---
_id: '4665'
author:
- first_name: Bastian
full_name: Schäfer, Bastian
id: '70618'
last_name: Schäfer
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: 'Schäfer B, Feng Y. Further Development of the Double Conditional Smoothing
for Nonparametric Surfaces Under a Lattice Spatial Model. In: Book of Abstracts.
; 2018:7.'
apa: Schäfer, B., & Feng, Y. (2018). Further Development of the Double Conditional
Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In Book
of Abstracts (p. 7). Paderborn, Germany.
bibtex: '@inproceedings{Schäfer_Feng_2018, title={Further Development of the Double
Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model},
booktitle={Book of Abstracts}, author={Schäfer, Bastian and Feng, Yuanhua}, year={2018},
pages={7} }'
chicago: Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double
Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.”
In Book of Abstracts, 7, 2018.
ieee: B. Schäfer and Y. Feng, “Further Development of the Double Conditional Smoothing
for Nonparametric Surfaces Under a Lattice Spatial Model,” in Book of Abstracts,
Paderborn, Germany, 2018, p. 7.
mla: Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional
Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” Book of
Abstracts, 2018, p. 7.
short: 'B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7.'
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:24:19Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '7'
publication: Book of Abstracts
status: public
title: Further Development of the Double Conditional Smoothing for Nonparametric Surfaces
Under a Lattice Spatial Model
type: conference
user_id: '1112'
year: '2018'
...
---
_id: '4667'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sebastian
full_name: Letmathe, Sebastian
id: '23991'
last_name: Letmathe
citation:
ama: Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.
apa: Feng, Y., & Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented
at the European Conference on Data Analysis, Paderborn, Germany.
bibtex: '@article{Feng_Letmathe_2018, series={Book of Abstracts}, title={The Non-Gaussian
ESEMIFAR Model}, author={Feng, Yuanhua and Letmathe, Sebastian}, year={2018},
pages={7}, collection={Book of Abstracts} }'
chicago: Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.”
Book of Abstracts, 2018.
ieee: Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.
mla: Feng, Yuanhua, and Sebastian Letmathe. The Non-Gaussian ESEMIFAR Model.
2018, p. 7.
short: Y. Feng, S. Letmathe, (2018) 7.
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:26:05Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '7'
series_title: Book of Abstracts
status: public
title: The Non-Gaussian ESEMIFAR Model
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4668'
author:
- first_name: Sarah
full_name: Forstinger, Sarah
id: '10075'
last_name: Forstinger
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: 'Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes
Using Different Parametric and Semi-Parametric ACD-Type Models. In: Book of
Abstracts. ; 2018:17.'
apa: Forstinger, S., Feng, Y., & Peitz, C. (2018). Forecasting Non-Negative
Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.
In Book of Abstracts (p. 17). Paderborn, Germany.
bibtex: '@inproceedings{Forstinger_Feng_Peitz_2018, title={Forecasting Non-Negative
Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models},
booktitle={Book of Abstracts}, author={Forstinger, Sarah and Feng, Yuanhua and
Peitz, Christian}, year={2018}, pages={17} }'
chicago: Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative
Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.”
In Book of Abstracts, 17, 2018.
ieee: S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial
Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in
Book of Abstracts, Paderborn, Germany, 2018, p. 17.
mla: Forstinger, Sarah, et al. “Forecasting Non-Negative Financial Processes Using
Different Parametric and Semi-Parametric ACD-Type Models.” Book of Abstracts,
2018, p. 17.
short: 'S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.'
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:27:34Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '17'
publication: Book of Abstracts
status: public
title: Forecasting Non-Negative Financial Processes Using Different Parametric and
Semi-Parametric ACD-Type Models
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4669'
author:
- first_name: 'Xuehai '
full_name: 'Zhang, Xuehai '
last_name: Zhang
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: 'Zhang X, Feng Y. A Box-Cox Semiparametric Multiplicative Error Model. In:
Book of Abstracts. ; 2018:19.'
apa: Zhang, X., & Feng, Y. (2018). A Box-Cox Semiparametric Multiplicative Error
Model. In Book of Abstracts (p. 19). Paderborn, Germany.
bibtex: '@inproceedings{Zhang_Feng_2018, title={A Box-Cox Semiparametric Multiplicative
Error Model}, booktitle={Book of Abstracts}, author={Zhang, Xuehai and Feng,
Yuanhua}, year={2018}, pages={19} }'
chicago: Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative
Error Model.” In Book of Abstracts, 19, 2018.
ieee: X. Zhang and Y. Feng, “A Box-Cox Semiparametric Multiplicative Error Model,”
in Book of Abstracts, Paderborn, Germany, 2018, p. 19.
mla: Zhang, Xuehai, and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error
Model.” Book of Abstracts, 2018, p. 19.
short: 'X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.'
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:28:28Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '19'
publication: Book of Abstracts
status: public
title: A Box-Cox Semiparametric Multiplicative Error Model
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4672'
author:
- first_name: Sarah
full_name: Forstinger, Sarah
id: '10075'
last_name: Forstinger
citation:
ama: Forstinger S. Modelling and Forecasting Financial and Economic Time Series
Using Different Semiparametric ACD Models. Universität Paderborn; 2018.
apa: Forstinger, S. (2018). Modelling and forecasting financial and economic
time series using different semiparametric ACD models. Universität Paderborn.
bibtex: '@book{Forstinger_2018, place={Universität Paderborn}, title={Modelling
and forecasting financial and economic time series using different semiparametric
ACD models}, author={Forstinger, Sarah}, year={2018} }'
chicago: Forstinger, Sarah. Modelling and Forecasting Financial and Economic
Time Series Using Different Semiparametric ACD Models. Universität Paderborn,
2018.
ieee: S. Forstinger, Modelling and forecasting financial and economic time series
using different semiparametric ACD models. Universität Paderborn, 2018.
mla: Forstinger, Sarah. Modelling and Forecasting Financial and Economic Time
Series Using Different Semiparametric ACD Models. 2018.
short: S. Forstinger, Modelling and Forecasting Financial and Economic Time Series
Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
date_created: 2018-10-11T12:48:35Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
place: Universität Paderborn
publication_status: published
status: public
supervisor:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
title: Modelling and forecasting financial and economic time series using different
semiparametric ACD models
type: dissertation
user_id: '10075'
year: '2018'
...
---
_id: '4633'
author:
- first_name: Xuehai
full_name: Zhang, Xuehai
last_name: Zhang
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: Zhang X, Feng Y, Peitz C. A General Class of SemiGARCH Models Based on the
Box-Cox Transformation.; 2017.
apa: Zhang, X., Feng, Y., & Peitz, C. (2017). A general class of SemiGARCH
models based on the Box-Cox transformation.
bibtex: '@book{Zhang_Feng_Peitz_2017, title={A general class of SemiGARCH models
based on the Box-Cox transformation}, author={Zhang, Xuehai and Feng, Yuanhua
and Peitz, Christian}, year={2017} }'
chicago: Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of
SemiGARCH Models Based on the Box-Cox Transformation, 2017.
ieee: X. Zhang, Y. Feng, and C. Peitz, A general class of SemiGARCH models based
on the Box-Cox transformation. 2017.
mla: Zhang, Xuehai, et al. A General Class of SemiGARCH Models Based on the Box-Cox
Transformation. 2017.
short: X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on
the Box-Cox Transformation, 2017.
date_created: 2018-10-11T06:43:53Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: A general class of SemiGARCH models based on the Box-Cox transformation
type: working_paper
user_id: '10075'
year: '2017'
...
---
_id: '4671'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Thomas
full_name: Gries, Thomas
id: '186'
last_name: Gries
citation:
ama: Feng Y, Gries T. Data-Driven Local Polynomial for the Trend and Its Derivatives
in Economic Time Series.; 2017.
apa: Feng, Y., & Gries, T. (2017). Data-driven local polynomial for the trend
and its derivatives in economic time series.
bibtex: '@book{Feng_Gries_2017, title={Data-driven local polynomial for the trend
and its derivatives in economic time series}, author={Feng, Yuanhua and Gries,
Thomas}, year={2017} }'
chicago: Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the
Trend and Its Derivatives in Economic Time Series, 2017.
ieee: Y. Feng and T. Gries, Data-driven local polynomial for the trend and its
derivatives in economic time series. 2017.
mla: Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the Trend
and Its Derivatives in Economic Time Series. 2017.
short: Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives
in Economic Time Series, 2017.
date_created: 2018-10-11T12:43:07Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: Data-driven local polynomial for the trend and its derivatives in economic
time series
type: working_paper
user_id: '10075'
year: '2017'
...
---
_id: '5119'
author:
- first_name: Christian
full_name: Peitz, Christian
last_name: Peitz
citation:
ama: 'Peitz C. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag; 2016.'
apa: 'Peitz, C. (2016). Die parametrische und semiparametrische Analyse von Finanzzeitreihen:
neue Methoden, Modelle und Anwendungsm\"oglichkeiten. Springer-Verlag.'
bibtex: '@book{Peitz_2016, title={Die parametrische und semiparametrische Analyse
von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten}, publisher={Springer-Verlag},
author={Peitz, Christian}, year={2016} }'
chicago: 'Peitz, Christian. Die Parametrische Und Semiparametrische Analyse von
Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag,
2016.'
ieee: 'C. Peitz, Die parametrische und semiparametrische Analyse von Finanzzeitreihen:
neue Methoden, Modelle und Anwendungsm\"oglichkeiten. Springer-Verlag, 2016.'
mla: 'Peitz, Christian. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag, 2016.'
short: 'C. Peitz, Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten, Springer-Verlag, 2016.'
date_created: 2018-10-31T08:12:15Z
date_updated: 2022-01-06T07:01:38Z
department:
- _id: '206'
publisher: Springer-Verlag
status: public
title: 'Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue
Methoden, Modelle und Anwendungsm\"oglichkeiten'
type: book
user_id: '26589'
year: '2016'
...
