[{"intvolume":"         7","citation":{"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} }","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>.","short":"J. Beran, Y. Feng, Bernoulli 7 (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>.","ieee":"J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007.","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>"},"year":"2007","issue":"5","publication_identifier":{"issn":["1350-7265"]},"publication_status":"published","doi":"10.2307/3318539","title":"Local Polynomial Estimation with a FARIMA-GARCH Error Process","volume":7,"date_created":"2018-10-10T11:23:06Z","author":[{"last_name":"Beran","full_name":"Beran, Jan","first_name":"Jan"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"publisher":"JSTOR","date_updated":"2022-01-06T07:01:15Z","status":"public","publication":"Bernoulli","type":"journal_article","extern":"1","language":[{"iso":"eng"}],"article_number":"733","department":[{"_id":"206"}],"user_id":"10075","_id":"4624"},{"editor":[{"full_name":"Ng, Pin","last_name":"Ng","first_name":"Pin"},{"full_name":"Yu, Keming","last_name":"Yu","first_name":"Keming"},{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"}],"status":"public","type":"book_editor","language":[{"iso":"eng"}],"extern":"1","_id":"4652","department":[{"_id":"206"}],"series_title":"Statistical Modelling","user_id":"10075","year":"2007","intvolume":"         7","citation":{"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} }","short":"P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.","apa":"Ng, P., Yu, K., &#38; Feng, Y. (Eds.). (2007). <i>Special Issue: Quantile Regression</i> (Vol. 7).","ama":"Ng P, Yu K, Feng Y, eds. <i>Special Issue: Quantile Regression</i>. Vol 7.; 2007.","ieee":"P. Ng, K. Yu, and Y. Feng, Eds., <i>Special Issue: Quantile Regression</i>, vol. 7. 2007.","chicago":"Ng, Pin, Keming Yu, and Yuanhua Feng, eds. <i>Special Issue: Quantile Regression</i>. Vol. 7. Statistical Modelling, 2007."},"publication_status":"published","title":"Special Issue: Quantile Regression","date_updated":"2022-01-06T07:01:16Z","volume":7,"date_created":"2018-10-11T11:06:07Z"},{"issue":"03","publication_identifier":{"issn":["0266-4666","1469-4360"]},"publication_status":"published","intvolume":"        20","citation":{"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>.","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>"},"year":"2004","volume":20,"date_created":"2018-10-10T11:16:17Z","author":[{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"publisher":"Cambridge University Press (CUP)","date_updated":"2022-01-06T07:01:15Z","doi":"10.1017/s0266466604203061","title":"SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE","publication":"Econometric Theory","type":"journal_article","status":"public","department":[{"_id":"206"}],"user_id":"10075","_id":"4615","extern":"1","language":[{"iso":"eng"}]},{"type":"book","status":"public","_id":"4630","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"extern":"1","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.","apa":"Feng, Y. (2004). <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>.","bibtex":"@book{Feng_2004, title={Non- and Semiparametric Regression with Fractional Time Series Errors}, author={Feng, Yuanhua}, year={2004} }","short":"Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.","mla":"Feng, Yuanhua. <i>Non- and Semiparametric Regression with Fractional Time Series Errors</i>. 2004."},"date_updated":"2022-01-06T07:01:16Z","author":[{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"date_created":"2018-10-10T11:43:39Z","title":"Non- and Semiparametric Regression with Fractional Time Series Errors"},{"author":[{"last_name":"Heiler","full_name":"Heiler, Siegfried","first_name":"Siegfried"},{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"date_created":"2018-10-11T06:48:22Z","date_updated":"2022-01-06T07:01:16Z","publisher":"Lucius & Lucius","title":"A robust data-driven version of the Berlin Method","publication_identifier":{"unknown":["3828202446"]},"page":"67 - 81","citation":{"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.","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.","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.","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.","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} }","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.","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."