[{"page":"351-363","year":"2002","type":"journal_article","citation":{"apa":"Heiler, S., & Feng, Y. (2002). Data-driven decomposition of seasonal time series. Journal of Statistical Planning and Inference, 91(2), 351–363. https://doi.org/10.1016/s0378-3758(00)00187-7","ama":"Heiler S, Feng Y. Data-driven decomposition of seasonal time series. Journal of Statistical Planning and Inference. 2002;91(2):351-363. doi:10.1016/s0378-3758(00)00187-7","chicago":"Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.” Journal of Statistical Planning and Inference 91, no. 2 (2002): 351–63. https://doi.org/10.1016/s0378-3758(00)00187-7.","bibtex":"@article{Heiler_Feng_2002, title={Data-driven decomposition of seasonal time series}, volume={91}, DOI={10.1016/s0378-3758(00)00187-7}, number={2}, journal={Journal of Statistical Planning and Inference}, publisher={Elsevier BV}, author={Heiler, Siegfried and Feng, Yuanhua}, year={2002}, pages={351–363} }","mla":"Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.” Journal of Statistical Planning and Inference, vol. 91, no. 2, Elsevier BV, 2002, pp. 351–63, doi:10.1016/s0378-3758(00)00187-7.","short":"S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.","ieee":"S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363, 2002."},"doi":"10.1016/s0378-3758(00)00187-7","issue":"2","_id":"4637","intvolume":" 91","date_updated":"2022-01-06T07:01:16Z","publication_status":"published","volume":91,"publication_identifier":{"issn":["0378-3758"]},"date_created":"2018-10-11T07:07:28Z","status":"public","publication":"Journal of Statistical Planning and Inference","department":[{"_id":"206"},{"_id":"475"}],"publisher":"Elsevier BV","author":[{"first_name":"Siegfried","full_name":"Heiler, Siegfried","last_name":"Heiler"},{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","id":"20760","last_name":"Feng"}],"title":"Data-driven decomposition of seasonal time series","user_id":"10075"},{"_id":"4661","date_updated":"2022-01-06T07:01:17Z","type":"working_paper","year":"2002","citation":{"mla":"Beran, Jan, and Yuanhua Feng. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors. 2002.","bibtex":"@book{Beran_Feng_2002, title={Recent developments in non- and semiparametric models with fractional time series errors}, author={Beran, Jan and Feng, Yuanhua}, year={2002} }","chicago":"Beran, Jan, and Yuanhua Feng. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors, 2002.","ama":"Beran J, Feng Y. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors.; 2002.","apa":"Beran, J., & Feng, Y. (2002). Recent developments in non- and semiparametric models with fractional time series errors.","ieee":"J. Beran and Y. Feng, Recent developments in non- and semiparametric models with fractional time series errors. 2002.","short":"J. Beran, Y. Feng, Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors, 2002."},"language":[{"iso":"eng"}],"extern":"1","title":"Recent developments in non- and semiparametric models with fractional time series errors","user_id":"10075","department":[{"_id":"206"},{"_id":"475"}],"author":[{"full_name":"Beran, Jan","first_name":"Jan","last_name":"Beran"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","last_name":"Feng","id":"20760"}],"date_created":"2018-10-11T11:34:55Z","status":"public"},{"intvolume":" 2","_id":"4653","date_updated":"2022-01-06T07:01:16Z","page":"125 - 128","citation":{"bibtex":"@article{Beran_Feng_2001, title={A semiparametric fractional autoregressive model}, volume={2}, journal={Statistical Review (Revista de Estatistica)}, author={Beran, Jan and Feng, Yuanhua}, year={2001}, pages={125–128} }","mla":"Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.” Statistical Review (Revista de Estatistica), vol. 2, 2001, pp. 125–28.","chicago":"Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.” Statistical Review (Revista de Estatistica) 2 (2001): 125–28.","ama":"Beran J, Feng Y. A semiparametric fractional autoregressive model. Statistical Review (Revista de Estatistica). 2001;2:125-128.","apa":"Beran, J., & Feng, Y. (2001). A semiparametric fractional autoregressive model. Statistical Review (Revista de Estatistica), 2, 125–128.","ieee":"J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,” Statistical Review (Revista de Estatistica), vol. 2, pp. 125–128, 2001.","short":"J. Beran, Y. Feng, Statistical Review (Revista de Estatistica) 2 (2001) 125–128."