---
_id: '4592'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sarah
full_name: Forstinger, Sarah
id: '10075'
last_name: Forstinger
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating
diurnal patterns of financial trade durations. Journal of Statistical Computation
and Simulation. 2015;86(12):2291-2307. doi:10.1080/00949655.2015.1107908
apa: Feng, Y., Forstinger, S., & Peitz, C. (2015). On the iterative plug-in
algorithm for estimating diurnal patterns of financial trade durations. Journal
of Statistical Computation and Simulation, 86(12), 2291–2307. https://doi.org/10.1080/00949655.2015.1107908
bibtex: '@article{Feng_Forstinger_Peitz_2015, title={On the iterative plug-in algorithm
for estimating diurnal patterns of financial trade durations}, volume={86}, DOI={10.1080/00949655.2015.1107908},
number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa
UK Limited}, author={Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian},
year={2015}, pages={2291–2307} }'
chicago: 'Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative
Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.”
Journal of Statistical Computation and Simulation 86, no. 12 (2015): 2291–2307.
https://doi.org/10.1080/00949655.2015.1107908.'
ieee: Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm
for estimating diurnal patterns of financial trade durations,” Journal of Statistical
Computation and Simulation, vol. 86, no. 12, pp. 2291–2307, 2015.
mla: Feng, Yuanhua, et al. “On the Iterative Plug-in Algorithm for Estimating Diurnal
Patterns of Financial Trade Durations.” Journal of Statistical Computation
and Simulation, vol. 86, no. 12, Informa UK Limited, 2015, pp. 2291–307, doi:10.1080/00949655.2015.1107908.
short: Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and
Simulation 86 (2015) 2291–2307.
date_created: 2018-10-10T09:29:40Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/00949655.2015.1107908
intvolume: ' 86'
issue: '12'
language:
- iso: eng
page: 2291-2307
publication: Journal of Statistical Computation and Simulation
publication_identifier:
issn:
- 0094-9655
- 1563-5163
publication_status: published
publisher: Informa UK Limited
status: public
title: On the iterative plug-in algorithm for estimating diurnal patterns of financial
trade durations
type: journal_article
user_id: '10075'
volume: 86
year: '2015'
...
---
_id: '4593'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Chen
full_name: Zhou, Chen
last_name: Zhou
citation:
ama: Feng Y, Zhou C. Forecasting financial market activity using a semiparametric
fractionally integrated Log-ACD. International Journal of Forecasting.
2015;31(2):349-363. doi:10.1016/j.ijforecast.2014.09.001
apa: Feng, Y., & Zhou, C. (2015). Forecasting financial market activity using
a semiparametric fractionally integrated Log-ACD. International Journal of
Forecasting, 31(2), 349–363. https://doi.org/10.1016/j.ijforecast.2014.09.001
bibtex: '@article{Feng_Zhou_2015, title={Forecasting financial market activity using
a semiparametric fractionally integrated Log-ACD}, volume={31}, DOI={10.1016/j.ijforecast.2014.09.001},
number={2}, journal={International Journal of Forecasting}, publisher={Elsevier
BV}, author={Feng, Yuanhua and Zhou, Chen}, year={2015}, pages={349–363} }'
chicago: 'Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using
a Semiparametric Fractionally Integrated Log-ACD.” International Journal of
Forecasting 31, no. 2 (2015): 349–63. https://doi.org/10.1016/j.ijforecast.2014.09.001.'
ieee: Y. Feng and C. Zhou, “Forecasting financial market activity using a semiparametric
fractionally integrated Log-ACD,” International Journal of Forecasting,
vol. 31, no. 2, pp. 349–363, 2015.
mla: Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using
a Semiparametric Fractionally Integrated Log-ACD.” International Journal of
Forecasting, vol. 31, no. 2, Elsevier BV, 2015, pp. 349–63, doi:10.1016/j.ijforecast.2014.09.001.
short: Y. Feng, C. Zhou, International Journal of Forecasting 31 (2015) 349–363.
date_created: 2018-10-10T09:33:43Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.ijforecast.2014.09.001
intvolume: ' 31'
issue: '2'
language:
- iso: eng
page: 349-363
publication: International Journal of Forecasting
publication_identifier:
issn:
- 0169-2070
publication_status: published
publisher: Elsevier BV
status: public
title: Forecasting financial market activity using a semiparametric fractionally integrated
Log-ACD
type: journal_article
user_id: '10075'
volume: 31
year: '2015'
...
---
_id: '4649'
alternative_title:
- Festschrift in honour of Prof. Siegfried Heiler
citation:
ama: 'Beran J, Feng Y, Hebbel H, eds. Empirical Economic and Financial Research
- Theory, Methods and Practice. Berlin: Springer; 2015.'
apa: 'Beran, J., Feng, Y., & Hebbel, H. (Eds.). (2015). Empirical Economic
and Financial Research - Theory, Methods and Practice. Berlin: Springer.'
bibtex: '@book{Beran_Feng_Hebbel_2015, place={Berlin}, title={Empirical Economic
and Financial Research - Theory, Methods and Practice}, publisher={Springer},
year={2015} }'
chicago: 'Beran, Jan, Yuanhua Feng, and Hartmut Hebbel, eds. Empirical Economic
and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.'
ieee: 'J. Beran, Y. Feng, and H. Hebbel, Eds., Empirical Economic and Financial
Research - Theory, Methods and Practice. Berlin: Springer, 2015.'
mla: Beran, Jan, et al., editors. Empirical Economic and Financial Research -
Theory, Methods and Practice. Springer, 2015.
short: J. Beran, Y. Feng, H. Hebbel, eds., Empirical Economic and Financial Research
- Theory, Methods and Practice, Springer, Berlin, 2015.
date_created: 2018-10-11T08:57:17Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
editor:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Hartmut
full_name: Hebbel, Hartmut
last_name: Hebbel
language:
- iso: eng
place: Berlin
publication_status: published
publisher: Springer
status: public
title: Empirical Economic and Financial Research - Theory, Methods and Practice
type: book_editor
user_id: '10075'
year: '2015'
...
---
_id: '4650'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Hartmut
full_name: Hebbel, Hartmut
last_name: Hebbel
citation:
ama: 'Beran J, Feng Y, Hebbel H. Introduction. In: Empirical Economic and Financial
Research. Cham: Springer International Publishing; 2015:1-6. doi:10.1007/978-3-319-03122-4_1'
apa: 'Beran, J., Feng, Y., & Hebbel, H. (2015). Introduction. In Empirical
Economic and Financial Research (pp. 1–6). Cham: Springer International Publishing.
https://doi.org/10.1007/978-3-319-03122-4_1'
bibtex: '@inbook{Beran_Feng_Hebbel_2015, place={Cham}, title={Introduction}, DOI={10.1007/978-3-319-03122-4_1},
booktitle={Empirical Economic and Financial Research}, publisher={Springer International
Publishing}, author={Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut}, year={2015},
pages={1–6} }'
chicago: 'Beran, Jan, Yuanhua Feng, and Hartmut Hebbel. “Introduction.” In Empirical
Economic and Financial Research, 1–6. Cham: Springer International Publishing,
2015. https://doi.org/10.1007/978-3-319-03122-4_1.'
ieee: 'J. Beran, Y. Feng, and H. Hebbel, “Introduction,” in Empirical Economic
and Financial Research, Cham: Springer International Publishing, 2015, pp.
1–6.'
mla: Beran, Jan, et al. “Introduction.” Empirical Economic and Financial Research,
Springer International Publishing, 2015, pp. 1–6, doi:10.1007/978-3-319-03122-4_1.
short: 'J. Beran, Y. Feng, H. Hebbel, in: Empirical Economic and Financial Research,
Springer International Publishing, Cham, 2015, pp. 1–6.'
date_created: 2018-10-11T08:59:27Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
doi: 10.1007/978-3-319-03122-4_1
language:
- iso: eng
page: 1-6
place: Cham
publication: Empirical Economic and Financial Research
publication_identifier:
isbn:
- '9783319031217'
- '9783319031224'
issn:
- 1570-5811
- 2214-7977
publication_status: published
publisher: Springer International Publishing
status: public
title: Introduction
type: book_chapter
user_id: '10075'
year: '2015'
...
---
_id: '4656'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Chen
full_name: Zhou, Chen
last_name: Zhou
citation:
ama: Feng Y, Zhou C. An Iterative Plug-in Algorithm for Realized Kernels.;
2015.
apa: Feng, Y., & Zhou, C. (2015). An iterative plug-in algorithm for realized
kernels.
bibtex: '@book{Feng_Zhou_2015, title={An iterative plug-in algorithm for realized
kernels}, author={Feng, Yuanhua and Zhou, Chen}, year={2015} }'
chicago: Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized
Kernels, 2015.
ieee: Y. Feng and C. Zhou, An iterative plug-in algorithm for realized kernels.
2015.
mla: Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized
Kernels. 2015.
short: Y. Feng, C. Zhou, An Iterative Plug-in Algorithm for Realized Kernels, 2015.
date_created: 2018-10-11T11:16:09Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
- _id: '475'
status: public
title: An iterative plug-in algorithm for realized kernels
type: working_paper
user_id: '10075'
year: '2015'
...
---
_id: '4599'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sucharita
full_name: Ghosh, Sucharita
last_name: Ghosh
citation:
ama: 'Beran J, Feng Y, Ghosh S. Modelling long-range dependence and trends in duration
series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers.
2014;56(2):431-451. doi:10.1007/s00362-014-0590-x'
apa: 'Beran, J., Feng, Y., & Ghosh, S. (2014). Modelling long-range dependence
and trends in duration series: an approach based on EFARIMA and ESEMIFAR models.
Statistical Papers, 56(2), 431–451. https://doi.org/10.1007/s00362-014-0590-x'
bibtex: '@article{Beran_Feng_Ghosh_2014, title={Modelling long-range dependence
and trends in duration series: an approach based on EFARIMA and ESEMIFAR models},
volume={56}, DOI={10.1007/s00362-014-0590-x},
number={2}, journal={Statistical Papers}, publisher={Springer Nature}, author={Beran,
Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={431–451} }'
chicago: 'Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “Modelling Long-Range Dependence
and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.”
