[{"date_updated":"2022-01-06T07:01:14Z","publisher":"Elsevier BV","date_created":"2018-10-10T09:53:29Z","author":[{"last_name":"Guo","full_name":"Guo, Zhichao","first_name":"Zhichao"},{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"last_name":"Tan","full_name":"Tan, Xiangyong","first_name":"Xiangyong"}],"volume":28,"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","publication_status":"published","publication_identifier":{"issn":["0264-9993"]},"issue":"6","year":"2011","citation":{"mla":"Guo, Zhichao, et al. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” <i>Economic Modelling</i>, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:<a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">10.1016/j.econmod.2011.06.007</a>.","bibtex":"@article{Guo_Feng_Tan_2011, title={Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products}, volume={28}, DOI={<a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">10.1016/j.econmod.2011.06.007</a>}, number={6}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua and Tan, Xiangyong}, year={2011}, pages={2359–2368} }","short":"Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.","apa":"Guo, Z., Feng, Y., &#38; Tan, X. (2011). Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. <i>Economic Modelling</i>, <i>28</i>(6), 2359–2368. <a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">https://doi.org/10.1016/j.econmod.2011.06.007</a>","ama":"Guo Z, Feng Y, Tan X. Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. <i>Economic Modelling</i>. 2011;28(6):2359-2368. doi:<a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">10.1016/j.econmod.2011.06.007</a>","ieee":"Z. Guo, Y. Feng, and X. Tan, “Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products,” <i>Economic Modelling</i>, vol. 28, no. 6, pp. 2359–2368, 2011.","chicago":"Guo, Zhichao, Yuanhua Feng, and Xiangyong Tan. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” <i>Economic Modelling</i> 28, no. 6 (2011): 2359–68. <a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">https://doi.org/10.1016/j.econmod.2011.06.007</a>."},"intvolume":"        28","page":"2359-2368","_id":"4598","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"type":"journal_article","publication":"Economic Modelling","status":"public"},{"citation":{"apa":"Liu, X., Grant, D. B., McKinnon, A. C., &#38; Feng, Y. (2010). An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. <i>International Journal of Physical Distribution &#38; Logistics Management</i>, <i>40</i>(10), 847–866. <a href=\"https://doi.org/10.1108/09600031011093232\">https://doi.org/10.1108/09600031011093232</a>","mla":"Liu, Xiaohong, et al. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” <i>International Journal of Physical Distribution &#38; Logistics Management</i>, vol. 40, no. 10, Emerald, 2010, pp. 847–66, doi:<a href=\"https://doi.org/10.1108/09600031011093232\">10.1108/09600031011093232</a>.","short":"X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution &#38; Logistics Management 40 (2010) 847–866.","bibtex":"@article{Liu_Grant_McKinnon_Feng_2010, title={An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers}, volume={40}, DOI={<a href=\"https://doi.org/10.1108/09600031011093232\">10.1108/09600031011093232</a>}, number={10}, journal={International Journal of Physical Distribution &#38; Logistics Management}, publisher={Emerald}, author={Liu, Xiaohong and Grant, David B. and McKinnon, Alan C. and Feng, Yuanhua}, year={2010}, pages={847–866} }","ama":"Liu X, Grant DB, McKinnon AC, Feng Y. An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. <i>International Journal of Physical Distribution &#38; Logistics Management</i>. 2010;40(10):847-866. doi:<a href=\"https://doi.org/10.1108/09600031011093232\">10.1108/09600031011093232</a>","ieee":"X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers,” <i>International Journal of Physical Distribution &#38; Logistics Management</i>, vol. 40, no. 10, pp. 847–866, 2010.","chicago":"Liu, Xiaohong, David B. Grant, Alan C. McKinnon, and Yuanhua Feng. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” <i>International Journal of Physical Distribution &#38; Logistics Management</i> 40, no. 10 (2010): 847–66. <a href=\"https://doi.org/10.1108/09600031011093232\">https://doi.org/10.1108/09600031011093232</a>."},"page":"847-866","intvolume":"        40","year":"2010","issue":"10","publication_status":"published","publication_identifier":{"issn":["0960-0035"]},"doi":"10.1108/09600031011093232","title":"An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers","author":[{"first_name":"Xiaohong","last_name":"Liu","full_name":"Liu, Xiaohong"},{"last_name":"Grant","full_name":"Grant, David B.","first_name":"David B."},{"first_name":"Alan C.","full_name":"McKinnon, Alan C.","last_name":"McKinnon"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"}],"date_created":"2018-10-10T10:34:53Z","volume":40,"date_updated":"2022-01-06T07:01:14Z","publisher":"Emerald","status":"public","type":"journal_article","publication":"International Journal of Physical Distribution & Logistics Management","language":[{"iso":"eng"}],"user_id":"10075","department":[{"_id":"206"}],"_id":"4606"},{"year":"2010","page":"23-32","intvolume":"         2","citation":{"ieee":"X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness for logistics service providers: a UK industry perspective,” <i>Logistics Research</i>, vol. 2, no. 1, pp. 23–32, 2010.","chicago":"Liu, Xiaohong, Alan C. McKinnon, David B. Grant, and Yuanhua Feng. