013}},
}

@techreport{4658,
  author       = {{Feng, Yuanhua}},
  title        = {{{Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}}},
  year         = {{2013}},
}

@article{4597,
  author       = {{Feng, Yuanhua}},
  issn         = {{0266-4763}},
  journal      = {{Journal of Applied Statistics}},
  number       = {{2}},
  pages        = {{266--281}},
  publisher    = {{Informa UK Limited}},
  title        = {{{An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method}}},
  doi          = {{10.1080/02664763.2012.740626}},
  volume       = {{40}},
  year         = {{2012}},
}

@article{4601,
  author       = {{Feng, Yuanhua and Beran, Jan}},
  issn         = {{0143-9782}},
  journal      = {{Journal of Time Series Analysis}},
  number       = {{1}},
  pages        = {{30--39}},
  publisher    = {{Wiley}},
  title        = {{{Optimal convergence rates in non-parametric regression with fractional time series errors}}},
  doi          = {{10.1111/j.1467-9892.2012.00811.x}},
  volume       = {{34}},
  year         = {{2012}},
}

@article{4610,
  author       = {{Feng, Yuanhua and Beran, Jan}},
  issn         = {{1559-8608}},
  journal      = {{Journal of Statistical Theory and Practice}},
  number       = {{4}},
  pages        = {{777--793}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Filtered Log-Periodogram Regression of Long Memory Processes}}},
  doi          = {{10.1080/15598608.2009.10411959}},
  volume       = {{3}},
  year         = {{2012}},
}

@article{4611,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{1559-8608}},
  journal      = {{Journal of Statistical Theory and Practice}},
  number       = {{2}},
  pages        = {{149--166}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}}},
  doi          = {{10.1080/15598608.2007.10411831}},
  volume       = {{1}},
  year         = {{2012}},
}

@article{4612,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{1559-8608}},
  journal      = {{Journal of Statistical Theory and Practice}},
  number       = {{2}},
  pages        = {{149--166}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}}},
  doi          = {{10.1080/15598608.2007.10411831}},
  volume       = {{1}},
  year         = {{2012}},
}

@inbook{4631,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  booktitle    = {{Econometrics in Theory and Practice}},
  isbn         = {{9783642470295}},
  pages        = {{101--117}},
  publisher    = {{Physica-Verlag HD}},
  title        = {{{Locally Weighted Autoregression}}},
  doi          = {{10.1007/978-3-642-47027-1_10}},
  year         = {{2012}},
}

@techreport{4659,
  author       = {{Feng, Yuanhua and Hand, David and Yu, Keming}},
  title        = {{{A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}}},
  year         = {{2012}},
}

@article{4598,
  author       = {{Guo, Zhichao and Feng, Yuanhua and Tan, Xiangyong}},
  issn         = {{0264-9993}},
  journal      = {{Economic Modelling}},
  number       = {{6}},
  pages        = {{2359--2368}},
  publisher    = {{Elsevier BV}},
  title        = {{{Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products}}},
  doi          = {{10.1016/j.econmod.2011.06.007}},
  volume       = {{28}},
  year         = {{2011}},
}

@article{4606,
  author       = {{Liu, Xiaohong and Grant, David B. and McKinnon, Alan C. and Feng, Yuanhua}},
  issn         = {{0960-0035}},
  journal      = {{International Journal of Physical Distribution & Logistics Management}},
  number       = {{10}},
  pages        = {{847--866}},
  publisher    = {{Emerald}},
  title        = {{{An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers}}},
  doi          = {{10.1108/09600031011093232}},
  volume       = {{40}},
  year         = {{2010}},
}

@article{4607,
  author       = {{Liu, Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua}},
  issn         = {{1865-035X}},
  journal      = {{Logistics Research}},
  number       = {{1}},
  pages        = {{23--32}},
  publisher    = {{Springer Nature}},
  title        = {{{Sources of competitiveness for logistics service providers: a UK industry perspective}}},
  doi          = {{10.1007/s12159-010-0024-7}},
  volume       = {{2}},
  year         = {{2010}},
}

@article{4608,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  issn         = {{0094-9655}},
  journal      = {{Journal of Statistical Computation and Simulation}},
  number       = {{12}},
  pages        = {{1425--1439}},
  publisher    = {{Informa UK Limited}},
  title        = {{{A simple bootstrap bandwidth selector for local polynomial fitting}}},
  doi          = {{10.1080/00949650802352019}},
  volume       = {{79}},
  year         = {{2009}},
}

@article{4622,
  author       = {{Beran, Jan and Feng, Yuanhua and Heiler, Siegfried}},
  issn         = {{1572-3127}},
  journal      = {{Statistical Methodology}},
  number       = {{5}},
  pages        = {{447--465}},
  publisher    = {{Elsevier BV}},
  title        = {{{Modifying the double smoothing bandwidth selector in nonparametric regression}}},
  doi          = {{10.1016/j.stamet.2009.04.001}},
  volume       = {{6}},
  year         = {{2009}},
}

@article{4609,
  author       = {{Feng, Yuanhua and McNeil, Alexander J.}},
  issn         = {{0264-9993}},
  journal      = {{Economic Modelling}},
  number       = {{5}},
  pages        = {{850--867}},
  publisher    = {{Elsevier BV}},
  title        = {{{Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility}}},
  doi          = {{10.1016/j.econmod.2007.11.007}},
  volume       = {{25}},
  year         = {{2008}},
}

@article{3470,
  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}},
}

@article{4613,
  author       = {{Feng, Yuanhua}},
  issn         = {{1048-5252}},
  journal      = {{Journal of Nonparametric Statistics}},
  number       = {{2}},
  pages        = {{63--76}},
  publisher    = {{Informa UK Limited}},
  title        = {{{On the asymptotic variance in nonparametric regression with fractional time-series errors}}},
  doi          = {{10.1080/10485250701381737}},
  volume       = {{19}},
  year         = {{2007}},
}

@article{4614,
  author       = {{Feng, Yuanhua and Beran, J. and Yu, K.}},
  issn         = {{1471-678X}},
  journal      = {{IMA Journal of Management Mathematics}},
  number       = {{4}},
  pages        = {{395--412}},
  publisher    = {{Oxford University Press (OUP)}},
  title        = {{{Modelling financial time series with SEMIFAR GARCH model}}},
  doi          = {{10.1093/imaman/dpm024}},
  volume       = {{18}},
  year         = {{2007}},
}

@inbook{4616,
  author       = {{Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess, Dieter and Ocker, Dirk}},
  booktitle    = {{Processes with Long-Range Correlations}},
  isbn         = {{9783540401292}},
  issn         = {{0075-8450}},
  pages        = {{225--250}},
  publisher    = {{Springer Berlin Heidelberg}},
  title        = {{{Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity}}},
  doi          = {{10.1007/3-540-44832-2_13}},
  year         = {{2007}},
}