Statistical Papers 56, no. 2 (2014): 431–51. https://doi.org/10.1007/s00362-014-0590-x.'
ieee: 'J. Beran, Y. Feng, and S. Ghosh, “Modelling long-range dependence and trends
in duration series: an approach based on EFARIMA and ESEMIFAR models,” Statistical
Papers, vol. 56, no. 2, pp. 431–451, 2014.'
mla: 'Beran, Jan, et al. “Modelling Long-Range Dependence and Trends in Duration
Series: An Approach Based on EFARIMA and ESEMIFAR Models.” Statistical Papers,
vol. 56, no. 2, Springer Nature, 2014, pp. 431–51, doi:10.1007/s00362-014-0590-x.'
short: J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451.
date_created: 2018-10-10T09:55:25Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1007/s00362-014-0590-x
intvolume: ' 56'
issue: '2'
language:
- iso: eng
page: 431-451
publication: Statistical Papers
publication_identifier:
issn:
- 0932-5026
- 1613-9798
publication_status: published
publisher: Springer Nature
status: public
title: 'Modelling long-range dependence and trends in duration series: an approach
based on EFARIMA and ESEMIFAR models'
type: journal_article
user_id: '10075'
volume: 56
year: '2014'
...
---
_id: '4602'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sucharita
full_name: Ghosh, Sucharita
last_name: Ghosh
citation:
ama: 'Beran J, Feng Y, Ghosh S. On EFARIMA and ESEMIFAR Models. In: Empirical
Economic and Financial Research. Cham: Springer International Publishing;
2014:239-253. doi:10.1007/978-3-319-03122-4_15'
apa: 'Beran, J., Feng, Y., & Ghosh, S. (2014). On EFARIMA and ESEMIFAR Models.
In Empirical Economic and Financial Research (pp. 239–253). Cham: Springer
International Publishing. https://doi.org/10.1007/978-3-319-03122-4_15'
bibtex: '@inbook{Beran_Feng_Ghosh_2014, place={Cham}, title={On EFARIMA and ESEMIFAR
Models}, DOI={10.1007/978-3-319-03122-4_15},
booktitle={Empirical Economic and Financial Research}, publisher={Springer International
Publishing}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014},
pages={239–253} }'
chicago: 'Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “On EFARIMA and ESEMIFAR
Models.” In Empirical Economic and Financial Research, 239–53. Cham: Springer
International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_15.'
ieee: 'J. Beran, Y. Feng, and S. Ghosh, “On EFARIMA and ESEMIFAR Models,” in Empirical
Economic and Financial Research, Cham: Springer International Publishing,
2014, pp. 239–253.'
mla: Beran, Jan, et al. “On EFARIMA and ESEMIFAR Models.” Empirical Economic
and Financial Research, Springer International Publishing, 2014, pp. 239–53,
doi:10.1007/978-3-319-03122-4_15.
short: 'J. Beran, Y. Feng, S. Ghosh, in: Empirical Economic and Financial Research,
Springer International Publishing, Cham, 2014, pp. 239–253.'
date_created: 2018-10-10T10:27:24Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1007/978-3-319-03122-4_15
language:
- iso: eng
page: 239-253
place: Cham
publication: Empirical Economic and Financial Research
publication_identifier:
isbn:
- '9783319031217'
- '9783319031224'
issn:
- 1570-5811
- 2214-7977
publication_status: published
publisher: Springer International Publishing
status: public
title: On EFARIMA and ESEMIFAR Models
type: book_chapter
user_id: '10075'
year: '2014'
...
---
_id: '4603'
author:
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: 'Peitz C, Feng Y. Double Conditional Smoothing of High-Frequency Volatility
Surface Under a Spatial Model. In: Empirical Economic and Financial Research.
Cham: Springer International Publishing; 2014:341-356. doi:10.1007/978-3-319-03122-4_21'
apa: 'Peitz, C., & Feng, Y. (2014). Double Conditional Smoothing of High-Frequency
Volatility Surface Under a Spatial Model. In Empirical Economic and Financial
Research (pp. 341–356). Cham: Springer International Publishing. https://doi.org/10.1007/978-3-319-03122-4_21'
bibtex: '@inbook{Peitz_Feng_2014, place={Cham}, title={Double Conditional Smoothing
of High-Frequency Volatility Surface Under a Spatial Model}, DOI={10.1007/978-3-319-03122-4_21},
booktitle={Empirical Economic and Financial Research}, publisher={Springer International
Publishing}, author={Peitz, Christian and Feng, Yuanhua}, year={2014}, pages={341–356}
}'
chicago: 'Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency
Volatility Surface Under a Spatial Model.” In Empirical Economic and Financial
Research, 341–56. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_21.'
ieee: 'C. Peitz and Y. Feng, “Double Conditional Smoothing of High-Frequency Volatility
Surface Under a Spatial Model,” in Empirical Economic and Financial Research,
Cham: Springer International Publishing, 2014, pp. 341–356.'
mla: Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency
Volatility Surface Under a Spatial Model.” Empirical Economic and Financial
Research, Springer International Publishing, 2014, pp. 341–56, doi:10.1007/978-3-319-03122-4_21.
short: 'C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer
International Publishing, Cham, 2014, pp. 341–356.'
date_created: 2018-10-10T10:28:44Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1007/978-3-319-03122-4_21
language:
- iso: eng
page: 341-356
place: Cham
publication: Empirical Economic and Financial Research
publication_identifier:
isbn:
- '9783319031217'
- '9783319031224'
issn:
- 1570-5811
- 2214-7977
publication_status: published
publisher: Springer International Publishing
status: public
title: Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial
Model
type: book_chapter
user_id: '10075'
year: '2014'
...
---
_id: '4605'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. Data-driven estimation of diurnal patterns of durations between trades
on financial markets. Statistics & Probability Letters. 2014;92:109-113.
doi:10.1016/j.spl.2014.05.011
apa: Feng, Y. (2014). Data-driven estimation of diurnal patterns of durations between
trades on financial markets. Statistics & Probability Letters, 92,
109–113. https://doi.org/10.1016/j.spl.2014.05.011
bibtex: '@article{Feng_2014, title={Data-driven estimation of diurnal patterns of
durations between trades on financial markets}, volume={92}, DOI={10.1016/j.spl.2014.05.011},
journal={Statistics & Probability Letters}, publisher={Elsevier BV}, author={Feng,
Yuanhua}, year={2014}, pages={109–113} }'
chicago: 'Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations
between Trades on Financial Markets.” Statistics & Probability Letters
92 (2014): 109–13. https://doi.org/10.1016/j.spl.2014.05.011.'
ieee: Y. Feng, “Data-driven estimation of diurnal patterns of durations between
trades on financial markets,” Statistics & Probability Letters, vol.
92, pp. 109–113, 2014.
mla: Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between
Trades on Financial Markets.” Statistics & Probability Letters, vol.
92, Elsevier BV, 2014, pp. 109–13, doi:10.1016/j.spl.2014.05.011.
short: Y. Feng, Statistics & Probability Letters 92 (2014) 109–113.
date_created: 2018-10-10T10:34:03Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.spl.2014.05.011
intvolume: ' 92'
language:
- iso: eng
page: 109-113
publication: Statistics & Probability Letters
publication_identifier:
issn:
- 0167-7152
publication_status: published
publisher: Elsevier BV
status: public
title: Data-driven estimation of diurnal patterns of durations between trades on financial
markets
type: journal_article
user_id: '10075'
volume: 92
year: '2014'
...
---
_id: '4664'
author:
- first_name: Chen
full_name: Zhou, Chen
last_name: Zhou
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Zhou C, Feng Y. Data-driven estimation of realized kernels under dependent
microstructure noise and further analysis using the Semi-FI-Log-ACD. 2014.
apa: Zhou, C., & Feng, Y. (2014). Data-driven estimation of realized kernels
under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.
Presented at the Conference on Computational and Financial Econometrics, University
of Pisa, Italy.
bibtex: '@article{Zhou_Feng_2014, series={Book of Abstracts}, title={Data-driven
estimation of realized kernels under dependent microstructure noise and further
analysis using the Semi-FI-Log-ACD}, author={Zhou, Chen and Feng, Yuanhua}, year={2014},
collection={Book of Abstracts} }'
chicago: Zhou, Chen, and Yuanhua Feng. “Data-Driven Estimation of Realized Kernels
under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD.”
Book of Abstracts, 2014.
ieee: C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent
microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014.
mla: Zhou, Chen, and Yuanhua Feng. Data-Driven Estimation of Realized Kernels
under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD.
2014.
short: C. Zhou, Y. Feng, (2014).
conference:
end_date: 8.12.2014
location: University of Pisa, Italy
name: Conference on Computational and Financial Econometrics
start_date: 6.12.2014
date_created: 2018-10-11T12:20:17Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
series_title: Book of Abstracts
status: public
title: Data-driven estimation of realized kernels under dependent microstructure noise
and further analysis using the Semi-FI-Log-ACD
type: conference
user_id: '10075'
year: '2014'
...
---
_id: '4596'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Zhichao
full_name: Guo, Zhichao
last_name: Guo
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: Feng Y, Guo Z, Peitz C. A Tree-form Constant Market Share Model for Growth
Causes in International Trade Based on Multi-level Classification. Journal
of Industry, Competition and Trade. 2013;14(2):207-228. doi:10.1007/s10842-013-0156-y
apa: Feng, Y., Guo, Z., & Peitz, C. (2013). A Tree-form Constant Market Share
Model for Growth Causes in International Trade Based on Multi-level Classification.
