TY - JOUR AU - Heiler, Siegfried AU - Feng, Yuanhua ID - 4637 IS - 2 JF - Journal of Statistical Planning and Inference SN - 0378-3758 TI - Data-driven decomposition of seasonal time series VL - 91 ER - TY - GEN AU - Beran, Jan AU - Feng, Yuanhua ID - 4661 TI - Recent developments in non- and semiparametric models with fractional time series errors ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4653 JF - Statistical Review (Revista de Estatistica) TI - A semiparametric fractional autoregressive model VL - 2 ER - TY - GEN AU - Beran, Jan AU - Feng, Yuanhua ID - 4662 TI - Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results ER - TY - JOUR AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4636 JF - Wirtschaft und Statistik SN - 0043-6143 TI - Eine robuste datengesteuerte Version des Berliner-Verfahrens ER - TY - CHAP AU - Feng, Yuanhua AU - Heiler, Siegfried ED - Vosgerau, Hans-Jürgen ID - 4651 SN - 9780333748800 T2 - Institutional Arrangements for Global Economic Integration TI - Locally weighted autoregression ER - TY - BOOK AU - Feng, Yuanhua ID - 4629 TI - Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition ER - TY - CHAP AU - Abberger, Klaus AU - Feng, Yuanhua AU - Heiler, Siegfried ED - Bol, Georg ED - Nakhaeizadeh , Gholamreza ED - Vollmer, Karl-Heinz ID - 4604 T2 - Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. TI - Nonparametric Smoothing and Quantile Estimation in Time Series ER - TY - JOUR AU - Heiler, Siegfried AU - Feng, Yuanhua ID - 4626 IS - 1 JF - Journal of Nonparametric Statistics TI - A simple root n bandwidth selector for nonparametric regression VL - 9 ER - TY - CHAP AU - Feng, Yuanhua AU - Heiler, Siegfried ED - Galata, Robert ED - Küchenhoff, Helmut ID - 4632 T2 - Econometrics in Theory and Practice TI - Locally Weighted Autoregression ER -