},"year":"2004","place":"Stuttgart","department":[{"_id":"206"}],"user_id":"10075","_id":"4634","language":[{"iso":"eng"}],"extern":"1","publication":"Zeitreihenanalyse in der empirischen Wirtschaftsforschung","type":"book_chapter","status":"public","editor":[{"full_name":"Metz, Rainer","last_name":"Metz","first_name":"Rainer"},{"full_name":"Lösch, Manfred","last_name":"Lösch","first_name":"Manfred"},{"last_name":"Edel","full_name":"Edel, Klaus","first_name":"Klaus"}]},{"year":"2002","page":"393-419","intvolume":"        40","citation":{"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>","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} }","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>.","short":"J. Beran, Y. Feng, Computational Statistics &#38; Data Analysis 40 (2002) 393–419.","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>"},"publication_identifier":{"issn":["0167-9473"]},"publication_status":"published","issue":"2","title":"SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity","doi":"10.1016/s0167-9473(02)00007-5","date_updated":"2022-01-06T07:01:15Z","publisher":"Elsevier BV","volume":40,"author":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"}],"date_created":"2018-10-10T11:18:08Z","status":"public","publication":"Computational Statistics & Data Analysis","type":"journal_article","extern":"1","language":[{"iso":"eng"}],"_id":"4617","department":[{"_id":"206"}],"user_id":"10075"},{"volume":11,"date_created":"2018-10-10T11:20:03Z","author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"}],"publisher":"Informa UK Limited","date_updated":"2022-01-06T07:01:15Z","doi":"10.1198/106186002420","title":"Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties","issue":"3","publication_identifier":{"issn":["1061-8600","1537-2715"]},"publication_status":"published","page":"690-713","intvolume":"        11","citation":{"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>","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>.","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.","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} }","short":"J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002) 690–713.","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>"},"year":"2002","department":[{"_id":"206"}],"user_id":"10075","_id":"4620","language":[{"iso":"eng"}],"extern":"1","publication":"Journal of Computational and Graphical Statistics","type":"journal_article","status":"public"},{"publication":"Journal of Statistical Planning and Inference","type":"journal_article","status":"public","department":[{"_id":"206"}],"user_id":"10075","_id":"4621","language":[{"iso":"eng"}],"extern":"1","issue":"2","publication_identifier":{"issn":["0378-3758"]},"publication_status":"published","page":"351-363","intvolume":"        91","citation":{"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.","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>.","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>","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>","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>."},"year":"2002","volume":91,"author":[{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"date_created":"2018-10-10T11:20:48Z","publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:15Z","doi":"10.1016/s0378-3758(00)00187-7","title":"Data-driven decomposition of seasonal time series"},{"status":"public","type":"journal_article","publication":"International Journal of Forecasting","language":[{"iso":"eng"}],"extern":"1","user_id":"10075","department":[{"_id":"206"}],"_id":"4623","citation":{"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>","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.","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>.","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} }","short":"J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting 18 (2002) 227–241.","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>"},"intvolume":"        18","page":"227-241","year":"2002","issue":"2","publication_status":"published","publication_identifier":{"issn":["0169-2070"]},"doi":"10.1016/s0169-2070(01)00155-8","title":"On robust local polynomial estimation with long-memory errors","author":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"},{"first_name":"Sucharita","last_name":"Ghosh","full_name":"Ghosh, Sucharita"},{"first_name":"Philipp","last_name":"Sibbertsen","full_name":"Sibbertsen, Philipp"}],"date_created":"2018-10-10T11:21:47Z","volume":18,"publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:15Z"},{"issue":"2","publication_status":"published","intvolume":"        54","page":"291 - 311","citation":{"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.","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.","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."