Journal of Industry, Competition and Trade, 14(2), 207–228. https://doi.org/10.1007/s10842-013-0156-y
bibtex: '@article{Feng_Guo_Peitz_2013, title={A Tree-form Constant Market Share
Model for Growth Causes in International Trade Based on Multi-level Classification},
volume={14}, DOI={10.1007/s10842-013-0156-y},
number={2}, journal={Journal of Industry, Competition and Trade}, publisher={Springer
Nature}, author={Feng, Yuanhua and Guo, Zhichao and Peitz, Christian}, year={2013},
pages={207–228} }'
chicago: 'Feng, Yuanhua, Zhichao Guo, and Christian Peitz. “A Tree-Form Constant
Market Share Model for Growth Causes in International Trade Based on Multi-Level
Classification.” Journal of Industry, Competition and Trade 14, no. 2 (2013):
207–28. https://doi.org/10.1007/s10842-013-0156-y.'
ieee: Y. Feng, Z. Guo, and C. Peitz, “A Tree-form Constant Market Share Model for
Growth Causes in International Trade Based on Multi-level Classification,” Journal
of Industry, Competition and Trade, vol. 14, no. 2, pp. 207–228, 2013.
mla: Feng, Yuanhua, et al. “A Tree-Form Constant Market Share Model for Growth Causes
in International Trade Based on Multi-Level Classification.” Journal of Industry,
Competition and Trade, vol. 14, no. 2, Springer Nature, 2013, pp. 207–28,
doi:10.1007/s10842-013-0156-y.
short: Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14
(2013) 207–228.
date_created: 2018-10-10T09:48:47Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1007/s10842-013-0156-y
intvolume: ' 14'
issue: '2'
language:
- iso: eng
page: 207-228
publication: Journal of Industry, Competition and Trade
publication_identifier:
issn:
- 1566-1679
- 1573-7012
publication_status: published
publisher: Springer Nature
status: public
title: A Tree-form Constant Market Share Model for Growth Causes in International
Trade Based on Multi-level Classification
type: journal_article
user_id: '10075'
volume: 14
year: '2013'
...
---
_id: '4600'
author:
- first_name: Zhichao
full_name: Guo, Zhichao
last_name: Guo
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Guo Z, Feng Y. Modeling of the impact of the financial crisis and China’s accession
to WTO on China’s exports to Germany. Economic Modelling. 2013;31:474-483.
doi:10.1016/j.econmod.2012.12.015
apa: Guo, Z., & Feng, Y. (2013). Modeling of the impact of the financial crisis
and China’s accession to WTO on China’s exports to Germany. Economic Modelling,
31, 474–483. https://doi.org/10.1016/j.econmod.2012.12.015
bibtex: '@article{Guo_Feng_2013, title={Modeling of the impact of the financial
crisis and China’s accession to WTO on China’s exports to Germany}, volume={31},
DOI={10.1016/j.econmod.2012.12.015},
journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and
Feng, Yuanhua}, year={2013}, pages={474–483} }'
chicago: 'Guo, Zhichao, and Yuanhua Feng. “Modeling of the Impact of the Financial
Crisis and China’s Accession to WTO on China’s Exports to Germany.” Economic
Modelling 31 (2013): 474–83. https://doi.org/10.1016/j.econmod.2012.12.015.'
ieee: Z. Guo and Y. Feng, “Modeling of the impact of the financial crisis and China’s
accession to WTO on China’s exports to Germany,” Economic Modelling, vol.
31, pp. 474–483, 2013.
mla: Guo, Zhichao, and Yuanhua Feng. “Modeling of the Impact of the Financial Crisis
and China’s Accession to WTO on China’s Exports to Germany.” Economic Modelling,
vol. 31, Elsevier BV, 2013, pp. 474–83, doi:10.1016/j.econmod.2012.12.015.
short: Z. Guo, Y. Feng, Economic Modelling 31 (2013) 474–483.
date_created: 2018-10-10T09:56:47Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.econmod.2012.12.015
intvolume: ' 31'
language:
- iso: eng
page: 474-483
publication: Economic Modelling
publication_identifier:
issn:
- 0264-9993
publication_status: published
publisher: Elsevier BV
status: public
title: Modeling of the impact of the financial crisis and China's accession to WTO
on China's exports to Germany
type: journal_article
user_id: '10075'
volume: 31
year: '2013'
...
---
_id: '4628'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sucharita
full_name: Ghosh, Sucharita
last_name: Ghosh
- first_name: Rafal
full_name: Kulik, Rafal
last_name: Kulik
citation:
ama: 'Beran J, Feng Y, Ghosh S, Kulik R. Long-Memory Processes. Berlin, Heidelberg:
Springer Berlin Heidelberg; 2013. doi:10.1007/978-3-642-35512-7'
apa: 'Beran, J., Feng, Y., Ghosh, S., & Kulik, R. (2013). Long-Memory Processes.
Berlin, Heidelberg: Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-35512-7'
bibtex: '@book{Beran_Feng_Ghosh_Kulik_2013, place={Berlin, Heidelberg}, title={Long-Memory
Processes}, DOI={10.1007/978-3-642-35512-7},
publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and
Ghosh, Sucharita and Kulik, Rafal}, year={2013} }'
chicago: 'Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Rafal Kulik. Long-Memory
Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. https://doi.org/10.1007/978-3-642-35512-7.'
ieee: 'J. Beran, Y. Feng, S. Ghosh, and R. Kulik, Long-Memory Processes.
Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.'
mla: Beran, Jan, et al. Long-Memory Processes. Springer Berlin Heidelberg,
2013, doi:10.1007/978-3-642-35512-7.
short: J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin
Heidelberg, Berlin, Heidelberg, 2013.
date_created: 2018-10-10T11:40:15Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1007/978-3-642-35512-7
language:
- iso: eng
place: Berlin, Heidelberg
publication_identifier:
isbn:
- '9783642355110'
- '9783642355127'
publication_status: published
publisher: Springer Berlin Heidelberg
status: public
title: Long-Memory Processes
type: book
user_id: '10075'
year: '2013'
...
---
_id: '4657'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Lixin
full_name: Sun, Lixin
last_name: Sun
citation:
ama: Feng Y, Sun L. A Semi-APARCH Approach for Comparing Long-Term and Short-Term
Risk in Chinese Financial Market and in Mature Financial Markets.; 2013.
apa: Feng, Y., & Sun, L. (2013). A Semi-APARCH approach for comparing long-term
and short-term risk in Chinese financial market and in mature financial markets.
bibtex: '@book{Feng_Sun_2013, title={A Semi-APARCH approach for comparing long-term
and short-term risk in Chinese financial market and in mature financial markets},
author={Feng, Yuanhua and Sun, Lixin}, year={2013} }'
chicago: Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term
and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets,
2013.
ieee: Y. Feng and L. Sun, A Semi-APARCH approach for comparing long-term and
short-term risk in Chinese financial market and in mature financial markets.
2013.
mla: Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term
and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets.
2013.
short: Y. Feng, L. Sun, A Semi-APARCH Approach for Comparing Long-Term and Short-Term
Risk in Chinese Financial Market and in Mature Financial Markets, 2013.
date_created: 2018-10-11T11:18:10Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: A Semi-APARCH approach for comparing long-term and short-term risk in Chinese
financial market and in mature financial markets
type: working_paper
user_id: '10075'
year: '2013'
...
---
_id: '4658'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. Double-Conditional Smoothing of High-Frequency Volatility Surface
in a Spatial Multiplicative Component GARCH with Random Effects.; 2013.
apa: Feng, Y. (2013). Double-conditional smoothing of high-frequency volatility
surface in a spatial multiplicative component GARCH with random effects.
bibtex: '@book{Feng_2013, title={Double-conditional smoothing of high-frequency
volatility surface in a spatial multiplicative component GARCH with random effects},
author={Feng, Yuanhua}, year={2013} }'
chicago: Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility
Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
ieee: Y. Feng, Double-conditional smoothing of high-frequency volatility surface
in a spatial multiplicative component GARCH with random effects. 2013.
mla: Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility
Surface in a Spatial Multiplicative Component GARCH with Random Effects. 2013.
short: Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface
in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
date_created: 2018-10-11T11:19:17Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: Double-conditional smoothing of high-frequency volatility surface in a spatial
multiplicative component GARCH with random effects
type: working_paper
user_id: '10075'
year: '2013'
...
---
_id: '4597'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. An iterative plug-in algorithm for decomposing seasonal time series
using the Berlin Method. Journal of Applied Statistics. 2012;40(2):266-281.
doi:10.1080/02664763.2012.740626
apa: Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time
series using the Berlin Method. Journal of Applied Statistics, 40(2),
266–281. https://doi.org/10.1080/02664763.2012.740626
bibtex: '@article{Feng_2012, title={An iterative plug-in algorithm for decomposing
seasonal time series using the Berlin Method}, volume={40}, DOI={10.1080/02664763.2012.740626},
number={2}, journal={Journal of Applied Statistics}, publisher={Informa UK Limited},
author={Feng, Yuanhua}, year={2012}, pages={266–281} }'
chicago: 'Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal
Time Series Using the Berlin Method.” Journal of Applied Statistics 40,
no. 2 (2012): 266–81. https://doi.org/10.1080/02664763.2012.740626.'
ieee: Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series
using the Berlin Method,” Journal of Applied Statistics, vol. 40, no. 2,
pp. 266–281, 2012.
mla: Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time
Series Using the Berlin Method.” Journal of Applied Statistics, vol. 40,
no. 2, Informa UK Limited, 2012, pp. 266–81, doi:10.1080/02664763.2012.740626.
short: Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.
date_created: 2018-10-10T09:52:22Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/02664763.2012.740626
intvolume: ' 40'
issue: '2'
language:
- iso: eng
page: 266-281
publication: Journal of Applied Statistics
publication_identifier:
issn:
- 0266-4763
- 1360-0532
publication_status: published
publisher: Informa UK Limited
status: public
title: An iterative plug-in algorithm for decomposing seasonal time series using the
Berlin Method
type: journal_article
user_id: '10075'
volume: 40
year: '2012'
...
---
_id: '4601'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
citation:
ama: Feng Y, Beran J. Optimal convergence rates in non-parametric regression with
fractional time series errors. Journal of Time Series Analysis. 2012;34(1):30-39.
doi:10.1111/j.1467-9892.2012.00811.x
apa: Feng, Y., & Beran, J. (2012). Optimal convergence rates in non-parametric
regression with fractional time series errors. Journal of Time Series Analysis,
34(1), 30–39. https://doi.org/10.1111/j.1467-9892.2012.00811.x
bibtex: '@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric
regression with fractional time series errors}, volume={34}, DOI={10.1111/j.1467-9892.2012.00811.x},
number={1}, journal={Journal of Time Series Analysis}, publisher={Wiley}, author={Feng,
Yuanhua and Beran, Jan}, year={2012}, pages={30–39} }'
chicago: 'Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric
Regression with Fractional Time Series Errors.” Journal of Time Series Analysis
34, no. 1 (2012): 30–39. https://doi.org/10.1111/j.1467-9892.2012.00811.x.'
ieee: Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression
with fractional time series errors,” Journal of Time Series Analysis, vol.