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” <i>Logistics Research</i> 2, no. 1 (2010): 23–32. <a href=\"https://doi.org/10.1007/s12159-010-0024-7\">https://doi.org/10.1007/s12159-010-0024-7</a>.","ama":"Liu X, McKinnon AC, Grant DB, Feng Y. Sources of competitiveness for logistics service providers: a UK industry perspective. <i>Logistics Research</i>. 2010;2(1):23-32. doi:<a href=\"https://doi.org/10.1007/s12159-010-0024-7\">10.1007/s12159-010-0024-7</a>","apa":"Liu, X., McKinnon, A. C., Grant, D. B., &#38; Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. <i>Logistics Research</i>, <i>2</i>(1), 23–32. <a href=\"https://doi.org/10.1007/s12159-010-0024-7\">https://doi.org/10.1007/s12159-010-0024-7</a>","short":"X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.","bibtex":"@article{Liu_McKinnon_Grant_Feng_2010, title={Sources of competitiveness for logistics service providers: a UK industry perspective}, volume={2}, DOI={<a href=\"https://doi.org/10.1007/s12159-010-0024-7\">10.1007/s12159-010-0024-7</a>}, number={1}, journal={Logistics Research}, publisher={Springer Nature}, author={Liu, Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua}, year={2010}, pages={23–32} }","mla":"Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” <i>Logistics Research</i>, vol. 2, no. 1, Springer Nature, 2010, pp. 23–32, doi:<a href=\"https://doi.org/10.1007/s12159-010-0024-7\">10.1007/s12159-010-0024-7</a>."},"publication_identifier":{"issn":["1865-035X","1865-0368"]},"publication_status":"published","issue":"1","title":"Sources of competitiveness for logistics service providers: a UK industry perspective","doi":"10.1007/s12159-010-0024-7","date_updated":"2022-01-06T07:01:14Z","publisher":"Springer Nature","volume":2,"author":[{"first_name":"Xiaohong","last_name":"Liu","full_name":"Liu, Xiaohong"},{"full_name":"McKinnon, Alan C.","last_name":"McKinnon","first_name":"Alan C."},{"last_name":"Grant","full_name":"Grant, David B.","first_name":"David B."},{"first_name":"Yuanhua","id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng"}],"date_created":"2018-10-10T11:07:19Z","status":"public","publication":"Logistics Research","type":"journal_article","language":[{"iso":"eng"}],"_id":"4607","department":[{"_id":"206"}],"user_id":"10075"},{"date_updated":"2022-01-06T07:01:14Z","publisher":"Informa UK Limited","date_created":"2018-10-10T11:08:18Z","author":[{"last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760","first_name":"Yuanhua"},{"first_name":"Siegfried","full_name":"Heiler, Siegfried","last_name":"Heiler"}],"volume":79,"title":"A simple bootstrap bandwidth selector for local polynomial fitting","doi":"10.1080/00949650802352019","publication_status":"published","publication_identifier":{"issn":["0094-9655","1563-5163"]},"issue":"12","year":"2009","citation":{"short":"Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.","mla":"Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” <i>Journal of Statistical Computation and Simulation</i>, vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:<a href=\"https://doi.org/10.1080/00949650802352019\">10.1080/00949650802352019</a>.","bibtex":"@article{Feng_Heiler_2009, title={A simple bootstrap bandwidth selector for local polynomial fitting}, volume={79}, DOI={<a href=\"https://doi.org/10.1080/00949650802352019\">10.1080/00949650802352019</a>}, number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={1425–1439} }","apa":"Feng, Y., &#38; Heiler, S. (2009). A simple bootstrap bandwidth selector for local polynomial fitting. <i>Journal of Statistical Computation and Simulation</i>, <i>79</i>(12), 1425–1439. <a href=\"https://doi.org/10.1080/00949650802352019\">https://doi.org/10.1080/00949650802352019</a>","ieee":"Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial fitting,” <i>Journal of Statistical Computation and Simulation</i>, vol. 79, no. 12, pp. 1425–1439, 2009.","chicago":"Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” <i>Journal of Statistical Computation and Simulation</i> 79, no. 12 (2009): 1425–39. <a href=\"https://doi.org/10.1080/00949650802352019\">https://doi.org/10.1080/00949650802352019</a>.","ama":"Feng Y, Heiler S. A simple bootstrap bandwidth selector for local polynomial fitting. <i>Journal of Statistical Computation and Simulation</i>. 2009;79(12):1425-1439. doi:<a href=\"https://doi.org/10.1080/00949650802352019\">10.1080/00949650802352019</a>"},"intvolume":"        79","page":"1425-1439","_id":"4608","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"type":"journal_article","publication":"Journal of Statistical Computation and Simulation","status":"public"},{"type":"journal_article","publication":"Statistical Methodology","status":"public","user_id":"10075","department":[{"_id":"206"}],"_id":"4622","extern":"1","language":[{"iso":"eng"}],"issue":"5","publication_status":"published","publication_identifier":{"issn":["1572-3127"]},"citation":{"bibtex":"@article{Beran_Feng_Heiler_2009, title={Modifying the double smoothing bandwidth selector in nonparametric regression}, volume={6}, DOI={<a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">10.1016/j.stamet.2009.04.001</a>}, number={5}, journal={Statistical Methodology}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={447–465} }","short":"J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.","mla":"Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” <i>Statistical Methodology</i>, vol. 6, no. 5, Elsevier BV, 2009, pp. 447–65, doi:<a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">10.1016/j.stamet.2009.04.001</a>.","apa":"Beran, J., Feng, Y., &#38; Heiler, S. (2009). Modifying the double smoothing bandwidth selector in nonparametric regression. <i>Statistical Methodology</i>, <i>6</i>(5), 447–465. <a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">https://doi.org/10.1016/j.stamet.2009.04.001</a>","chicago":"Beran, Jan, Yuanhua Feng, and Siegfried Heiler. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” <i>Statistical Methodology</i> 6, no. 5 (2009): 447–65. <a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">https://doi.org/10.1016/j.stamet.2009.04.001</a>.","ieee":"J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth selector in nonparametric regression,” <i>Statistical Methodology</i>, vol. 6, no. 5, pp. 447–465, 2009.","ama":"Beran J, Feng Y, Heiler S. Modifying the double smoothing bandwidth selector in nonparametric regression. <i>Statistical Methodology</i>. 2009;6(5):447-465. doi:<a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">10.1016/j.stamet.2009.04.001</a>"},"page":"447-465","intvolume":"         6","year":"2009","date_created":"2018-10-10T11:21:18Z","author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"},{"last_name":"Heiler","full_name":"Heiler, Siegfried","first_name":"Siegfried"}],"volume":6,"date_updated":"2022-01-06T07:01:15Z","publisher":"Elsevier BV","doi":"10.1016/j.stamet.2009.04.001","title":"Modifying the double smoothing bandwidth selector in nonparametric regression"},{"publisher":"Elsevier BV","date_created":"2018-10-10T11:08:54Z","title":"Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility","issue":"5","year":"2008","language":[{"iso":"eng"}],"publication":"Economic Modelling","date_updated":"2022-01-06T07:01:14Z","author":[{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"},{"first_name":"Alexander J.","full_name":"McNeil, Alexander J.","last_name":"McNeil"}],"volume":25,"doi":"10.1016/j.econmod.2007.11.007","publication_status":"published","publication_identifier":{"issn":["0264-9993"]},"citation":{"ama":"Feng Y, McNeil AJ. Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>. 2008;25(5):850-867. doi:<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>","chicago":"Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” <i>Economic Modelling</i> 25, no. 5 (2008): 850–67. <a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">https://doi.org/10.1016/j.econmod.2007.11.007</a>.","ieee":"Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,” <i>Economic Modelling</i>, vol. 25, no. 5, pp. 850–867, 2008.","short":"Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.","bibtex":"@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility}, volume={25}, DOI={<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>}, number={5}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Feng, Yuanhua and McNeil, Alexander J.}, year={2008}, pages={850–867} }","mla":"Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” <i>Economic Modelling</i>, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>.","apa":"Feng, Y., &#38; McNeil, A. J. (2008). Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>, <i>25</i>(5), 850–867. <a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">https://doi.org/10.1016/j.econmod.2007.11.007</a>"},"page":"850-867","intvolume":"        25","_id":"4609","user_id":"10075","department":[{"_id":"206"}],"extern":"1","type":"journal_article","status":"public"},{"type":"journal_article","publication":"Bernoulli","status":"public","_id":"3470","user_id":"10075","department":[{"_id":"206"}],"article_number":"733","publication_status":"published","publication_identifier":{"issn":["1350-7265"]},"issue":"5","year":"2007","citation":{"mla":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” <i>Bernoulli</i>, vol. 7, no. 5, 733, JSTOR, 2007, doi:<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>.","bibtex":"@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }","short":"J. Beran, Y. Feng, Bernoulli 7 (2007).","apa":"Beran, J., &#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. <i>Bernoulli</i>, <i>7</i>(5). <a href=\"https://doi.org/10.2307/3318539\">https://doi.org/10.2307/3318539</a>","ama":"Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process. <i>Bernoulli</i>. 2007;7(5). doi:<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>","chicago":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” <i>Bernoulli</i> 7, no. 5 (2007). <a href=\"https://doi.org/10.2307/3318539\">https://doi.org/10.2307/3318539</a>.","ieee":"J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007."