Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model - Schäfer, Bastian; Feng, Yuanhua (Book of Abstracts)

The Non-Gaussian ESEMIFAR Model - Feng, Yuanhua; Letmathe, Sebastian

Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models - Forstinger, Sarah; Feng, Yuanhua; Peitz, Christian (Book of Abstracts)

A Box-Cox Semiparametric Multiplicative Error Model - Zhang, Xuehai; Feng, Yuanhua (Book of Abstracts)

Modelling and forecasting financial and economic time series using different semiparametric ACD models - Forstinger, Sarah

A general class of SemiGARCH models based on the Box-Cox transformation - Zhang, Xuehai; Feng, Yuanhua; Peitz, Christian

Data-driven local polynomial for the trend and its derivatives in economic time series - Feng, Yuanhua; Gries, Thomas

Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten - Peitz, Christian

On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations - Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian (Journal of Statistical Computation and Simulation)

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD - Feng, Yuanhua; Zhou, Chen (International Journal of Forecasting)

Empirical Economic and Financial Research - Theory, Methods and Practice

Introduction - Beran, Jan; Feng, Yuanhua; Hebbel, Hartmut (Empirical Economic and Financial Research)

An iterative plug-in algorithm for realized kernels - Feng, Yuanhua; Zhou, Chen

Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models - Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita (Statistical Papers)

On EFARIMA and ESEMIFAR Models - Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita (Empirical Economic and Financial Research)

Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model - Peitz, Christian; Feng, Yuanhua (Empirical Economic and Financial Research)

Data-driven estimation of diurnal patterns of durations between trades on financial markets - Feng, Yuanhua (Statistics & Probability Letters)

Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD - Zhou, Chen; Feng, Yuanhua

A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification - Feng, Yuanhua; Guo, Zhichao; Peitz, Christian (Journal of Industry, Competition and Trade)

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany - Guo, Zhichao; Feng, Yuanhua (Economic Modelling)

Long-Memory Processes - Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal

A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets - Feng, Yuanhua; Sun, Lixin

Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects - Feng, Yuanhua

An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method - Feng, Yuanhua (Journal of Applied Statistics)

Optimal convergence rates in non-parametric regression with fractional time series errors - Feng, Yuanhua; Beran, Jan (Journal of Time Series Analysis)

Filtered Log-Periodogram Regression of Long Memory Processes - Feng, Yuanhua; Beran, Jan (Journal of Statistical Theory and Practice)

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes - Beran, Jan; Feng, Yuanhua (Journal of Statistical Theory and Practice)

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes - Beran, Jan; Feng, Yuanhua (Journal of Statistical Theory and Practice)

Locally Weighted Autoregression - Feng, Yuanhua; Heiler, Siegfried (Econometrics in Theory and Practice)

A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance - Feng, Yuanhua; Hand, David; Yu, Keming

Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products - Guo, Zhichao; Feng, Yuanhua; Tan, Xiangyong (Economic Modelling)

An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers - Liu, Xiaohong; Grant, David B.; McKinnon, Alan C.; Feng, Yuanhua (International Journal of Physical Distribution & Logistics Management)

Sources of competitiveness for logistics service providers: a UK industry perspective - Liu, Xiaohong; McKinnon, Alan C.; Grant, David B.; Feng, Yuanhua (Logistics Research)

A simple bootstrap bandwidth selector for local polynomial fitting - Feng, Yuanhua; Heiler, Siegfried (Journal of Statistical Computation and Simulation)

Modifying the double smoothing bandwidth selector in nonparametric regression - Beran, Jan; Feng, Yuanhua; Heiler, Siegfried (Statistical Methodology)

Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility - Feng, Yuanhua; McNeil, Alexander J. (Economic Modelling)

Local Polynomial Estimation with a FARIMA-GARCH Error Process - Beran, Jan; Feng, Yuanhua (Bernoulli)

On the asymptotic variance in nonparametric regression with fractional time-series errors - Feng, Yuanhua (Journal of Nonparametric Statistics)

Modelling financial time series with SEMIFAR GARCH model - Feng, Yuanhua; Beran, J.; Yu, K. (IMA Journal of Management Mathematics)

Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity - Beran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; Ocker, Dirk (Processes with Long-Range Correlations)

Local Polynomial Estimation with a FARIMA-GARCH Error Process - Beran, Jan; Feng, Yuanhua (Bernoulli)

Special Issue: Quantile Regression

SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE - Feng, Yuanhua (Econometric Theory)

Non- and Semiparametric Regression with Fractional Time Series Errors - Feng, Yuanhua

A robust data-driven version of the Berlin Method - Heiler, Siegfried; Feng, Yuanhua (Zeitreihenanalyse in der empirischen Wirtschaftsforschung)

SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity - Beran, Jan; Feng, Yuanhua (Computational Statistics & Data Analysis)

Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties - Beran, Jan; Feng, Yuanhua (Journal of Computational and Graphical Statistics)

Data-driven decomposition of seasonal time series - Heiler, Siegfried; Feng, Yuanhua (Journal of Statistical Planning and Inference)

On robust local polynomial estimation with long-memory errors - Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Sibbertsen, Philipp (International Journal of Forecasting)

Local polynomial fitting with long-memory, short-memory and antipersistent errors - Beran, Jan; Feng, Yuanhua (The Annals of the Institute of Statistical Mathematics)

Data-driven decomposition of seasonal time series - Heiler, Siegfried; Feng, Yuanhua (Journal of Statistical Planning and Inference)

Recent developments in non- and semiparametric models with fractional time series errors - Beran, Jan; Feng, Yuanhua

A semiparametric fractional autoregressive model - Beran, Jan; Feng, Yuanhua (Statistical Review (Revista de Estatistica))

Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results - Beran, Jan; Feng, Yuanhua

Eine robuste datengesteuerte Version des Berliner-Verfahrens - Feng, Yuanhua; Heiler, Siegfried (Wirtschaft und Statistik)

Locally weighted autoregression - Feng, Yuanhua; Heiler, Siegfried (Institutional Arrangements for Global Economic Integration)

Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition - Feng, Yuanhua

Nonparametric Smoothing and Quantile Estimation in Time Series - Abberger, Klaus; Feng, Yuanhua; Heiler, Siegfried (Risk Measurement, Econometrics and Neural Networks. Contributions to Economics.)

A simple root n bandwidth selector for nonparametric regression - Heiler, Siegfried; Feng, Yuanhua (Journal of Nonparametric Statistics)

Locally Weighted Autoregression - Feng, Yuanhua; Heiler, Siegfried (Econometrics in Theory and Practice)