34, no. 1, pp. 30–39, 2012.
mla: Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric
Regression with Fractional Time Series Errors.” Journal of Time Series Analysis,
vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:10.1111/j.1467-9892.2012.00811.x.
short: Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.
date_created: 2018-10-10T09:57:46Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1111/j.1467-9892.2012.00811.x
intvolume: ' 34'
issue: '1'
language:
- iso: eng
page: 30-39
publication: Journal of Time Series Analysis
publication_identifier:
issn:
- 0143-9782
publication_status: published
publisher: Wiley
status: public
title: Optimal convergence rates in non-parametric regression with fractional time
series errors
type: journal_article
user_id: '10075'
volume: 34
year: '2012'
...
---
_id: '4610'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
citation:
ama: Feng Y, Beran J. Filtered Log-Periodogram Regression of Long Memory Processes.
Journal of Statistical Theory and Practice. 2012;3(4):777-793. doi:10.1080/15598608.2009.10411959
apa: Feng, Y., & Beran, J. (2012). Filtered Log-Periodogram Regression of Long
Memory Processes. Journal of Statistical Theory and Practice, 3(4),
777–793. https://doi.org/10.1080/15598608.2009.10411959
bibtex: '@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of
Long Memory Processes}, volume={3}, DOI={10.1080/15598608.2009.10411959},
number={4}, journal={Journal of Statistical Theory and Practice}, publisher={Informa
UK Limited}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={777–793}
}'
chicago: 'Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of
Long Memory Processes.” Journal of Statistical Theory and Practice 3, no.
4 (2012): 777–93. https://doi.org/10.1080/15598608.2009.10411959.'
ieee: Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory
Processes,” Journal of Statistical Theory and Practice, vol. 3, no. 4,
pp. 777–793, 2012.
mla: Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long
Memory Processes.” Journal of Statistical Theory and Practice, vol. 3,
no. 4, Informa UK Limited, 2012, pp. 777–93, doi:10.1080/15598608.2009.10411959.
short: Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.
date_created: 2018-10-10T11:09:44Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/15598608.2009.10411959
extern: '1'
intvolume: ' 3'
issue: '4'
language:
- iso: eng
page: 777-793
publication: Journal of Statistical Theory and Practice
publication_identifier:
issn:
- 1559-8608
- 1559-8616
publication_status: published
publisher: Informa UK Limited
status: public
title: Filtered Log-Periodogram Regression of Long Memory Processes
type: journal_article
user_id: '10075'
volume: 3
year: '2012'
...
---
_id: '4611'
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. Weighted Averages and Local Polynomial Estimation for Fractional
Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166.
doi:10.1080/15598608.2007.10411831
apa: Beran, J., & Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation
for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice,
1(2), 149–166. https://doi.org/10.1080/15598608.2007.10411831
bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial
Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831},
number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa
UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166}
}'
chicago: 'Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial
Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory
and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.'
ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for
Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice,
vol. 1, no. 2, pp. 149–166, 2012.
mla: Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation
for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice,
vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
short: J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
date_created: 2018-10-10T11:12:25Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/15598608.2007.10411831
intvolume: ' 1'
issue: '2'
page: 149-166
publication: Journal of Statistical Theory and Practice
publication_identifier:
issn:
- 1559-8608
- 1559-8616
publication_status: published
publisher: Informa UK Limited
status: public
title: Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH
Processes
type: journal_article
user_id: '10075'
volume: 1
year: '2012'
...
---
_id: '4612'
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. Weighted Averages and Local Polynomial Estimation for Fractional
Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166.
doi:10.1080/15598608.2007.10411831
apa: Beran, J., & Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation
for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice,
1(2), 149–166. https://doi.org/10.1080/15598608.2007.10411831
bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial
Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831},
number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa
UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166}
}'
chicago: 'Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial
Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory
and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.'
ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for
Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice,
vol. 1, no. 2, pp. 149–166, 2012.
mla: Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation
for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice,
vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
short: J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
date_created: 2018-10-10T11:12:49Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/15598608.2007.10411831
extern: '1'
intvolume: ' 1'
issue: '2'
language:
- iso: eng
page: 149-166
publication: Journal of Statistical Theory and Practice
publication_identifier:
issn:
- 1559-8608
- 1559-8616
publication_status: published
publisher: Informa UK Limited
status: public
title: Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH
Processes
type: journal_article
user_id: '10075'
volume: 1
year: '2012'
...
---
_id: '4631'
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: Econometrics in
Theory and Practice. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:10.1007/978-3-642-47027-1_10'
apa: 'Feng, Y., & Heiler, S. (2012). Locally Weighted Autoregression. In Econometrics
in Theory and Practice (pp. 101–117). Heidelberg: Physica-Verlag HD. https://doi.org/10.1007/978-3-642-47027-1_10'
bibtex: '@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression},
DOI={10.1007/978-3-642-47027-1_10},
booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD},
author={Feng, Yuanhua and Heiler, Siegfried}, year={2012}, pages={101–117} }'
chicago: 'Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.”
In Econometrics in Theory and Practice, 101–17. Heidelberg: Physica-Verlag
HD, 2012. https://doi.org/10.1007/978-3-642-47027-1_10.'
ieee: 'Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics
in Theory and Practice, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.'
mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics
in Theory and Practice, Physica-Verlag HD, 2012, pp. 101–17, doi:10.1007/978-3-642-47027-1_10.
short: 'Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag
HD, Heidelberg, 2012, pp. 101–117.'
date_created: 2018-10-10T11:53:45Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
doi: 10.1007/978-3-642-47027-1_10
page: 101-117
place: Heidelberg
publication: Econometrics in Theory and Practice
publication_identifier:
isbn:
- '9783642470295'
- '9783642470271'
publication_status: published
publisher: Physica-Verlag HD
status: public
title: Locally Weighted Autoregression
type: book_chapter
user_id: '10075'
year: '2012'
...
---
_id: '4659'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: David
full_name: Hand, David
last_name: Hand
- first_name: Keming
full_name: Yu, Keming
last_name: Yu
citation:
ama: Feng Y, Hand D, Yu K. A Multivariate Random Walk Model with Slowly Changing
Drift and Cross-Correlation Applied to Finance.; 2012.
apa: Feng, Y., Hand, D., & Yu, K. (2012). A Multivariate Random Walk Model
with Slowly Changing Drift and Cross-correlation Applied to Finance.
bibtex: '@book{Feng_Hand_Yu_2012, title={A Multivariate Random Walk Model with Slowly
Changing Drift and Cross-correlation Applied to Finance}, author={Feng, Yuanhua
and Hand, David and Yu, Keming}, year={2012} }'
chicago: Feng, Yuanhua, David Hand, and Keming Yu. A Multivariate Random Walk
Model with Slowly Changing Drift and Cross-Correlation Applied to Finance,
2012.
ieee: Y. Feng, D. Hand, and K. Yu, A Multivariate Random Walk Model with Slowly
Changing Drift and Cross-correlation Applied to Finance. 2012.
mla: Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing
Drift and Cross-Correlation Applied to Finance. 2012.
short: Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing
Drift and Cross-Correlation Applied to Finance, 2012.
date_created: 2018-10-11T11:21:05Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation
Applied to Finance
type: working_paper
user_id: '10075'
year: '2012'
...
---
_id: '4598'
author:
- first_name: Zhichao
full_name: Guo, Zhichao
last_name: Guo
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Xiangyong
full_name: Tan, Xiangyong
last_name: Tan
citation:
ama: Guo Z, Feng Y, Tan X. Short- and long-term impact of remarkable economic events
on the growth causes of China–Germany trade in agri-food products. Economic
Modelling. 2011;28(6):2359-2368. doi:10.1016/j.econmod.2011.06.007
apa: Guo, Z., Feng, Y., & Tan, X. (2011). Short- and long-term impact of remarkable
economic events on the growth causes of China–Germany trade in agri-food products.
Economic Modelling, 28(6), 2359–2368. https://doi.org/10.1016/j.econmod.2011.06.007
bibtex: '@article{Guo_Feng_Tan_2011, title={Short- and long-term impact of remarkable
economic events on the growth causes of China–Germany trade in agri-food products},
volume={28}, DOI={10.1016/j.econmod.2011.06.007},
number={6}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo,
Zhichao and Feng, Yuanhua and Tan, Xiangyong}, year={2011}, pages={2359–2368}
}'
chicago: 'Guo, Zhichao, Yuanhua Feng, and Xiangyong Tan. “Short- and Long-Term Impact
of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food
Products.” Economic Modelling 28, no. 6 (2011): 2359–68. https://doi.org/10.1016/j.econmod.2011.06.007.'
ieee: Z. Guo, Y. Feng, and X. Tan, “Short- and long-term impact of remarkable economic
events on the growth causes of China–Germany trade in agri-food products,” Economic
Modelling, vol. 28, no. 6, pp. 2359–2368, 2011.
mla: Guo, Zhichao, et al. “Short- and Long-Term Impact of Remarkable Economic Events
on the Growth Causes of China–Germany Trade in Agri-Food Products.” Economic
Modelling, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:10.1016/j.econmod.2011.06.007.
short: Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
date_created: 2018-10-10T09:53:29Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.econmod.2011.06.007
intvolume: ' 28'
issue: '6'
language:
- iso: eng
page: 2359-2368
publication: Economic Modelling
publication_identifier:
issn:
- 0264-9993
publication_status: published
publisher: Elsevier BV
status: public
title: Short- and long-term impact of remarkable economic events on the growth causes
of China–Germany trade in agri-food products
type: journal_article
user_id: '10075'
volume: 28
year: '2011'
...