},"year":"2002","volume":54,"author":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"first_name":"Yuanhua","id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng"}],"date_created":"2018-10-11T06:51:21Z","date_updated":"2022-01-06T07:01:16Z","title":"Local polynomial fitting with long-memory, short-memory and antipersistent errors","publication":"The Annals of the Institute of Statistical Mathematics","type":"journal_article","status":"public","department":[{"_id":"206"}],"user_id":"10075","_id":"4635","language":[{"iso":"eng"}],"extern":"1"},{"issue":"2","publication_status":"published","publication_identifier":{"issn":["0378-3758"]},"citation":{"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>","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>","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."},"intvolume":"        91","page":"351-363","year":"2002","author":[{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"},{"first_name":"Yuanhua","id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng"}],"date_created":"2018-10-11T07:07:28Z","volume":91,"publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:16Z","doi":"10.1016/s0378-3758(00)00187-7","title":"Data-driven decomposition of seasonal time series","type":"journal_article","publication":"Journal of Statistical Planning and Inference","status":"public","user_id":"10075","department":[{"_id":"206"},{"_id":"475"}],"_id":"4637"},{"language":[{"iso":"eng"}],"extern":"1","_id":"4661","department":[{"_id":"206"},{"_id":"475"}],"user_id":"10075","status":"public","type":"working_paper","title":"Recent developments in non- and semiparametric models with fractional time series errors","date_updated":"2022-01-06T07:01:17Z","date_created":"2018-10-11T11:34:55Z","author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"}],"year":"2002","citation":{"apa":"Beran, J., &#38; Feng, Y. (2002). <i>Recent developments in non- and semiparametric models with fractional time series errors</i>.","mla":"Beran, Jan, and Yuanhua Feng. <i>Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors</i>. 2002.","short":"J. Beran, Y. 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} }","ieee":"J. Beran and Y. Feng, <i>Recent developments in non- and semiparametric models with fractional time series errors</i>. 2002.","chicago":"Beran, Jan, and Yuanhua Feng. <i>Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors</i>, 2002.","ama":"Beran J, Feng Y. <i>Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors</i>.; 2002."}},{"title":"A semiparametric fractional autoregressive model","date_updated":"2022-01-06T07:01:16Z","volume":2,"author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"date_created":"2018-10-11T11:07:56Z","year":"2001","intvolume":"         2","page":"125 - 128","citation":{"apa":"Beran, J., &#38; Feng, Y. (2001). A semiparametric fractional autoregressive model. <i>Statistical Review (Revista de Estatistica)</i>, <i>2</i>, 125–128.","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} }","short":"J. Beran, Y. Feng, Statistical Review (Revista de Estatistica) 2 (2001) 125–128.","mla":"Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.” <i>Statistical Review (Revista de Estatistica)</i>, vol. 2, 2001, pp. 125–28.","ama":"Beran J, Feng Y. A semiparametric fractional autoregressive model. <i>Statistical Review (Revista de Estatistica)</i>. 2001;2:125-128.","ieee":"J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,” <i>Statistical Review (Revista de Estatistica)</i>, vol. 2, pp. 125–128, 2001.","chicago":"Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.” <i>Statistical Review (Revista de Estatistica)</i> 2 (2001): 125–28."},"publication_status":"published","language":[{"iso":"eng"}],"extern":"1","_id":"4653","department":[{"_id":"206"}],"user_id":"10075","status":"public","publication":"Statistical Review (Revista de Estatistica)","type":"journal_article"},{"year":"2001","citation":{"mla":"Beran, Jan, and Yuanhua Feng. <i>Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results</i>. 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} }","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.","apa":"Beran, J., &#38; Feng, Y. (2001). <i>Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results</i>.","ama":"Beran J, Feng Y. <i>Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results</i>.; 2001.","ieee":"J. Beran and Y. Feng, <i>Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results</i>. 2001.","chicago":"Beran, Jan, and Yuanhua Feng. <i>Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results</i>, 2001."