},"year":"2001","type":"journal_article","language":[{"iso":"eng"}],"extern":"1","title":"A semiparametric fractional autoregressive model","user_id":"10075","publication":"Statistical Review (Revista de Estatistica)","department":[{"_id":"206"}],"author":[{"last_name":"Beran","first_name":"Jan","full_name":"Beran, Jan"},{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","id":"20760","last_name":"Feng"}],"publication_status":"published","volume":2,"date_created":"2018-10-11T11:07:56Z","status":"public"},{"date_created":"2018-10-11T11:38:35Z","status":"public","department":[{"_id":"206"},{"_id":"475"}],"author":[{"full_name":"Beran, Jan","first_name":"Jan","last_name":"Beran"},{"id":"20760","last_name":"Feng","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"user_id":"10075","title":"Supplement to the paper \"Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties\" - Detailed simulation results","extern":"1","language":[{"iso":"eng"}],"citation":{"ieee":"J. Beran and Y. Feng, Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results. 2001.","short":"J. Beran, Y. Feng, Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results, 2001.","mla":"Beran, Jan, and Yuanhua Feng. Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results. 2001.","bibtex":"@book{Beran_Feng_2001, title={Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results}, author={Beran, Jan and Feng, Yuanhua}, year={2001} }","apa":"Beran, J., & Feng, Y. (2001). Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results.","ama":"Beran J, Feng Y. Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results.; 2001.","chicago":"Beran, Jan, and Yuanhua Feng. Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results, 2001."},"type":"working_paper","year":"2001","_id":"4662","date_updated":"2022-01-06T07:01:17Z"},{"user_id":"10075","title":"Eine robuste datengesteuerte Version des Berliner-Verfahrens","extern":"1","status":"public","date_created":"2018-10-11T06:52:53Z","publication_identifier":{"issn":["0043-6143"]},"author":[{"last_name":"Feng","id":"20760","first_name":"Yuanhua","full_name":"Feng, Yuanhua"},{"first_name":"Siegfried","full_name":"Heiler, Siegfried","last_name":"Heiler"}],"department":[{"_id":"206"}],"publication":"Wirtschaft und Statistik","_id":"4636","date_updated":"2022-01-06T07:01:16Z","type":"journal_article","citation":{"ama":"Feng Y, Heiler S. Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft und Statistik. 2000:786-795.","apa":"Feng, Y., & Heiler, S. (2000). Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft Und Statistik, 786–795.","chicago":"Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version Des Berliner-Verfahrens.” Wirtschaft Und Statistik, 2000, 786–95.","bibtex":"@article{Feng_Heiler_2000, title={Eine robuste datengesteuerte Version des Berliner-Verfahrens}, journal={Wirtschaft und Statistik}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2000}, pages={786–795} }","mla":"Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version Des Berliner-Verfahrens.” Wirtschaft Und Statistik, 2000, pp. 786–95.","short":"Y. Feng, S. Heiler, Wirtschaft Und Statistik (2000) 786–795.","ieee":"Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,” Wirtschaft und Statistik, pp. 786–795, 2000."},"year":"2000","page":"786 - 795"},{"_id":"4651","date_updated":"2022-01-06T07:01:16Z","type":"book_chapter","year":"2000","citation":{"chicago":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In Institutional Arrangements for Global Economic Integration, edited by Hans-Jürgen Vosgerau, 371--388, 2000.","ama":"Feng Y, Heiler S. Locally weighted autoregression. In: Vosgerau H-J, ed. Institutional Arrangements for Global Economic Integration. ; 2000:371--388.","apa":"Feng, Y., & Heiler, S. (2000). Locally weighted autoregression. In H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration (pp. 371--388).","bibtex":"@inbook{Feng_Heiler_2000, title={Locally weighted autoregression}, booktitle={Institutional Arrangements for Global Economic Integration}, author={Feng, Yuanhua and Heiler, Siegfried}, editor={Vosgerau, Hans-JürgenEditor}, year={2000}, pages={371--388} }","mla":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Institutional Arrangements for Global Economic Integration, edited by Hans-Jürgen Vosgerau, 2000, pp. 371--388.","short":"Y. Feng, S. Heiler, in: H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration, 2000, pp. 371--388.","ieee":"Y. Feng and S. Heiler, “Locally weighted autoregression,” in Institutional Arrangements for Global Economic Integration, H.