---
_id: '4606'
author:
- first_name: Xiaohong
full_name: Liu, Xiaohong
last_name: Liu
- first_name: David B.
full_name: Grant, David B.
last_name: Grant
- first_name: Alan C.
full_name: McKinnon, Alan C.
last_name: McKinnon
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Liu X, Grant DB, McKinnon AC, Feng Y. An empirical examination of the contribution
of capabilities to the competitiveness of logistics service providers. International
Journal of Physical Distribution & Logistics Management. 2010;40(10):847-866.
doi:10.1108/09600031011093232
apa: Liu, X., Grant, D. B., McKinnon, A. C., & Feng, Y. (2010). An empirical
examination of the contribution of capabilities to the competitiveness of logistics
service providers. International Journal of Physical Distribution & Logistics
Management, 40(10), 847–866. https://doi.org/10.1108/09600031011093232
bibtex: '@article{Liu_Grant_McKinnon_Feng_2010, title={An empirical examination
of the contribution of capabilities to the competitiveness of logistics service
providers}, volume={40}, DOI={10.1108/09600031011093232},
number={10}, journal={International Journal of Physical Distribution & Logistics
Management}, publisher={Emerald}, author={Liu, Xiaohong and Grant, David B. and
McKinnon, Alan C. and Feng, Yuanhua}, year={2010}, pages={847–866} }'
chicago: 'Liu, Xiaohong, David B. Grant, Alan C. McKinnon, and Yuanhua Feng. “An
Empirical Examination of the Contribution of Capabilities to the Competitiveness
of Logistics Service Providers.” International Journal of Physical Distribution
& Logistics Management 40, no. 10 (2010): 847–66. https://doi.org/10.1108/09600031011093232.'
ieee: X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination
of the contribution of capabilities to the competitiveness of logistics service
providers,” International Journal of Physical Distribution & Logistics
Management, vol. 40, no. 10, pp. 847–866, 2010.
mla: Liu, Xiaohong, et al. “An Empirical Examination of the Contribution of Capabilities
to the Competitiveness of Logistics Service Providers.” International Journal
of Physical Distribution & Logistics Management, vol. 40, no. 10, Emerald,
2010, pp. 847–66, doi:10.1108/09600031011093232.
short: X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical
Distribution & Logistics Management 40 (2010) 847–866.
date_created: 2018-10-10T10:34:53Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1108/09600031011093232
intvolume: ' 40'
issue: '10'
language:
- iso: eng
page: 847-866
publication: International Journal of Physical Distribution & Logistics Management
publication_identifier:
issn:
- 0960-0035
publication_status: published
publisher: Emerald
status: public
title: An empirical examination of the contribution of capabilities to the competitiveness
of logistics service providers
type: journal_article
user_id: '10075'
volume: 40
year: '2010'
...
---
_id: '4607'
author:
- first_name: Xiaohong
full_name: Liu, Xiaohong
last_name: Liu
- first_name: Alan C.
full_name: McKinnon, Alan C.
last_name: McKinnon
- first_name: David B.
full_name: Grant, David B.
last_name: Grant
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: 'Liu X, McKinnon AC, Grant DB, Feng Y. Sources of competitiveness for logistics
service providers: a UK industry perspective. Logistics Research. 2010;2(1):23-32.
doi:10.1007/s12159-010-0024-7'
apa: 'Liu, X., McKinnon, A. C., Grant, D. B., & Feng, Y. (2010). Sources of
competitiveness for logistics service providers: a UK industry perspective. Logistics
Research, 2(1), 23–32. https://doi.org/10.1007/s12159-010-0024-7'
bibtex: '@article{Liu_McKinnon_Grant_Feng_2010, title={Sources of competitiveness
for logistics service providers: a UK industry perspective}, volume={2}, DOI={10.1007/s12159-010-0024-7},
number={1}, journal={Logistics Research}, publisher={Springer Nature}, author={Liu,
Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua}, year={2010},
pages={23–32} }'
chicago: 'Liu, Xiaohong, Alan C. McKinnon, David B. Grant, and Yuanhua Feng. “Sources
of Competitiveness for Logistics Service Providers: A UK Industry Perspective.”
Logistics Research 2, no. 1 (2010): 23–32. https://doi.org/10.1007/s12159-010-0024-7.'
ieee: 'X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness
for logistics service providers: a UK industry perspective,” Logistics Research,
vol. 2, no. 1, pp. 23–32, 2010.'
mla: 'Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers:
A UK Industry Perspective.” Logistics Research, vol. 2, no. 1, Springer
Nature, 2010, pp. 23–32, doi:10.1007/s12159-010-0024-7.'
short: X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
date_created: 2018-10-10T11:07:19Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1007/s12159-010-0024-7
intvolume: ' 2'
issue: '1'
language:
- iso: eng
page: 23-32
publication: Logistics Research
publication_identifier:
issn:
- 1865-035X
- 1865-0368
publication_status: published
publisher: Springer Nature
status: public
title: 'Sources of competitiveness for logistics service providers: a UK industry
perspective'
type: journal_article
user_id: '10075'
volume: 2
year: '2010'
...
---
_id: '4608'
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. A simple bootstrap bandwidth selector for local polynomial
fitting. Journal of Statistical Computation and Simulation. 2009;79(12):1425-1439.
doi:10.1080/00949650802352019
apa: Feng, Y., & Heiler, S. (2009). A simple bootstrap bandwidth selector for
local polynomial fitting. Journal of Statistical Computation and Simulation,
79(12), 1425–1439. https://doi.org/10.1080/00949650802352019
bibtex: '@article{Feng_Heiler_2009, title={A simple bootstrap bandwidth selector
for local polynomial fitting}, volume={79}, DOI={10.1080/00949650802352019},
number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa
UK Limited}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={1425–1439}
}'
chicago: 'Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector
for Local Polynomial Fitting.” Journal of Statistical Computation and Simulation
79, no. 12 (2009): 1425–39. https://doi.org/10.1080/00949650802352019.'
ieee: Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial
fitting,” Journal of Statistical Computation and Simulation, vol. 79, no.
12, pp. 1425–1439, 2009.
mla: Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector
for Local Polynomial Fitting.” Journal of Statistical Computation and Simulation,
vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:10.1080/00949650802352019.
short: Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79
(2009) 1425–1439.
date_created: 2018-10-10T11:08:18Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/00949650802352019
intvolume: ' 79'
issue: '12'
language:
- iso: eng
page: 1425-1439
publication: Journal of Statistical Computation and Simulation
publication_identifier:
issn:
- 0094-9655
- 1563-5163
publication_status: published
publisher: Informa UK Limited
status: public
title: A simple bootstrap bandwidth selector for local polynomial fitting
type: journal_article
user_id: '10075'
volume: 79
year: '2009'
...
---
_id: '4622'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Siegfried
full_name: Heiler, Siegfried
last_name: Heiler
citation:
ama: Beran J, Feng Y, Heiler S. Modifying the double smoothing bandwidth selector
in nonparametric regression. Statistical Methodology. 2009;6(5):447-465.
doi:10.1016/j.stamet.2009.04.001
apa: Beran, J., Feng, Y., & Heiler, S. (2009). Modifying the double smoothing
bandwidth selector in nonparametric regression. Statistical Methodology,
6(5), 447–465. https://doi.org/10.1016/j.stamet.2009.04.001
bibtex: '@article{Beran_Feng_Heiler_2009, title={Modifying the double smoothing
bandwidth selector in nonparametric regression}, volume={6}, DOI={10.1016/j.stamet.2009.04.001},
number={5}, journal={Statistical Methodology}, publisher={Elsevier BV}, author={Beran,
Jan and Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={447–465} }'
chicago: 'Beran, Jan, Yuanhua Feng, and Siegfried Heiler. “Modifying the Double
Smoothing Bandwidth Selector in Nonparametric Regression.” Statistical Methodology
6, no. 5 (2009): 447–65. https://doi.org/10.1016/j.stamet.2009.04.001.'
ieee: J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth
selector in nonparametric regression,” Statistical Methodology, vol. 6,
no. 5, pp. 447–465, 2009.
mla: Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric
Regression.” Statistical Methodology, vol. 6, no. 5, Elsevier BV, 2009,
pp. 447–65, doi:10.1016/j.stamet.2009.04.001.
short: J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.
date_created: 2018-10-10T11:21:18Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1016/j.stamet.2009.04.001
extern: '1'
intvolume: ' 6'
issue: '5'
language:
- iso: eng
page: 447-465
publication: Statistical Methodology
publication_identifier:
issn:
- 1572-3127
publication_status: published
publisher: Elsevier BV
status: public
title: Modifying the double smoothing bandwidth selector in nonparametric regression
type: journal_article
user_id: '10075'
volume: 6
year: '2009'
...
---
_id: '4609'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Alexander J.
full_name: McNeil, Alexander J.
last_name: McNeil
citation:
ama: Feng Y, McNeil AJ. Modelling of scale change, periodicity and conditional heteroskedasticity
in return volatility. Economic Modelling. 2008;25(5):850-867. doi:10.1016/j.econmod.2007.11.007
apa: Feng, Y., & McNeil, A. J. (2008). Modelling of scale change, periodicity
and conditional heteroskedasticity in return volatility. Economic Modelling,
25(5), 850–867. https://doi.org/10.1016/j.econmod.2007.11.007
bibtex: '@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity
and conditional heteroskedasticity in return volatility}, volume={25}, DOI={10.1016/j.econmod.2007.11.007},
number={5}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Feng,
Yuanhua and McNeil, Alexander J.}, year={2008}, pages={850–867} }'
chicago: 'Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity
and Conditional Heteroskedasticity in Return Volatility.” Economic Modelling
25, no. 5 (2008): 850–67. https://doi.org/10.1016/j.econmod.2007.11.007.'
ieee: Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional
heteroskedasticity in return volatility,” Economic Modelling, vol. 25,
no. 5, pp. 850–867, 2008.
mla: Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity
and Conditional Heteroskedasticity in Return Volatility.” Economic Modelling,
vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:10.1016/j.econmod.2007.11.007.
short: Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.
date_created: 2018-10-10T11:08:54Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.econmod.2007.11.007
extern: '1'
intvolume: ' 25'
issue: '5'
language:
- iso: eng
page: 850-867
publication: Economic Modelling
publication_identifier:
issn:
- 0264-9993
publication_status: published
publisher: Elsevier BV
status: public
title: Modelling of scale change, periodicity and conditional heteroskedasticity in
return volatility
type: journal_article
user_id: '10075'
volume: 25
year: '2008'
...
---
_id: '3470'
article_number: '733'
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. Local Polynomial Estimation with a FARIMA-GARCH Error Process.