},"date_updated":"2022-01-06T07:01:17Z","author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"date_created":"2018-10-11T11:38:35Z","title":"Supplement to the paper \"Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties\" - Detailed simulation results","type":"working_paper","status":"public","_id":"4662","user_id":"10075","department":[{"_id":"206"},{"_id":"475"}],"language":[{"iso":"eng"}],"extern":"1"},{"page":"786 - 795","citation":{"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.” <i>Wirtschaft Und Statistik</i>, 2000, pp. 786–95.","short":"Y. Feng, S. Heiler, Wirtschaft Und Statistik (2000) 786–795.","apa":"Feng, Y., &#38; Heiler, S. (2000). Eine robuste datengesteuerte Version des Berliner-Verfahrens. <i>Wirtschaft Und Statistik</i>, 786–795.","ama":"Feng Y, Heiler S. Eine robuste datengesteuerte Version des Berliner-Verfahrens. <i>Wirtschaft und Statistik</i>. 2000:786-795.","chicago":"Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version Des Berliner-Verfahrens.” <i>Wirtschaft Und Statistik</i>, 2000, 786–95.","ieee":"Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,” <i>Wirtschaft und Statistik</i>, pp. 786–795, 2000."},"year":"2000","publication_identifier":{"issn":["0043-6143"]},"title":"Eine robuste datengesteuerte Version des Berliner-Verfahrens","date_created":"2018-10-11T06:52:53Z","author":[{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"}],"date_updated":"2022-01-06T07:01:16Z","status":"public","publication":"Wirtschaft und Statistik","type":"journal_article","extern":"1","department":[{"_id":"206"}],"user_id":"10075","_id":"4636"},{"date_updated":"2022-01-06T07:01:16Z","author":[{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"},{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"}],"date_created":"2018-10-11T09:05:28Z","title":"Locally weighted autoregression","publication_status":"published","publication_identifier":{"isbn":["9780333748800"]},"year":"2000","citation":{"ama":"Feng Y, Heiler S. Locally weighted autoregression. In: Vosgerau H-J, ed. <i>Institutional Arrangements for Global Economic Integration</i>. ; 2000:371--388.","ieee":"Y. Feng and S. Heiler, “Locally weighted autoregression,” in <i>Institutional Arrangements for Global Economic Integration</i>, H.-J. Vosgerau, Ed. 2000, pp. 371--388.","chicago":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In <i>Institutional Arrangements for Global Economic Integration</i>, edited by Hans-Jürgen Vosgerau, 371--388, 2000.","apa":"Feng, Y., &#38; Heiler, S. (2000). Locally weighted autoregression. In H.-J. Vosgerau (Ed.), <i>Institutional Arrangements for Global Economic Integration</i> (pp. 371--388).","short":"Y. Feng, S. Heiler, in: H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration, 2000, 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.” <i>Institutional Arrangements for Global Economic Integration</i>, edited by Hans-Jürgen Vosgerau, 2000, pp. 371--388."},"page":"371--388","_id":"4651","user_id":"10075","department":[{"_id":"206"}],"extern":"1","type":"book_chapter","publication":"Institutional Arrangements for Global Economic Integration","editor":[{"full_name":"Vosgerau, Hans-Jürgen","last_name":"Vosgerau","first_name":"Hans-Jürgen"}],"status":"public"},{"_id":"4629","department":[{"_id":"206"}],"user_id":"10075","extern":"1","language":[{"iso":"eng"}],"type":"book","status":"public","date_updated":"2022-01-06T07:01:15Z","date_created":"2018-10-10T11:42:04Z","author":[{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"title":"Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition","year":"1999","citation":{"mla":"Feng, Yuanhua. <i>Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition</i>. 1999.","bibtex":"@book{Feng_1999, title={Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition}, author={Feng, Yuanhua}, year={1999} }","short":"Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition, 1999.","apa":"Feng, Y. (1999). <i>Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition</i>.","chicago":"Feng, Yuanhua. <i>Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition</i>, 1999.","ieee":"Y. Feng, <i>Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition</i>. 1999.","ama":"Feng Y. <i>Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition</i>.; 1999."}},{"title":"Nonparametric Smoothing and Quantile Estimation in Time Series","date_created":"2018-10-10T10:32:51Z","author":[{"full_name":"Abberger, Klaus","last_name":"Abberger","first_name":"Klaus"},{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"}],"publisher":"Physica-Verlag HD","date_updated":"2022-01-06T07:01:14Z","page":"1-16","citation":{"mla":"Abberger, Klaus, et al. “Nonparametric Smoothing and Quantile Estimation in Time Series.” <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>, 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.","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} }","apa":"Abberger, K., Feng, Y., &#38; Heiler, S. (1998). Nonparametric Smoothing and Quantile Estimation in Time Series. In G. Bol,  Gholamreza Nakhaeizadeh , &#38; K.