---
_id: '4637'
author:
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Heiler S, Feng Y. Data-driven decomposition of seasonal time series. Journal
of Statistical Planning and Inference. 2002;91(2):351-363. doi:10.1016/s0378-3758(00)00187-7
apa: Heiler, S., & Feng, Y. (2002). Data-driven decomposition of seasonal time
series. Journal of Statistical Planning and Inference, 91(2), 351–363.
https://doi.org/10.1016/s0378-3758(00)00187-7
bibtex: '@article{Heiler_Feng_2002, title={Data-driven decomposition of seasonal
time series}, volume={91}, DOI={10.1016/s0378-3758(00)00187-7},
number={2}, journal={Journal of Statistical Planning and Inference}, publisher={Elsevier
BV}, author={Heiler, Siegfried and Feng, Yuanhua}, year={2002}, pages={351–363}
}'
chicago: 'Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal
Time Series.” Journal of Statistical Planning and Inference 91, no. 2 (2002):
351–63. https://doi.org/10.1016/s0378-3758(00)00187-7.'
ieee: S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,”
Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363,
2002.
mla: Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal
Time Series.” Journal of Statistical Planning and Inference, vol. 91, no.
2, Elsevier BV, 2002, pp. 351–63, doi:10.1016/s0378-3758(00)00187-7.
short: S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002)
351–363.
date_created: 2018-10-11T07:07:28Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
- _id: '475'
doi: 10.1016/s0378-3758(00)00187-7
intvolume: ' 91'
issue: '2'
page: 351-363
publication: Journal of Statistical Planning and Inference
publication_identifier:
issn:
- 0378-3758
publication_status: published
publisher: Elsevier BV
status: public
title: Data-driven decomposition of seasonal time series
type: journal_article
user_id: '10075'
volume: 91
year: '2002'
...
---
_id: '4661'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Beran J, Feng Y. Recent Developments in Non- and Semiparametric Models with
Fractional Time Series Errors.; 2002.
apa: Beran, J., & Feng, Y. (2002). Recent developments in non- and semiparametric
models with fractional time series errors.
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} }'
chicago: Beran, Jan, and Yuanhua Feng. Recent Developments in Non- and Semiparametric
Models with Fractional Time Series Errors, 2002.
ieee: J. Beran and Y. Feng, Recent developments in non- and semiparametric models
with fractional time series errors. 2002.
mla: Beran, Jan, and Yuanhua Feng. Recent Developments in Non- and Semiparametric
Models with Fractional Time Series Errors. 2002.
short: J. Beran, Y. Feng, Recent Developments in Non- and Semiparametric Models
with Fractional Time Series Errors, 2002.
date_created: 2018-10-11T11:34:55Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
extern: '1'
language:
- iso: eng
status: public
title: Recent developments in non- and semiparametric models with fractional time
series errors
type: working_paper
user_id: '10075'
year: '2002'
...
---
_id: '4653'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Beran J, Feng Y. A semiparametric fractional autoregressive model. Statistical
Review (Revista de Estatistica). 2001;2:125-128.
apa: Beran, J., & Feng, Y. (2001). A semiparametric fractional autoregressive
model. Statistical Review (Revista de Estatistica), 2, 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} }'
chicago: 'Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive
Model.” Statistical Review (Revista de Estatistica) 2 (2001): 125–28.'
ieee: J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,”
Statistical Review (Revista de Estatistica), vol. 2, pp. 125–128, 2001.
mla: Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.”
Statistical Review (Revista de Estatistica), vol. 2, 2001, pp. 125–28.
short: J. Beran, Y. Feng, Statistical Review (Revista de Estatistica) 2 (2001) 125–128.
date_created: 2018-10-11T11:07:56Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
extern: '1'
intvolume: ' 2'
language:
- iso: eng
page: 125 - 128
publication: Statistical Review (Revista de Estatistica)
publication_status: published
status: public
title: A semiparametric fractional autoregressive model
type: journal_article
user_id: '10075'
volume: 2
year: '2001'
...
---
_id: '4662'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Beran J, Feng Y. Supplement to the Paper “Iterative Plug-in Algorithms for
SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed
Simulation Results.; 2001.
apa: Beran, J., & Feng, Y. (2001). Supplement to the paper “Iterative plug-in
algorithms for SEMIFAR models - definition, convergence and asymptotic properties”
- Detailed simulation results.
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}
}'
chicago: Beran, Jan, and Yuanhua Feng. Supplement to the Paper “Iterative Plug-in
Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties”
- Detailed Simulation Results, 2001.
ieee: J. Beran and Y. Feng, Supplement to the paper “Iterative plug-in algorithms
for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed
simulation results. 2001.
mla: Beran, Jan, and Yuanhua Feng. Supplement to the Paper “Iterative Plug-in
Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties”
- Detailed Simulation Results. 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.
date_created: 2018-10-11T11:38:35Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
extern: '1'
language:
- iso: eng
status: public
title: Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models -
definition, convergence and asymptotic properties" - Detailed simulation results
type: working_paper
user_id: '10075'
year: '2001'
...