Bernoulli. 2007;7(5). doi:10.2307/3318539
apa: Beran, J., & Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH
Error Process. Bernoulli, 7(5). https://doi.org/10.2307/3318539
bibtex: '@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH
Error Process}, volume={7}, DOI={10.2307/3318539},
number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and
Feng, Yuanhua}, year={2007} }'
chicago: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
Error Process.” Bernoulli 7, no. 5 (2007). https://doi.org/10.2307/3318539.
ieee: J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error
Process,” Bernoulli, vol. 7, no. 5, 2007.
mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
Error Process.” Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.
short: J. Beran, Y. Feng, Bernoulli 7 (2007).
date_created: 2018-07-05T14:28:34Z
date_updated: 2022-01-06T06:59:18Z
department:
- _id: '206'
doi: 10.2307/3318539
intvolume: ' 7'
issue: '5'
publication: Bernoulli
publication_identifier:
issn:
- 1350-7265
publication_status: published
publisher: JSTOR
status: public
title: Local Polynomial Estimation with a FARIMA-GARCH Error Process
type: journal_article
user_id: '10075'
volume: 7
year: '2007'
...
---
_id: '4613'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. On the asymptotic variance in nonparametric regression with fractional
time-series errors. Journal of Nonparametric Statistics. 2007;19(2):63-76.
doi:10.1080/10485250701381737
apa: Feng, Y. (2007). On the asymptotic variance in nonparametric regression with
fractional time-series errors. Journal of Nonparametric Statistics, 19(2),
63–76. https://doi.org/10.1080/10485250701381737
bibtex: '@article{Feng_2007, title={On the asymptotic variance in nonparametric
regression with fractional time-series errors}, volume={19}, DOI={10.1080/10485250701381737},
number={2}, journal={Journal of Nonparametric Statistics}, publisher={Informa
UK Limited}, author={Feng, Yuanhua}, year={2007}, pages={63–76} }'
chicago: 'Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression
with Fractional Time-Series Errors.” Journal of Nonparametric Statistics
19, no. 2 (2007): 63–76. https://doi.org/10.1080/10485250701381737.'
ieee: Y. Feng, “On the asymptotic variance in nonparametric regression with fractional
time-series errors,” Journal of Nonparametric Statistics, vol. 19, no.
2, pp. 63–76, 2007.
mla: Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with
Fractional Time-Series Errors.” Journal of Nonparametric Statistics, vol.
19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:10.1080/10485250701381737.
short: Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.
date_created: 2018-10-10T11:13:40Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1080/10485250701381737
extern: '1'
intvolume: ' 19'
issue: '2'
language:
- iso: eng
page: 63-76
publication: Journal of Nonparametric Statistics
publication_identifier:
issn:
- 1048-5252
- 1029-0311
publication_status: published
publisher: Informa UK Limited
status: public
title: On the asymptotic variance in nonparametric regression with fractional time-series
errors
type: journal_article
user_id: '10075'
volume: 19
year: '2007'
...
---
_id: '4614'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: J.
full_name: Beran, J.
last_name: Beran
- first_name: K.
full_name: Yu, K.
last_name: Yu
citation:
ama: Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model.
IMA Journal of Management Mathematics. 2007;18(4):395-412. doi:10.1093/imaman/dpm024
apa: Feng, Y., Beran, J., & Yu, K. (2007). Modelling financial time series with
SEMIFAR GARCH model. IMA Journal of Management Mathematics, 18(4),
395–412. https://doi.org/10.1093/imaman/dpm024
bibtex: '@article{Feng_Beran_Yu_2007, title={Modelling financial time series with
SEMIFAR GARCH model}, volume={18}, DOI={10.1093/imaman/dpm024},
number={4}, journal={IMA Journal of Management Mathematics}, publisher={Oxford
University Press (OUP)}, author={Feng, Yuanhua and Beran, J. and Yu, K.}, year={2007},
pages={395–412} }'
chicago: 'Feng, Yuanhua, J. Beran, and K. Yu. “Modelling Financial Time Series with
SEMIFAR GARCH Model.” IMA Journal of Management Mathematics 18, no. 4 (2007):
395–412. https://doi.org/10.1093/imaman/dpm024.'
ieee: Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR
GARCH model,” IMA Journal of Management Mathematics, vol. 18, no. 4, pp.
395–412, 2007.
mla: Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.”
IMA Journal of Management Mathematics, vol. 18, no. 4, Oxford University
Press (OUP), 2007, pp. 395–412, doi:10.1093/imaman/dpm024.
short: Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007)
395–412.
date_created: 2018-10-10T11:14:21Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1093/imaman/dpm024
extern: '1'
intvolume: ' 18'
issue: '4'
page: 395-412
publication: IMA Journal of Management Mathematics
publication_identifier:
issn:
- 1471-678X
- 1471-6798
publication_status: published
publisher: Oxford University Press (OUP)
status: public
title: Modelling financial time series with SEMIFAR GARCH model
type: journal_article
user_id: '10075'
volume: 18
year: '2007'
...
---
_id: '4616'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Günter
full_name: Franke, Günter
last_name: Franke
- first_name: Dieter
full_name: Hess, Dieter
last_name: Hess
- first_name: Dirk
full_name: Ocker, Dirk
last_name: Ocker
citation:
ama: 'Beran J, Feng Y, Franke G, Hess D, Ocker D. Semiparametric Modeling of Stochastic
and Deterministic Trends and Fractional Stationarity. In: Processes with Long-Range
Correlations. Berlin, Heidelberg: Springer Berlin Heidelberg; 2007:225-250.
doi:10.1007/3-540-44832-2_13'
apa: 'Beran, J., Feng, Y., Franke, G., Hess, D., & Ocker, D. (2007). Semiparametric
Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In
Processes with Long-Range Correlations (pp. 225–250). Berlin, Heidelberg:
Springer Berlin Heidelberg. https://doi.org/10.1007/3-540-44832-2_13'
bibtex: '@inbook{Beran_Feng_Franke_Hess_Ocker_2007, place={Berlin, Heidelberg},
title={Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional
Stationarity}, DOI={10.1007/3-540-44832-2_13},
booktitle={Processes with Long-Range Correlations}, publisher={Springer Berlin
Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess,
Dieter and Ocker, Dirk}, year={2007}, pages={225–250} }'
chicago: 'Beran, Jan, Yuanhua Feng, Günter Franke, Dieter Hess, and Dirk Ocker.
“Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional
Stationarity.” In Processes with Long-Range Correlations, 225–50. Berlin,
Heidelberg: Springer Berlin Heidelberg, 2007. https://doi.org/10.1007/3-540-44832-2_13.'
ieee: 'J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling
of Stochastic and Deterministic Trends and Fractional Stationarity,” in Processes
with Long-Range Correlations, Berlin, Heidelberg: Springer Berlin Heidelberg,
2007, pp. 225–250.'
mla: Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic
Trends and Fractional Stationarity.” Processes with Long-Range Correlations,
Springer Berlin Heidelberg, 2007, pp. 225–50, doi:10.1007/3-540-44832-2_13.
short: 'J. Beran, Y. Feng, G. Franke, D. Hess, D. Ocker, in: Processes with Long-Range
Correlations, Springer Berlin Heidelberg, Berlin, Heidelberg, 2007, pp. 225–250.'
date_created: 2018-10-10T11:16:47Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1007/3-540-44832-2_13
extern: '1'
language:
- iso: eng
page: 225-250
place: Berlin, Heidelberg
publication: Processes with Long-Range Correlations
publication_identifier:
isbn:
- '9783540401292'
- '9783540448327'
issn:
- 0075-8450
publication_status: published
publisher: Springer Berlin Heidelberg
status: public
title: Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional
Stationarity
type: book_chapter
user_id: '10075'
year: '2007'
...
---
_id: '4624'
article_number: '733'
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. Local Polynomial Estimation with a FARIMA-GARCH Error Process.
Bernoulli. 2007;7(5). doi:10.2307/3318539
apa: Beran, J., & Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH
Error Process. Bernoulli, 7(5). https://doi.org/10.2307/3318539
bibtex: '@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH
Error Process}, volume={7}, DOI={10.2307/3318539},
number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and
Feng, Yuanhua}, year={2007} }'
chicago: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
Error Process.” Bernoulli 7, no. 5 (2007). https://doi.org/10.2307/3318539.
ieee: J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error
Process,” Bernoulli, vol. 7, no. 5, 2007.
mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
Error Process.” Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.
short: J. Beran, Y. Feng, Bernoulli 7 (2007).
date_created: 2018-10-10T11:23:06Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.2307/3318539
extern: '1'
intvolume: ' 7'
issue: '5'
language:
- iso: eng
publication: Bernoulli
publication_identifier:
issn:
- 1350-7265
publication_status: published
publisher: JSTOR
status: public
title: Local Polynomial Estimation with a FARIMA-GARCH Error Process
type: journal_article
user_id: '10075'
volume: 7
year: '2007'
...
---
_id: '4652'
citation:
ama: 'Ng P, Yu K, Feng Y, eds. Special Issue: Quantile Regression. Vol 7.;
2007.'
apa: 'Ng, P., Yu, K., & Feng, Y. (Eds.). (2007). Special Issue: Quantile
Regression (Vol. 7).'
bibtex: '@book{Ng_Yu_Feng_2007, series={Statistical Modelling}, title={Special Issue:
Quantile Regression}, volume={7}, year={2007}, collection={Statistical Modelling}
}'
chicago: 'Ng, Pin, Keming Yu, and Yuanhua Feng, eds. Special Issue: Quantile
Regression. Vol. 7. Statistical Modelling, 2007.'
ieee: 'P. Ng, K. Yu, and Y. Feng, Eds., Special Issue: Quantile Regression,
vol. 7. 2007.'
mla: 'Ng, Pin, et al., editors. Special Issue: Quantile Regression. Vol.
7, 2007.'
short: 'P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.'
date_created: 2018-10-11T11:06:07Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
editor:
- first_name: Pin
full_name: Ng, Pin
last_name: Ng
- first_name: Keming
full_name: Yu, Keming
last_name: Yu
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
extern: '1'
intvolume: ' 7'
language:
- iso: eng
publication_status: published
series_title: Statistical Modelling
status: public
title: 'Special Issue: Quantile Regression'
type: book_editor
user_id: '10075'
volume: 7
year: '2007'
...