},"intvolume":"         7","publisher":"JSTOR","date_updated":"2022-01-06T06:59:18Z","date_created":"2018-07-05T14:28:34Z","author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"volume":7,"title":"Local Polynomial Estimation with a FARIMA-GARCH Error Process","doi":"10.2307/3318539"},{"title":"On the asymptotic variance in nonparametric regression with fractional time-series errors","doi":"10.1080/10485250701381737","date_updated":"2022-01-06T07:01:15Z","publisher":"Informa UK Limited","volume":19,"date_created":"2018-10-10T11:13:40Z","author":[{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"}],"year":"2007","intvolume":"        19","page":"63-76","citation":{"mla":"Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” <i>Journal of Nonparametric Statistics</i>, vol. 19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:<a href=\"https://doi.org/10.1080/10485250701381737\">10.1080/10485250701381737</a>.","bibtex":"@article{Feng_2007, title={On the asymptotic variance in nonparametric regression with fractional time-series errors}, volume={19}, DOI={<a href=\"https://doi.org/10.1080/10485250701381737\">10.1080/10485250701381737</a>}, number={2}, journal={Journal of Nonparametric Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2007}, pages={63–76} }","short":"Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.","apa":"Feng, Y. (2007). On the asymptotic variance in nonparametric regression with fractional time-series errors. <i>Journal of Nonparametric Statistics</i>, <i>19</i>(2), 63–76. <a href=\"https://doi.org/10.1080/10485250701381737\">https://doi.org/10.1080/10485250701381737</a>","chicago":"Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” <i>Journal of Nonparametric Statistics</i> 19, no. 2 (2007): 63–76. <a href=\"https://doi.org/10.1080/10485250701381737\">https://doi.org/10.1080/10485250701381737</a>.","ieee":"Y. Feng, “On the asymptotic variance in nonparametric regression with fractional time-series errors,” <i>Journal of Nonparametric Statistics</i>, vol. 19, no. 2, pp. 63–76, 2007.","ama":"Feng Y. On the asymptotic variance in nonparametric regression with fractional time-series errors. <i>Journal of Nonparametric Statistics</i>. 2007;19(2):63-76. doi:<a href=\"https://doi.org/10.1080/10485250701381737\">10.1080/10485250701381737</a>"},"publication_identifier":{"issn":["1048-5252","1029-0311"]},"publication_status":"published","issue":"2","extern":"1","language":[{"iso":"eng"}],"_id":"4613","department":[{"_id":"206"}],"user_id":"10075","status":"public","publication":"Journal of Nonparametric Statistics","type":"journal_article"},{"doi":"10.1093/imaman/dpm024","title":"Modelling financial time series with SEMIFAR GARCH model","author":[{"last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760","first_name":"Yuanhua"},{"first_name":"J.","last_name":"Beran","full_name":"Beran, J."},{"full_name":"Yu, K.","last_name":"Yu","first_name":"K."}],"date_created":"2018-10-10T11:14:21Z","volume":18,"date_updated":"2022-01-06T07:01:15Z","publisher":"Oxford University Press (OUP)","citation":{"ieee":"Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR GARCH model,” <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, pp. 395–412, 2007.","chicago":"Feng, Yuanhua, J. Beran, and K. Yu. “Modelling Financial Time Series with SEMIFAR GARCH Model.” <i>IMA Journal of Management Mathematics</i> 18, no. 4 (2007): 395–412. <a href=\"https://doi.org/10.1093/imaman/dpm024\">https://doi.org/10.1093/imaman/dpm024</a>.","ama":"Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model. <i>IMA Journal of Management Mathematics</i>. 2007;18(4):395-412. doi:<a href=\"https://doi.org/10.1093/imaman/dpm024\">10.1093/imaman/dpm024</a>","mla":"Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.” <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, Oxford University Press (OUP), 2007, pp. 395–412, doi:<a href=\"https://doi.org/10.1093/imaman/dpm024\">10.1093/imaman/dpm024</a>.","bibtex":"@article{Feng_Beran_Yu_2007, title={Modelling financial time series with SEMIFAR GARCH model}, volume={18}, DOI={<a href=\"https://doi.org/10.1093/imaman/dpm024\">10.1093/imaman/dpm024</a>}, number={4}, journal={IMA Journal of Management Mathematics}, publisher={Oxford University Press (OUP)}, author={Feng, Yuanhua and Beran, J. and Yu, K.}, year={2007}, pages={395–412} }","short":"Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.","apa":"Feng, Y., Beran, J., &#38; Yu, K. (2007). Modelling financial time series with SEMIFAR GARCH model. <i>IMA Journal of Management Mathematics</i>, <i>18</i>(4), 395–412. <a href=\"https://doi.org/10.1093/imaman/dpm024\">https://doi.org/10.1093/imaman/dpm024</a>"},"page":"395-412","intvolume":"        18","year":"2007","issue":"4","publication_status":"published","publication_identifier":{"issn":["1471-678X","1471-6798"]},"extern":"1","user_id":"10075","department":[{"_id":"206"}],"_id":"4614","status":"public","type":"journal_article","publication":"IMA Journal of Management Mathematics"},{"type":"book_chapter","publication":"Processes with Long-Range Correlations","status":"public","user_id":"10075","department":[{"_id":"206"}],"_id":"4616","extern":"1","language":[{"iso":"eng"}],"publication_status":"published","publication_identifier":{"issn":["0075-8450"],"isbn":["9783540401292","9783540448327"]},"citation":{"mla":"Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” <i>Processes with Long-Range Correlations</i>, Springer Berlin Heidelberg, 2007, pp. 225–50, doi:<a href=\"https://doi.org/10.1007/3-540-44832-2_13\">10.1007/3-540-44832-2_13</a>.","bibtex":"@inbook{Beran_Feng_Franke_Hess_Ocker_2007, place={Berlin, Heidelberg}, title={Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity}, DOI={<a href=\"https://doi.org/10.1007/3-540-44832-2_13\">10.1007/3-540-44832-2_13</a>}, booktitle={Processes with Long-Range Correlations}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess, Dieter and Ocker, Dirk}, year={2007}, pages={225–250} }","short":"J. Beran, Y. Feng, G. Franke, D. Hess, D. Ocker, in: Processes with Long-Range Correlations, Springer Berlin Heidelberg, Berlin, Heidelberg, 2007, pp. 225–250.","apa":"Beran, J., Feng, Y., Franke, G., Hess, D., &#38; Ocker, D. (2007). Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In <i>Processes with Long-Range Correlations</i> (pp. 225–250). Berlin, Heidelberg: Springer Berlin Heidelberg. <a href=\"https://doi.org/10.1007/3-540-44832-2_13\">https://doi.org/10.1007/3-540-44832-2_13</a>","ama":"Beran J, Feng Y, Franke G, Hess D, Ocker D. Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In: <i>Processes with Long-Range Correlations</i>. Berlin, Heidelberg: Springer Berlin Heidelberg; 2007:225-250. doi:<a href=\"https://doi.org/10.1007/3-540-44832-2_13\">10.1007/3-540-44832-2_13</a>","ieee":"J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity,” in <i>Processes with Long-Range Correlations</i>, Berlin, Heidelberg: Springer Berlin Heidelberg, 2007, pp. 225–250.","chicago":"Beran, Jan, Yuanhua Feng, Günter Franke, Dieter Hess, and Dirk Ocker. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” In <i>Processes with Long-Range Correlations</i>, 225–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. <a href=\"https://doi.org/10.1007/3-540-44832-2_13\">https://doi.org/10.1007/3-540-44832-2_13</a>."},"page":"225-250","place":"Berlin, Heidelberg","year":"2007","author":[{"last_name":"Beran","full_name":"Beran, Jan","first_name":"Jan"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"},{"full_name":"Franke, Günter","last_name":"Franke","first_name":"Günter"},{"full_name":"Hess, Dieter","last_name":"Hess","first_name":"Dieter"},{"last_name":"Ocker","full_name":"Ocker, Dirk","first_name":"Dirk"}],"date_created":"2018-10-10T11:16:47Z","date_updated":"2022-01-06T07:01:15Z","publisher":"Springer Berlin Heidelberg","doi":"10.1007/3-540-44832-2_13","title":"Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity"},{"title":"Local Polynomial Estimation with a FARIMA-GARCH Error Process","doi":"10.2307/3318539","date_updated":"2022-01-06T07:01:15Z","publisher":"JSTOR","volume":7,"date_created":"2018-10-10T11:23:06Z","author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"}],"year":"2007","intvolume":"         7","citation":{"ieee":"J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007.","chicago":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” <i>Bernoulli</i> 7, no. 5 (2007). <a href=\"https://doi.org/10.2307/3318539\">https://doi.org/10.2307/3318539</a>.","ama":"Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process. <i>Bernoulli</i>. 2007;7(5). doi:<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>","apa":"Beran, J., &#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. <i>Bernoulli</i>, <i>7</i>(5). <a href=\"https://doi.org/10.2307/3318539\">https://doi.org/10.2307/3318539</a>","bibtex":"@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }","short":"J. Beran, Y. Feng, Bernoulli 7 (2007).","mla":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” <i>Bernoulli</i>, vol. 7, no. 5, 733, JSTOR, 2007, doi:<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>."},"publication_identifier":{"issn":["1350-7265"]},"publication_status":"published","issue":"5","article_number":"733","language":[{"iso":"eng"}],"extern":"1","_id":"4624","department":[{"_id":"206"}],"user_id":"10075","status":"public","publication":"Bernoulli","type":"journal_article"},{"title":"Special Issue: Quantile Regression","date_created":"2018-10-11T11:06:07Z","volume":7,"date_updated":"2022-01-06T07:01:16Z","citation":{"short":"P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.","mla":"Ng, Pin, et al., editors. <i>Special Issue: Quantile Regression</i>. Vol. 7, 2007.","bibtex":"@book{Ng_Yu_Feng_2007, series={Statistical Modelling}, title={Special Issue: Quantile Regression}, volume={7}, year={2007}, collection={Statistical Modelling} }","apa":"Ng, P., Yu, K., &#38; Feng, Y. (Eds.). (2007). <i>Special Issue: Quantile Regression</i> (Vol. 7).","chicago":"Ng, Pin, Keming Yu, and Yuanhua Feng, eds. <i>Special Issue: Quantile Regression</i>. Vol. 7. Statistical Modelling, 2007.","ieee":"P. Ng, K. Yu, and Y. Feng, Eds., <i>Special Issue: Quantile Regression</i>, vol. 7. 2007.","ama":"Ng P, Yu K, Feng Y, eds. <i>Special Issue: Quantile Regression</i>. Vol 7.; 2007."},"intvolume":"         7","year":"2007","publication_status":"published","extern":"1","language":[{"iso":"eng"}],"series_title":"Statistical Modelling","user_id":"10075","department":[{"_id":"206"}],"_id":"4652","status":"public","editor":[{"first_name":"Pin","full_name":"Ng, Pin","last_name":"Ng"},{"first_name":"Keming","last_name":"Yu","full_name":"Yu, Keming"},{"first_name":"Yuanhua","id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng"}],"type":"book_editor"},{"extern":"1","language":[{"iso":"eng"}],"department":[{"_id":"206"}],"user_id":"10075","_id":"4615","status":"public","publication":"Econometric Theory","type":"journal_article","doi":"10.1017/s0266466604203061","title":"SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE","volume":20,"date_created":"2018-10-10T11:16:17Z","author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"}],"publisher":"Cambridge University Press (CUP)","date_updated":"2022-01-06T07:01:15Z","intvolume":"        20","citation":{"ieee":"Y. Feng, “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE,” <i>Econometric Theory</i>, vol. 20, no. 03, 2004.","chicago":"Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.” <i>Econometric Theory</i> 20, no. 03 (2004). <a href=\"https://doi.org/10.1017/s0266466604203061\">https://doi.org/10.1017/s0266466604203061</a>.","ama":"Feng Y. SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE. <i>Econometric Theory</i>. 