@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}}, }