--- _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' ...