---
_id: '4636'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
citation:
ama: Feng Y, Heiler S. Eine robuste datengesteuerte Version des Berliner-Verfahrens.
Wirtschaft und Statistik. 2000:786-795.
apa: Feng, Y., & Heiler, S. (2000). Eine robuste datengesteuerte Version des
Berliner-Verfahrens. Wirtschaft Und Statistik, 786–795.
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} }'
chicago: Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version
Des Berliner-Verfahrens.” Wirtschaft Und Statistik, 2000, 786–95.
ieee: Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,”
Wirtschaft und Statistik, pp. 786–795, 2000.
mla: Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version
Des Berliner-Verfahrens.” Wirtschaft Und Statistik, 2000, pp. 786–95.
short: Y. Feng, S. Heiler, Wirtschaft Und Statistik (2000) 786–795.
date_created: 2018-10-11T06:52:53Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
extern: '1'
page: 786 - 795
publication: Wirtschaft und Statistik
publication_identifier:
issn:
- 0043-6143
status: public
title: Eine robuste datengesteuerte Version des Berliner-Verfahrens
type: journal_article
user_id: '10075'
year: '2000'
...
---
_id: '4651'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
citation:
ama: 'Feng Y, Heiler S. Locally weighted autoregression. In: Vosgerau H-J, ed. Institutional
Arrangements for Global Economic Integration. ; 2000:371--388.'
apa: Feng, Y., & Heiler, S. (2000). Locally weighted autoregression. In H.-J.
Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration
(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}
}'
chicago: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.”
In Institutional Arrangements for Global Economic Integration, edited by
Hans-Jürgen Vosgerau, 371--388, 2000.
ieee: Y. Feng and S. Heiler, “Locally weighted autoregression,” in Institutional
Arrangements for Global Economic Integration, H.-J. Vosgerau, Ed. 2000, pp.
371--388.
mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Institutional
Arrangements for Global Economic Integration, edited by Hans-Jürgen Vosgerau,
2000, pp. 371--388.
short: 'Y. Feng, S. Heiler, in: H.-J. Vosgerau (Ed.), Institutional Arrangements
for Global Economic Integration, 2000, pp. 371--388.'
date_created: 2018-10-11T09:05:28Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
editor:
- first_name: Hans-Jürgen
full_name: Vosgerau, Hans-Jürgen
last_name: Vosgerau
extern: '1'
page: 371--388
publication: Institutional Arrangements for Global Economic Integration
publication_identifier:
isbn:
- '9780333748800'
publication_status: published
status: public
title: Locally weighted autoregression
type: book_chapter
user_id: '10075'
year: '2000'
...
---
_id: '4629'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. Kernel- and Locally Weighted Regression -- with Application to Time
Series Decomposition.; 1999.
apa: Feng, Y. (1999). Kernel- and Locally Weighted Regression -- with Application
to Time Series Decomposition.
bibtex: '@book{Feng_1999, title={Kernel- and Locally Weighted Regression -- with
Application to Time Series Decomposition}, author={Feng, Yuanhua}, year={1999}
}'
chicago: Feng, Yuanhua. Kernel- and Locally Weighted Regression -- with Application
to Time Series Decomposition, 1999.
ieee: Y. Feng, Kernel- and Locally Weighted Regression -- with Application to
Time Series Decomposition. 1999.
mla: Feng, Yuanhua. Kernel- and Locally Weighted Regression -- with Application
to Time Series Decomposition. 1999.
short: Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time
Series Decomposition, 1999.
date_created: 2018-10-10T11:42:04Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
extern: '1'
language:
- iso: eng
status: public
title: Kernel- and Locally Weighted Regression -- with Application to Time Series
Decomposition
type: book
user_id: '10075'
year: '1999'
...
---
_id: '4604'
author:
- first_name: Klaus
full_name: Abberger, Klaus
last_name: Abberger
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
citation:
ama: 'Abberger K, Feng Y, Heiler S. Nonparametric Smoothing and Quantile Estimation
in Time Series. In: Bol G, Nakhaeizadeh Gholamreza, Vollmer K-H, eds. Risk
Measurement, Econometrics and Neural Networks. Contributions to Economics. .
Heidelberg: Physica-Verlag HD; 1998:1-16.'
apa: 'Abberger, K., Feng, Y., & Heiler, S. (1998). Nonparametric Smoothing and
Quantile Estimation in Time Series. In G. Bol, Gholamreza Nakhaeizadeh , &
K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions
to Economics. (pp. 1–16). Heidelberg: Physica-Verlag HD.'