2004;20(03). doi:<a href=\"https://doi.org/10.1017/s0266466604203061\">10.1017/s0266466604203061</a>","apa":"Feng, Y. (2004). SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE. <i>Econometric Theory</i>, <i>20</i>(03). <a href=\"https://doi.org/10.1017/s0266466604203061\">https://doi.org/10.1017/s0266466604203061</a>","bibtex":"@article{Feng_2004, title={SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE}, volume={20}, DOI={<a href=\"https://doi.org/10.1017/s0266466604203061\">10.1017/s0266466604203061</a>}, number={03}, journal={Econometric Theory}, publisher={Cambridge University Press (CUP)}, author={Feng, Yuanhua}, year={2004} }","short":"Y. Feng, Econometric Theory 20 (2004).","mla":"Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.” <i>Econometric Theory</i>, vol. 20, no. 03, Cambridge University Press (CUP), 2004, doi:<a href=\"https://doi.org/10.1017/s0266466604203061\">10.1017/s0266466604203061</a>."},"year":"2004","issue":"03","publication_identifier":{"issn":["0266-4666","1469-4360"]},"publication_status":"published"},{"title":"Non- and Semiparametric Regression with Fractional Time Series Errors","date_updated":"2022-01-06T07:01:16Z","author":[{"last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760","first_name":"Yuanhua"}],"date_created":"2018-10-10T11:43:39Z","year":"2004","citation":{"ieee":"Y. Feng, <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>. 2004.","chicago":"Feng, Yuanhua. <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>, 2004.","ama":"Feng Y. <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>.; 2004.","short":"Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.","bibtex":"@book{Feng_2004, title={Non- and Semiparametric Regression with Fractional Time Series Errors}, author={Feng, Yuanhua}, year={2004} }","mla":"Feng, Yuanhua. <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>. 2004.","apa":"Feng, Y. (2004). <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>."},"language":[{"iso":"eng"}],"extern":"1","_id":"4630","user_id":"10075","department":[{"_id":"206"}],"status":"public","type":"book"},{"_id":"4634","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"extern":"1","type":"book_chapter","publication":"Zeitreihenanalyse in der empirischen Wirtschaftsforschung","editor":[{"first_name":"Rainer","full_name":"Metz, Rainer","last_name":"Metz"},{"first_name":"Manfred","last_name":"Lösch","full_name":"Lösch, Manfred"},{"first_name":"Klaus","full_name":"Edel, Klaus","last_name":"Edel"}],"status":"public","date_updated":"2022-01-06T07:01:16Z","publisher":"Lucius & Lucius","date_created":"2018-10-11T06:48:22Z","author":[{"first_name":"Siegfried","last_name":"Heiler","full_name":"Heiler, Siegfried"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"title":"A robust data-driven version of the Berlin Method","publication_identifier":{"unknown":["3828202446"]},"place":"Stuttgart","year":"2004","citation":{"chicago":"Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin Method.” In <i>Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung</i>, edited by Rainer Metz, Manfred Lösch, and Klaus Edel, 67–81. Stuttgart: Lucius &#38; Lucius, 2004.","ieee":"S. Heiler and Y. Feng, “A robust data-driven version of the Berlin Method,” in <i>Zeitreihenanalyse in der empirischen Wirtschaftsforschung</i>, R. Metz, M. Lösch, and K. Edel, Eds. Stuttgart: Lucius &#38; Lucius, 2004, pp. 67–81.","ama":"Heiler S, Feng Y. A robust data-driven version of the Berlin Method. In: Metz R, Lösch M, Edel K, eds. <i>Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung</i>. Stuttgart: Lucius &#38; Lucius; 2004:67-81.","short":"S. Heiler, Y. Feng, in: R. Metz, M. Lösch, K. Edel (Eds.), Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, Lucius &#38; Lucius, Stuttgart, 2004, pp. 67–81.","bibtex":"@inbook{Heiler_Feng_2004, place={Stuttgart}, title={A robust data-driven version of the Berlin Method}, booktitle={Zeitreihenanalyse in der empirischen Wirtschaftsforschung}, publisher={Lucius &#38; Lucius}, author={Heiler, Siegfried and Feng, Yuanhua}, editor={Metz, Rainer and Lösch, Manfred and Edel, KlausEditors}, year={2004}, pages={67–81} }","mla":"Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin Method.” <i>Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung</i>, edited by Rainer Metz et al., Lucius &#38; Lucius, 2004, pp. 67–81.","apa":"Heiler, S., &#38; Feng, Y. (2004). A robust data-driven version of the Berlin Method. In R. Metz, M. Lösch, &#38; K. Edel (Eds.), <i>Zeitreihenanalyse in der empirischen Wirtschaftsforschung</i> (pp. 67–81). Stuttgart: Lucius &#38; Lucius."