-H. Vollmer (Eds.), <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i> (pp. 1–16). Heidelberg: Physica-Verlag HD.","ieee":"K. Abberger, Y. Feng, and S. Heiler, “Nonparametric Smoothing and Quantile Estimation in Time Series,” in <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>, G. Bol,  Gholamreza Nakhaeizadeh , and K.-H. Vollmer, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 1–16.","chicago":"Abberger, Klaus, Yuanhua Feng, and Siegfried Heiler. “Nonparametric Smoothing and Quantile Estimation in Time Series.” In <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>, edited by Georg Bol,  Gholamreza Nakhaeizadeh , and Karl-Heinz Vollmer, 1–16. Heidelberg: Physica-Verlag HD, 1998.","ama":"Abberger K, Feng Y, Heiler S. Nonparametric Smoothing and Quantile Estimation in Time Series. In: Bol G, Nakhaeizadeh   Gholamreza, Vollmer K-H, eds. <i>Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>. Heidelberg: Physica-Verlag HD; 1998:1-16."},"place":"Heidelberg","year":"1998","publication_status":"published","language":[{"iso":"eng"}],"extern":"1","department":[{"_id":"206"}],"user_id":"10075","_id":"4604","status":"public","editor":[{"first_name":"Georg","last_name":"Bol","full_name":"Bol, Georg"},{"last_name":"Nakhaeizadeh ","full_name":"Nakhaeizadeh ,  Gholamreza","first_name":" Gholamreza"},{"last_name":"Vollmer","full_name":"Vollmer, Karl-Heinz","first_name":"Karl-Heinz"}],"publication":"Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. ","type":"book_chapter"},{"status":"public","type":"journal_article","publication":"Journal of Nonparametric Statistics","language":[{"iso":"eng"}],"extern":"1","_id":"4626","user_id":"10075","department":[{"_id":"206"}],"year":"1998","citation":{"ama":"Heiler S, Feng Y. A simple root n bandwidth selector for nonparametric regression. <i>Journal of Nonparametric Statistics</i>. 1998;9(1):1-21.","chicago":"Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector for Nonparametric Regression.” <i>Journal of Nonparametric Statistics</i> 9, no. 1 (1998): 1–21.","ieee":"S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric regression,” <i>Journal of Nonparametric Statistics</i>, vol. 9, no. 1, pp. 1–21, 1998.","apa":"Heiler, S., &#38; Feng, Y. (1998). A simple root n bandwidth selector for nonparametric regression. <i>Journal of Nonparametric Statistics</i>, <i>9</i>(1), 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} }","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.” <i>Journal of Nonparametric Statistics</i>, vol. 9, no. 1, Informa UK Limited, 1998, pp. 1–21."},"page":"1-21","intvolume":"         9","publication_status":"published","issue":"1","title":"A simple root n bandwidth selector for nonparametric regression","publisher":"Informa UK Limited","date_updated":"2022-01-06T07:01:15Z","date_created":"2018-10-10T11:25:10Z","author":[{"first_name":"Siegfried","last_name":"Heiler","full_name":"Heiler, Siegfried"},{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"volume":9},{"status":"public","editor":[{"last_name":"Galata","full_name":"Galata, Robert","first_name":"Robert"},{"first_name":"Helmut","last_name":"Küchenhoff","full_name":"Küchenhoff, Helmut"}],"publication":"Econometrics in Theory and Practice","type":"book_chapter","extern":"1","language":[{"iso":"eng"}],"department":[{"_id":"206"}],"user_id":"10075","_id":"4632","page":"101-117","citation":{"ama":"Feng Y, Heiler S. Locally Weighted Autoregression. In: Galata R, Küchenhoff H, eds. <i>Econometrics in Theory and Practice</i>. Heidelberg: Physica-Verlag HD; 1998:101-117.","chicago":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In <i>Econometrics in Theory and Practice</i>, edited by Robert Galata and Helmut Küchenhoff, 101–17. Heidelberg: Physica-Verlag HD, 1998.","ieee":"Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in <i>Econometrics in Theory and Practice</i>, R. Galata and H. Küchenhoff, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 101–117.","short":"Y. Feng, S. Heiler, in: R. Galata, H. Küchenhoff (Eds.), Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 1998, pp. 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.” <i>Econometrics in Theory and Practice</i>, edited by Robert Galata and Helmut Küchenhoff, Physica-Verlag HD, 1998, pp. 101–17.","apa":"Feng, Y., &#38; Heiler, S. (1998). Locally Weighted Autoregression. In R. Galata &#38; H. Küchenhoff (Eds.), <i>Econometrics in Theory and Practice</i> (pp. 101–117). Heidelberg: Physica-Verlag HD."},"place":"Heidelberg","year":"1998","publication_status":"published","title":"Locally Weighted Autoregression","author":[{"last_name":"Feng","full_name":"Feng, Yuanhua","first_name":"Yuanhua"},{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"}],"date_created":"2018-10-10T11:54:50Z","publisher":"Physica-Verlag HD","date_updated":"2022-01-06T07:01:16Z"}]