-J. Vosgerau, Ed. 2000, pp. 371--388."},"page":"371--388","extern":"1","user_id":"10075","title":"Locally weighted autoregression","author":[{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","last_name":"Feng","id":"20760"},{"last_name":"Heiler","full_name":"Heiler, Siegfried","first_name":"Siegfried"}],"publication":"Institutional Arrangements for Global Economic Integration","department":[{"_id":"206"}],"status":"public","date_created":"2018-10-11T09:05:28Z","editor":[{"last_name":"Vosgerau","full_name":"Vosgerau, Hans-Jürgen","first_name":"Hans-Jürgen"}],"publication_status":"published","publication_identifier":{"isbn":["9780333748800"]}},{"citation":{"apa":"Feng, Y. (1999). Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition.","ama":"Feng Y. Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition.; 1999.","chicago":"Feng, Yuanhua. Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition, 1999.","bibtex":"@book{Feng_1999, title={Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition}, author={Feng, Yuanhua}, year={1999} }","mla":"Feng, Yuanhua. Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition. 1999.","short":"Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition, 1999.","ieee":"Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition. 1999."},"year":"1999","type":"book","language":[{"iso":"eng"}],"_id":"4629","date_updated":"2022-01-06T07:01:15Z","status":"public","date_created":"2018-10-10T11:42:04Z","author":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","id":"20760","last_name":"Feng"}],"department":[{"_id":"206"}],"title":"Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition","user_id":"10075","extern":"1"},{"extern":"1","place":"Heidelberg","title":"Nonparametric Smoothing and Quantile Estimation in Time Series","user_id":"10075","department":[{"_id":"206"}],"publication":"Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. ","publisher":"Physica-Verlag HD","author":[{"last_name":"Abberger","first_name":"Klaus","full_name":"Abberger, Klaus"},{"id":"20760","last_name":"Feng","full_name":"Feng, Yuanhua","first_name":"Yuanhua"},{"last_name":"Heiler","first_name":"Siegfried","full_name":"Heiler, Siegfried"}],"publication_status":"published","editor":[{"last_name":"Bol","first_name":"Georg","full_name":"Bol, Georg"},{"first_name":" Gholamreza","full_name":"Nakhaeizadeh , Gholamreza","last_name":"Nakhaeizadeh "},{"full_name":"Vollmer, Karl-Heinz","first_name":"Karl-Heinz","last_name":"Vollmer"}],"date_created":"2018-10-10T10:32:51Z","status":"public","_id":"4604","date_updated":"2022-01-06T07:01:14Z","page":"1-16","type":"book_chapter","citation":{"apa":"Abberger, K., Feng, Y., & Heiler, S. (1998). Nonparametric Smoothing and Quantile Estimation in Time Series. In G. Bol, Gholamreza Nakhaeizadeh , & K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. (pp. 1–16). Heidelberg: Physica-Verlag HD.","ama":"Abberger K, Feng Y, Heiler S. Nonparametric Smoothing and Quantile Estimation in Time Series. In: Bol G, Nakhaeizadeh Gholamreza, Vollmer K-H, eds. Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. . Heidelberg: Physica-Verlag HD; 1998:1-16.","chicago":"Abberger, Klaus, Yuanhua Feng, and Siegfried Heiler. “Nonparametric Smoothing and Quantile Estimation in Time Series.” In Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , edited by Georg Bol, Gholamreza Nakhaeizadeh , and Karl-Heinz Vollmer, 1–16. Heidelberg: Physica-Verlag HD, 1998.","bibtex":"@inbook{Abberger_Feng_Heiler_1998, place={Heidelberg}, title={Nonparametric Smoothing and Quantile Estimation in Time Series}, booktitle={Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. }, publisher={Physica-Verlag HD}, author={Abberger, Klaus and Feng, Yuanhua and Heiler, Siegfried}, editor={Bol, Georg and Nakhaeizadeh , Gholamreza and Vollmer, Karl-HeinzEditors}, year={1998}, pages={1–16} }","mla":"Abberger, Klaus, et al. “Nonparametric Smoothing and Quantile Estimation in Time Series.” Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , edited by Georg Bol et al., Physica-Verlag HD, 1998, pp. 1–16.","short":"K. Abberger, Y. Feng, S. Heiler, in: G. Bol, Gholamreza Nakhaeizadeh , K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , Physica-Verlag HD, Heidelberg, 1998, pp. 1–16.","ieee":"K. Abberger, Y. Feng, and S. Heiler, “Nonparametric Smoothing and Quantile Estimation in Time Series,” in Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , G. Bol, Gholamreza Nakhaeizadeh , and K.-H. Vollmer, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 1–16."},"year":"1998","language":[{"iso":"eng"}]},{"page":"1-21","type":"journal_article","citation":{"ieee":"S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric regression,” Journal of Nonparametric Statistics, vol. 9, no. 1, pp. 1–21, 1998.","short":"S. Heiler, Y. Feng, Journal of Nonparametric Statistics 9 (1998) 1–21.","mla":"Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector for Nonparametric Regression.” Journal of Nonparametric Statistics, vol. 9, no. 1, Informa UK Limited, 1998, pp. 1–21.","bibtex":"@article{Heiler_Feng_1998, title={A simple root n bandwidth selector for nonparametric regression}, volume={9}, number={1}, journal={Journal of Nonparametric Statistics}, publisher={Informa UK Limited}, author={Heiler, Siegfried and Feng, Yuanhua}, year={1998}, pages={1–21} }","apa":"Heiler, S., & Feng, Y. (1998). A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics, 9(1), 1–21.","ama":"Heiler S, Feng Y. A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics. 1998;9(1):1-21.","chicago":"Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector for Nonparametric Regression.” Journal of Nonparametric Statistics 9, no. 1 (1998): 1–21."},"year":"1998","language":[{"iso":"eng"}],"_id":"4626","date_updated":"2022-01-06T07:01:15Z","intvolume":" 9","issue":"1","publication":"Journal of Nonparametric Statistics","department":[{"_id":"206"}],"publisher":"Informa UK Limited","author":[{"last_name":"Heiler","full_name":"Heiler, Siegfried","first_name":"Siegfried"},{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","id":"20760","last_name":"Feng"}],"volume":9,"publication_status":"published","date_created":"2018-10-10T11:25:10Z","status":"public","extern":"1","title":"A simple root n bandwidth selector for nonparametric regression","user_id":"10075"},{"place":"Heidelberg","extern":"1","user_id":"10075","title":"Locally Weighted Autoregression","publication":"Econometrics in Theory and Practice","department":[{"_id":"206"}],"author":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng"},{"last_name":"Heiler","full_name":"Heiler, Siegfried","first_name":"Siegfried"}],"publisher":"Physica-Verlag HD","date_created":"2018-10-10T11:54:50Z","status":"public","publication_status":"published","editor":[{"first_name":"Robert","full_name":"Galata, Robert","last_name":"Galata"},{"last_name":"Küchenhoff","full_name":"Küchenhoff, Helmut","first_name":"Helmut"}],"_id":"4632","date_updated":"2022-01-06T07:01:16Z","language":[{"iso":"eng"}],"page":"101-117","year":"1998","citation":{"chicago":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In Econometrics in Theory and Practice, edited by Robert Galata and Helmut Küchenhoff, 101–17. Heidelberg: Physica-Verlag HD, 1998.","apa":"Feng, Y., & Heiler, S. (1998). Locally Weighted Autoregression. In R. Galata & H. Küchenhoff (Eds.), Econometrics in Theory and Practice (pp. 101–117). Heidelberg: Physica-Verlag HD.","ama":"Feng Y, Heiler S. Locally Weighted Autoregression. In: Galata R, Küchenhoff H, eds. Econometrics in Theory and Practice. Heidelberg: Physica-Verlag HD; 1998:101-117.","bibtex":"@inbook{Feng_Heiler_1998, place={Heidelberg}, title={Locally Weighted Autoregression}, booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD}, author={Feng, Yuanhua and Heiler, Siegfried}, editor={Galata, Robert and Küchenhoff, HelmutEditors}, year={1998}, pages={101–117} }","mla":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics in Theory and Practice, edited by Robert Galata and Helmut Küchenhoff, Physica-Verlag HD, 1998, pp. 101–17.","short":"Y. Feng, S. Heiler, in: R. Galata, H. Küchenhoff (Eds.), Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 1998, pp. 101–117.","ieee":"Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, R. Galata and H. Küchenhoff, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 101–117."},"type":"book_chapter"}]