TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4624 IS - 5 JF - Bernoulli SN - 1350-7265 TI - Local Polynomial Estimation with a FARIMA-GARCH Error Process VL - 7 ER - TY - BOOK ED - Ng, Pin ED - Yu, Keming ED - Feng, Yuanhua ID - 4652 TI - Special Issue: Quantile Regression VL - 7 ER - TY - JOUR AU - Feng, Yuanhua ID - 4615 IS - 03 JF - Econometric Theory SN - 0266-4666 TI - SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE VL - 20 ER - TY - BOOK AU - Feng, Yuanhua ID - 4630 TI - Non- and Semiparametric Regression with Fractional Time Series Errors ER - TY - CHAP AU - Heiler, Siegfried AU - Feng, Yuanhua ED - Metz, Rainer ED - Lösch, Manfred ED - Edel, Klaus ID - 4634 T2 - Zeitreihenanalyse in der empirischen Wirtschaftsforschung TI - A robust data-driven version of the Berlin Method ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4617 IS - 2 JF - Computational Statistics & Data Analysis SN - 0167-9473 TI - SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity VL - 40 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4620 IS - 3 JF - Journal of Computational and Graphical Statistics SN - 1061-8600 TI - Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties VL - 11 ER - TY - JOUR AU - Heiler, Siegfried AU - Feng, Yuanhua ID - 4621 IS - 2 JF - Journal of Statistical Planning and Inference SN - 0378-3758 TI - Data-driven decomposition of seasonal time series VL - 91 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua AU - Ghosh, Sucharita AU - Sibbertsen, Philipp ID - 4623 IS - 2 JF - International Journal of Forecasting SN - 0169-2070 TI - On robust local polynomial estimation with long-memory errors VL - 18 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4635 IS - 2 JF - The Annals of the Institute of Statistical Mathematics TI - Local polynomial fitting with long-memory, short-memory and antipersistent errors VL - 54 ER -