},"page":"67 - 81"},{"publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:15Z","volume":40,"author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"}],"date_created":"2018-10-10T11:18:08Z","title":"SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity","doi":"10.1016/s0167-9473(02)00007-5","publication_identifier":{"issn":["0167-9473"]},"publication_status":"published","issue":"2","year":"2002","intvolume":"        40","page":"393-419","citation":{"apa":"Beran, J., &#38; Feng, Y. (2002). SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity. <i>Computational Statistics &#38; Data Analysis</i>, <i>40</i>(2), 393–419. <a href=\"https://doi.org/10.1016/s0167-9473(02)00007-5\">https://doi.org/10.1016/s0167-9473(02)00007-5</a>","mla":"Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach to Modelling Trends, Long-Range Dependence and Nonstationarity.” <i>Computational Statistics &#38; Data Analysis</i>, vol. 40, no. 2, Elsevier BV, 2002, pp. 393–419, doi:<a href=\"https://doi.org/10.1016/s0167-9473(02)00007-5\">10.1016/s0167-9473(02)00007-5</a>.","bibtex":"@article{Beran_Feng_2002, title={SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity}, volume={40}, DOI={<a href=\"https://doi.org/10.1016/s0167-9473(02)00007-5\">10.1016/s0167-9473(02)00007-5</a>}, number={2}, journal={Computational Statistics &#38; Data Analysis}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={393–419} }","short":"J. Beran, Y. Feng, Computational Statistics &#38; Data Analysis 40 (2002) 393–419.","chicago":"Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach to Modelling Trends, Long-Range Dependence and Nonstationarity.” <i>Computational Statistics &#38; Data Analysis</i> 40, no. 2 (2002): 393–419. <a href=\"https://doi.org/10.1016/s0167-9473(02)00007-5\">https://doi.org/10.1016/s0167-9473(02)00007-5</a>.","ieee":"J. Beran and Y. Feng, “SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity,” <i>Computational Statistics &#38; Data Analysis</i>, vol. 40, no. 2, pp. 393–419, 2002.","ama":"Beran J, Feng Y. SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity. <i>Computational Statistics &#38; Data Analysis</i>. 2002;40(2):393-419. doi:<a href=\"https://doi.org/10.1016/s0167-9473(02)00007-5\">10.1016/s0167-9473(02)00007-5</a>"},"_id":"4617","department":[{"_id":"206"}],"user_id":"10075","extern":"1","language":[{"iso":"eng"}],"publication":"Computational Statistics & Data Analysis","type":"journal_article","status":"public"},{"publisher":"Informa UK Limited","date_updated":"2022-01-06T07:01:15Z","volume":11,"date_created":"2018-10-10T11:20:03Z","author":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"}],"title":"Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties","doi":"10.1198/106186002420","publication_identifier":{"issn":["1061-8600","1537-2715"]},"publication_status":"published","issue":"3","year":"2002","page":"690-713","intvolume":"        11","citation":{"ieee":"J. Beran and Y. Feng, “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties,” <i>Journal of Computational and Graphical Statistics</i>, vol. 11, no. 3, pp. 690–713, 2002.","chicago":"Beran, Jan, and Yuanhua Feng. “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties.” <i>Journal of Computational and Graphical Statistics</i> 11, no. 3 (2002): 690–713. <a href=\"https://doi.org/10.1198/106186002420\">https://doi.org/10.1198/106186002420</a>.","ama":"Beran J, Feng Y. Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties. <i>Journal of Computational and Graphical Statistics</i>. 2002;11(3):690-713. doi:<a href=\"https://doi.org/10.1198/106186002420\">10.1198/106186002420</a>","apa":"Beran, J., &#38; Feng, Y. (2002). Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties. <i>Journal of Computational and Graphical Statistics</i>, <i>11</i>(3), 690–713. <a href=\"https://doi.org/10.1198/106186002420\">https://doi.org/10.1198/106186002420</a>","short":"J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002) 690–713.","mla":"Beran, Jan, and Yuanhua Feng. “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties.” <i>Journal of Computational and Graphical Statistics</i>, vol. 11, no. 3, Informa UK Limited, 2002, pp. 690–713, doi:<a href=\"https://doi.org/10.1198/106186002420\">10.1198/106186002420</a>.","bibtex":"@article{Beran_Feng_2002, title={Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties}, volume={11}, DOI={<a href=\"https://doi.org/10.1198/106186002420\">10.1198/106186002420</a>}, number={3}, journal={Journal of Computational and Graphical Statistics}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={690–713} }"},"_id":"4620","department":[{"_id":"206"}],"user_id":"10075","language":[{"iso":"eng"}],"extern":"1","publication":"Journal of Computational and Graphical Statistics","type":"journal_article","status":"public"},{"language":[{"iso":"eng"}],"extern":"1","department":[{"_id":"206"}],"user_id":"10075","_id":"4621","status":"public","publication":"Journal of Statistical Planning and Inference","type":"journal_article","doi":"10.1016/s0378-3758(00)00187-7","title":"Data-driven decomposition of seasonal time series","volume":91,"date_created":"2018-10-10T11:20:48Z","author":[{"first_name":"Siegfried","full_name":"Heiler, Siegfried","last_name":"Heiler"},{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"}],"publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:15Z","intvolume":"        91","page":"351-363","citation":{"chicago":"Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.” <i>Journal of Statistical Planning and Inference</i> 91, no. 2 (2002): 351–63. <a href=\"https://doi.org/10.1016/s0378-3758(00)00187-7\">https://doi.org/10.1016/s0378-3758(00)00187-7</a>.","ieee":"S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” <i>Journal of Statistical Planning and Inference</i>, vol. 91, no. 2, pp. 351–363, 2002.","ama":"Heiler S, Feng Y. Data-driven decomposition of seasonal time series. <i>Journal of Statistical Planning and Inference</i>. 