TY - BOOK AU - Beran, Jan AU - Feng, Yuanhua AU - Ghosh, Sucharita AU - Kulik, Rafal ID - 4628 SN - 9783642355110 TI - Long-Memory Processes ER - TY - GEN AU - Feng, Yuanhua AU - Sun, Lixin ID - 4657 TI - A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets ER - TY - GEN AU - Feng, Yuanhua ID - 4658 TI - Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects ER - TY - JOUR AU - Feng, Yuanhua ID - 4597 IS - 2 JF - Journal of Applied Statistics SN - 0266-4763 TI - An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method VL - 40 ER - TY - JOUR AU - Feng, Yuanhua AU - Beran, Jan ID - 4601 IS - 1 JF - Journal of Time Series Analysis SN - 0143-9782 TI - Optimal convergence rates in non-parametric regression with fractional time series errors VL - 34 ER - TY - JOUR AU - Feng, Yuanhua AU - Beran, Jan ID - 4610 IS - 4 JF - Journal of Statistical Theory and Practice SN - 1559-8608 TI - Filtered Log-Periodogram Regression of Long Memory Processes VL - 3 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4611 IS - 2 JF - Journal of Statistical Theory and Practice SN - 1559-8608 TI - Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes VL - 1 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4612 IS - 2 JF - Journal of Statistical Theory and Practice SN - 1559-8608 TI - Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes VL - 1 ER - TY - CHAP AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4631 SN - 9783642470295 T2 - Econometrics in Theory and Practice TI - Locally Weighted Autoregression ER - TY - GEN AU - Feng, Yuanhua AU - Hand, David AU - Yu, Keming ID - 4659 TI - A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance ER - TY - JOUR AU - Guo, Zhichao AU - Feng, Yuanhua AU - Tan, Xiangyong ID - 4598 IS - 6 JF - Economic Modelling SN - 0264-9993 TI - Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products VL - 28 ER - TY - JOUR AU - Liu, Xiaohong AU - Grant, David B. AU - McKinnon, Alan C. AU - Feng, Yuanhua ID - 4606 IS - 10 JF - International Journal of Physical Distribution & Logistics Management SN - 0960-0035 TI - An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers VL - 40 ER - TY - JOUR AU - Liu, Xiaohong AU - McKinnon, Alan C. AU - Grant, David B. AU - Feng, Yuanhua ID - 4607 IS - 1 JF - Logistics Research SN - 1865-035X TI - Sources of competitiveness for logistics service providers: a UK industry perspective VL - 2 ER - TY - JOUR AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4608 IS - 12 JF - Journal of Statistical Computation and Simulation SN - 0094-9655 TI - A simple bootstrap bandwidth selector for local polynomial fitting VL - 79 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4622 IS - 5 JF - Statistical Methodology SN - 1572-3127 TI - Modifying the double smoothing bandwidth selector in nonparametric regression VL - 6 ER - TY - JOUR AU - Feng, Yuanhua AU - McNeil, Alexander J. ID - 4609 IS - 5 JF - Economic Modelling SN - 0264-9993 TI - Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility VL - 25 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 3470 IS - 5 JF - Bernoulli SN - 1350-7265 TI - Local Polynomial Estimation with a FARIMA-GARCH Error Process VL - 7 ER - TY - JOUR AU - Feng, Yuanhua ID - 4613 IS - 2 JF - Journal of Nonparametric Statistics SN - 1048-5252 TI - On the asymptotic variance in nonparametric regression with fractional time-series errors VL - 19 ER - TY - JOUR AU - Feng, Yuanhua AU - Beran, J. AU - Yu, K. ID - 4614 IS - 4 JF - IMA Journal of Management Mathematics SN - 1471-678X TI - Modelling financial time series with SEMIFAR GARCH model VL - 18 ER - TY - CHAP AU - Beran, Jan AU - Feng, Yuanhua AU - Franke, Günter AU - Hess, Dieter AU - Ocker, Dirk ID - 4616 SN - 0075-8450 T2 - Processes with Long-Range Correlations TI - Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity ER - 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 - 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 -