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} }'
chicago: 'Abberger, Klaus, Yuanhua Feng, and Siegfried Heiler. “Nonparametric Smoothing
and Quantile Estimation in Time Series.” In Risk Measurement, Econometrics
and Neural Networks. Contributions to Economics. , edited by Georg Bol, Gholamreza
Nakhaeizadeh , and Karl-Heinz Vollmer, 1–16. Heidelberg: Physica-Verlag HD, 1998.'
ieee: 'K. Abberger, Y. Feng, and S. Heiler, “Nonparametric Smoothing and Quantile
Estimation in Time Series,” in Risk Measurement, Econometrics and Neural Networks.
Contributions to Economics. , G. Bol, Gholamreza Nakhaeizadeh , and K.-H.
Vollmer, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 1–16.'
mla: Abberger, Klaus, et al. “Nonparametric Smoothing and Quantile Estimation in
Time Series.” Risk Measurement, Econometrics and Neural Networks. Contributions
to Economics. , 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.'
date_created: 2018-10-10T10:32:51Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
editor:
- first_name: Georg
full_name: Bol, Georg
last_name: Bol
- first_name: ' Gholamreza'
full_name: Nakhaeizadeh , Gholamreza
last_name: 'Nakhaeizadeh '
- first_name: Karl-Heinz
full_name: Vollmer, Karl-Heinz
last_name: Vollmer
extern: '1'
language:
- iso: eng
page: 1-16
place: Heidelberg
publication: 'Risk Measurement, Econometrics and Neural Networks. Contributions to
Economics. '
publication_status: published
publisher: Physica-Verlag HD
status: public
title: Nonparametric Smoothing and Quantile Estimation in Time Series
type: book_chapter
user_id: '10075'
year: '1998'
...
---
_id: '4626'
author:
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Heiler S, Feng Y. A simple root n bandwidth selector for nonparametric regression.
Journal of Nonparametric Statistics. 1998;9(1):1-21.
apa: Heiler, S., & Feng, Y. (1998). A simple root n bandwidth selector for nonparametric
regression. Journal of Nonparametric Statistics, 9(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} }'
chicago: 'Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector
for Nonparametric Regression.” Journal of Nonparametric Statistics 9, no.
1 (1998): 1–21.'
ieee: S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric
regression,” Journal of Nonparametric Statistics, vol. 9, no. 1, pp. 1–21,
1998.
mla: Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector for
Nonparametric Regression.” Journal of Nonparametric Statistics, vol. 9,
no. 1, Informa UK Limited, 1998, pp. 1–21.
short: S. Heiler, Y. Feng, Journal of Nonparametric Statistics 9 (1998) 1–21.
date_created: 2018-10-10T11:25:10Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
extern: '1'
intvolume: ' 9'
issue: '1'
language:
- iso: eng
page: 1-21
publication: Journal of Nonparametric Statistics
publication_status: published
publisher: Informa UK Limited
status: public
title: A simple root n bandwidth selector for nonparametric regression
type: journal_article
user_id: '10075'
volume: 9
year: '1998'
...
---
_id: '4632'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
last_name: Feng
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
citation:
ama: 'Feng Y, Heiler S. Locally Weighted Autoregression. In: Galata R, Küchenhoff
H, eds. Econometrics in Theory and Practice. Heidelberg: Physica-Verlag
HD; 1998:101-117.'
apa: 'Feng, Y., & Heiler, S. (1998). Locally Weighted Autoregression. In R.
Galata & H. Küchenhoff (Eds.), Econometrics in Theory and Practice
(pp. 101–117). Heidelberg: Physica-Verlag HD.'
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} }'
chicago: 'Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.”
In Econometrics in Theory and Practice, edited by Robert Galata and Helmut
Küchenhoff, 101–17. Heidelberg: Physica-Verlag HD, 1998.'
ieee: 'Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics
in Theory and Practice, R. Galata and H. Küchenhoff, Eds. Heidelberg: Physica-Verlag
HD, 1998, pp. 101–117.'
mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics
in Theory and Practice, edited by Robert Galata and Helmut Küchenhoff, Physica-Verlag
HD, 1998, pp. 101–17.
short: 'Y. Feng, S. Heiler, in: R. Galata, H. Küchenhoff (Eds.), Econometrics in
Theory and Practice, Physica-Verlag HD, Heidelberg, 1998, pp. 101–117.'
date_created: 2018-10-10T11:54:50Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
editor:
- first_name: Robert
full_name: Galata, Robert
last_name: Galata
- first_name: Helmut
full_name: Küchenhoff, Helmut
last_name: Küchenhoff
extern: '1'
language:
- iso: eng
page: 101-117
place: Heidelberg
publication: Econometrics in Theory and Practice
publication_status: published
publisher: Physica-Verlag HD
status: public
title: Locally Weighted Autoregression
type: book_chapter
user_id: '10075'
year: '1998'
...