2002;91(2):351-363. doi:<a href=\"https://doi.org/10.1016/s0378-3758(00)00187-7\">10.1016/s0378-3758(00)00187-7</a>","short":"S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.","bibtex":"@article{Heiler_Feng_2002, title={Data-driven decomposition of seasonal time series}, volume={91}, DOI={<a href=\"https://doi.org/10.1016/s0378-3758(00)00187-7\">10.1016/s0378-3758(00)00187-7</a>}, 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.” <i>Journal of Statistical Planning and Inference</i>, vol. 91, no. 2, Elsevier BV, 2002, pp. 351–63, doi:<a href=\"https://doi.org/10.1016/s0378-3758(00)00187-7\">10.1016/s0378-3758(00)00187-7</a>.","apa":"Heiler, S., &#38; Feng, Y. (2002). Data-driven decomposition of seasonal time series. <i>Journal of Statistical Planning and Inference</i>, <i>91</i>(2), 351–363. <a href=\"https://doi.org/10.1016/s0378-3758(00)00187-7\">https://doi.org/10.1016/s0378-3758(00)00187-7</a>"},"year":"2002","issue":"2","publication_identifier":{"issn":["0378-3758"]},"publication_status":"published"},{"issue":"2","publication_identifier":{"issn":["0169-2070"]},"publication_status":"published","intvolume":"        18","page":"227-241","citation":{"chicago":"Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Philipp Sibbertsen. “On Robust Local Polynomial Estimation with Long-Memory Errors.” <i>International Journal of Forecasting</i> 18, no. 2 (2002): 227–41. <a href=\"https://doi.org/10.1016/s0169-2070(01)00155-8\">https://doi.org/10.1016/s0169-2070(01)00155-8</a>.","ieee":"J. Beran, Y. Feng, S. Ghosh, and P. Sibbertsen, “On robust local polynomial estimation with long-memory errors,” <i>International Journal of Forecasting</i>, vol. 18, no. 2, pp. 227–241, 2002.","ama":"Beran J, Feng Y, Ghosh S, Sibbertsen P. On robust local polynomial estimation with long-memory errors. <i>International Journal of Forecasting</i>. 2002;18(2):227-241. doi:<a href=\"https://doi.org/10.1016/s0169-2070(01)00155-8\">10.1016/s0169-2070(01)00155-8</a>","apa":"Beran, J., Feng, Y., Ghosh, S., &#38; Sibbertsen, P. (2002). On robust local polynomial estimation with long-memory errors. <i>International Journal of Forecasting</i>, <i>18</i>(2), 227–241. <a href=\"https://doi.org/10.1016/s0169-2070(01)00155-8\">https://doi.org/10.1016/s0169-2070(01)00155-8</a>","bibtex":"@article{Beran_Feng_Ghosh_Sibbertsen_2002, title={On robust local polynomial estimation with long-memory errors}, volume={18}, DOI={<a href=\"https://doi.org/10.1016/s0169-2070(01)00155-8\">10.1016/s0169-2070(01)00155-8</a>}, number={2}, journal={International Journal of Forecasting}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp}, year={2002}, pages={227–241} }","mla":"Beran, Jan, et al. “On Robust Local Polynomial Estimation with Long-Memory Errors.” <i>International Journal of Forecasting</i>, vol. 18, no. 2, Elsevier BV, 2002, pp. 227–41, doi:<a href=\"https://doi.org/10.1016/s0169-2070(01)00155-8\">10.1016/s0169-2070(01)00155-8</a>.","short":"J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting 18 (2002) 227–241."},"year":"2002","volume":18,"author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"},{"full_name":"Ghosh, Sucharita","last_name":"Ghosh","first_name":"Sucharita"},{"first_name":"Philipp","last_name":"Sibbertsen","full_name":"Sibbertsen, Philipp"}],"date_created":"2018-10-10T11:21:47Z","publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:15Z","doi":"10.1016/s0169-2070(01)00155-8","title":"On robust local polynomial estimation with long-memory errors","publication":"International Journal of Forecasting","type":"journal_article","status":"public","department":[{"_id":"206"}],"user_id":"10075","_id":"4623","extern":"1","language":[{"iso":"eng"}]},{"citation":{"ieee":"J. Beran and Y. Feng, “Local polynomial fitting with long-memory, short-memory and antipersistent errors,” <i>The Annals of the Institute of Statistical Mathematics</i>, vol. 54, no. 2, pp. 291–311, 2002.","chicago":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors.” <i>The Annals of the Institute of Statistical Mathematics</i> 54, no. 2 (2002): 291–311.","ama":"Beran J, Feng Y. Local polynomial fitting with long-memory, short-memory and antipersistent errors. <i>The Annals of the Institute of Statistical Mathematics</i>. 2002;54(2):291-311.","mla":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors.” <i>The Annals of the Institute of Statistical Mathematics</i>, vol. 54, no. 2, 2002, pp. 291–311.","bibtex":"@article{Beran_Feng_2002, title={Local polynomial fitting with long-memory, short-memory and antipersistent errors}, volume={54}, number={2}, journal={The Annals of the Institute of Statistical Mathematics}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={291–311} }","short":"J. Beran, Y. Feng, The Annals of the Institute of Statistical Mathematics 54 (2002) 291–311.","apa":"Beran, J., &#38; Feng, Y. (2002). Local polynomial fitting with long-memory, short-memory and antipersistent errors. <i>The Annals of the Institute of Statistical Mathematics</i>, <i>54</i>(2), 291–311."},"page":"291 - 311","intvolume":"        54","year":"2002","issue":"2","publication_status":"published","title":"Local polynomial fitting with long-memory, short-memory and antipersistent errors","author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"}],"date_created":"2018-10-11T06:51:21Z","volume":54,"date_updated":"2022-01-06T07:01:16Z","status":"public","type":"journal_article","publication":"The Annals of the Institute of Statistical Mathematics","extern":"1","language":[{"iso":"eng"}],"user_id":"10075","department":[{"_id":"206"}],"_id":"4635"}]