---
_id: '4615'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.
Econometric Theory. 2004;20(03). doi:10.1017/s0266466604203061
apa: Feng, Y. (2004). SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND
SCALE CHANGE. Econometric Theory, 20(03). https://doi.org/10.1017/s0266466604203061
bibtex: '@article{Feng_2004, title={SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY
AND SCALE CHANGE}, volume={20}, DOI={10.1017/s0266466604203061},
number={03}, journal={Econometric Theory}, publisher={Cambridge University Press
(CUP)}, author={Feng, Yuanhua}, year={2004} }'
chicago: Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY
AND SCALE CHANGE.” Econometric Theory 20, no. 03 (2004). https://doi.org/10.1017/s0266466604203061.
ieee: Y. Feng, “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE
CHANGE,” Econometric Theory, vol. 20, no. 03, 2004.
mla: Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND
SCALE CHANGE.” Econometric Theory, vol. 20, no. 03, Cambridge University
Press (CUP), 2004, doi:10.1017/s0266466604203061.
short: Y. Feng, Econometric Theory 20 (2004).
date_created: 2018-10-10T11:16:17Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1017/s0266466604203061
extern: '1'
intvolume: ' 20'
issue: '03'
language:
- iso: eng
publication: Econometric Theory
publication_identifier:
issn:
- 0266-4666
- 1469-4360
publication_status: published
publisher: Cambridge University Press (CUP)
status: public
title: SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
type: journal_article
user_id: '10075'
volume: 20
year: '2004'
...
---
_id: '4630'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: Feng Y. Non- and Semiparametric Regression with Fractional Time Series Errors.;
2004.
apa: Feng, Y. (2004). Non- and Semiparametric Regression with Fractional Time
Series Errors.
bibtex: '@book{Feng_2004, title={Non- and Semiparametric Regression with Fractional
Time Series Errors}, author={Feng, Yuanhua}, year={2004} }'
chicago: Feng, Yuanhua. Non- and Semiparametric Regression with Fractional Time
Series Errors, 2004.
ieee: Y. Feng, Non- and Semiparametric Regression with Fractional Time Series
Errors. 2004.
mla: Feng, Yuanhua. Non- and Semiparametric Regression with Fractional Time Series
Errors. 2004.
short: Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors,
2004.
date_created: 2018-10-10T11:43:39Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
extern: '1'
language:
- iso: eng
status: public
title: Non- and Semiparametric Regression with Fractional Time Series Errors
type: book
user_id: '10075'
year: '2004'
...
---
_id: '4634'
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 robust data-driven version of the Berlin Method. In: Metz
R, Lösch M, Edel K, eds. Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung.
Stuttgart: Lucius & Lucius; 2004:67-81.'
apa: 'Heiler, S., & Feng, Y. (2004). A robust data-driven version of the Berlin
Method. In R. Metz, M. Lösch, & K. Edel (Eds.), Zeitreihenanalyse in der
empirischen Wirtschaftsforschung (pp. 67–81). Stuttgart: Lucius & Lucius.'
bibtex: '@inbook{Heiler_Feng_2004, place={Stuttgart}, title={A robust data-driven
version of the Berlin Method}, booktitle={Zeitreihenanalyse in der empirischen
Wirtschaftsforschung}, publisher={Lucius & Lucius}, author={Heiler, Siegfried
and Feng, Yuanhua}, editor={Metz, Rainer and Lösch, Manfred and Edel, KlausEditors},
year={2004}, pages={67–81} }'
chicago: 'Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of
the Berlin Method.” In Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung,
edited by Rainer Metz, Manfred Lösch, and Klaus Edel, 67–81. Stuttgart: Lucius
& Lucius, 2004.'
ieee: 'S. Heiler and Y. Feng, “A robust data-driven version of the Berlin Method,”
in Zeitreihenanalyse in der empirischen Wirtschaftsforschung, R. Metz,
M. Lösch, and K. Edel, Eds. Stuttgart: Lucius & Lucius, 2004, pp. 67–81.'
mla: Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin
Method.” Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, edited
by Rainer Metz et al., Lucius & Lucius, 2004, pp. 67–81.
short: 'S. Heiler, Y. Feng, in: R. Metz, M. Lösch, K. Edel (Eds.), Zeitreihenanalyse
in Der Empirischen Wirtschaftsforschung, Lucius & Lucius, Stuttgart, 2004,
pp. 67–81.'
date_created: 2018-10-11T06:48:22Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
editor:
- first_name: Rainer
full_name: Metz, Rainer
last_name: Metz
- first_name: Manfred
full_name: Lösch, Manfred
last_name: Lösch
- first_name: Klaus
full_name: Edel, Klaus
last_name: Edel
extern: '1'
language:
- iso: eng
page: 67 - 81
place: Stuttgart
publication: Zeitreihenanalyse in der empirischen Wirtschaftsforschung
publication_identifier:
unknown:
- '3828202446'
publisher: Lucius & Lucius
status: public
title: A robust data-driven version of the Berlin Method
type: book_chapter
user_id: '10075'
year: '2004'
...
---
_id: '4617'
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. SEMIFAR models—a semiparametric approach to modelling trends,
long-range dependence and nonstationarity. Computational Statistics & Data
Analysis. 2002;40(2):393-419. doi:10.1016/s0167-9473(02)00007-5
apa: Beran, J., & Feng, Y. (2002). SEMIFAR models—a semiparametric approach
to modelling trends, long-range dependence and nonstationarity. Computational
Statistics & Data Analysis, 40(2), 393–419. https://doi.org/10.1016/s0167-9473(02)00007-5
bibtex: '@article{Beran_Feng_2002, title={SEMIFAR models—a semiparametric approach
to modelling trends, long-range dependence and nonstationarity}, volume={40},
DOI={10.1016/s0167-9473(02)00007-5},
number={2}, journal={Computational Statistics & Data Analysis}, publisher={Elsevier
BV}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={393–419} }'
chicago: 'Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach
to Modelling Trends, Long-Range Dependence and Nonstationarity.” Computational
Statistics & Data Analysis 40, no. 2 (2002): 393–419. https://doi.org/10.1016/s0167-9473(02)00007-5.'
ieee: J. Beran and Y. Feng, “SEMIFAR models—a semiparametric approach to modelling
trends, long-range dependence and nonstationarity,” Computational Statistics
& Data Analysis, vol. 40, no. 2, pp. 393–419, 2002.
mla: Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach to
Modelling Trends, Long-Range Dependence and Nonstationarity.” Computational
Statistics & Data Analysis, vol. 40, no. 2, Elsevier BV, 2002, pp. 393–419,
doi:10.1016/s0167-9473(02)00007-5.
short: J. Beran, Y. Feng, Computational Statistics & Data Analysis 40 (2002)
393–419.
date_created: 2018-10-10T11:18:08Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1016/s0167-9473(02)00007-5
extern: '1'
intvolume: ' 40'
issue: '2'
language:
- iso: eng
page: 393-419
publication: Computational Statistics & Data Analysis
publication_identifier:
issn:
- 0167-9473
publication_status: published
publisher: Elsevier BV
status: public
title: SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence
and nonstationarity
type: journal_article
user_id: '10075'
volume: 40
year: '2002'
...
---
_id: '4620'
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. Iterative Plug-In Algorithms for SEMIFAR Models—Definition,
Convergence, and Asymptotic Properties. Journal of Computational and Graphical
Statistics. 2002;11(3):690-713. doi:10.1198/106186002420
apa: Beran, J., & Feng, Y. (2002). Iterative Plug-In Algorithms for SEMIFAR
Models—Definition, Convergence, and Asymptotic Properties. Journal of Computational
and Graphical Statistics, 11(3), 690–713. https://doi.org/10.1198/106186002420
bibtex: '@article{Beran_Feng_2002, title={Iterative Plug-In Algorithms for SEMIFAR
Models—Definition, Convergence, and Asymptotic Properties}, volume={11}, DOI={10.1198/106186002420}, number={3},
journal={Journal of Computational and Graphical Statistics}, publisher={Informa
UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={690–713}
}'
chicago: 'Beran, Jan, and Yuanhua Feng. “Iterative Plug-In Algorithms for SEMIFAR
Models—Definition, Convergence, and Asymptotic Properties.” Journal of Computational
and Graphical Statistics 11, no. 3 (2002): 690–713. https://doi.org/10.1198/106186002420.'
ieee: J. Beran and Y. Feng, “Iterative Plug-In Algorithms for SEMIFAR Models—Definition,
Convergence, and Asymptotic Properties,” Journal of Computational and Graphical
Statistics, vol. 11, no. 3, pp. 690–713, 2002.
mla: Beran, Jan, and Yuanhua Feng. “Iterative Plug-In Algorithms for SEMIFAR Models—Definition,
Convergence, and Asymptotic Properties.” Journal of Computational and Graphical
Statistics, vol. 11, no. 3, Informa UK Limited, 2002, pp. 690–713, doi:10.1198/106186002420.
short: J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002)
690–713.
date_created: 2018-10-10T11:20:03Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1198/106186002420
extern: '1'
intvolume: ' 11'
issue: '3'
language:
- iso: eng
page: 690-713
publication: Journal of Computational and Graphical Statistics
publication_identifier:
issn:
- 1061-8600
- 1537-2715
publication_status: published
publisher: Informa UK Limited
status: public
title: Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and
Asymptotic Properties
type: journal_article
user_id: '10075'
volume: 11
year: '2002'
...
---
_id: '4621'
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: 2018-10-10T11:20:48Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1016/s0378-3758(00)00187-7
extern: '1'
intvolume: ' 91'
issue: '2'
language:
- iso: eng
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: '4623'
author:
- first_name: Jan
full_name: Beran, Jan
last_name: Beran
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sucharita
full_name: Ghosh, Sucharita
last_name: Ghosh
- first_name: Philipp
full_name: Sibbertsen, Philipp
last_name: Sibbertsen
citation:
ama: Beran J, Feng Y, Ghosh S, Sibbertsen P. On robust local polynomial estimation
with long-memory errors. International Journal of Forecasting. 2002;18(2):227-241.
doi:10.1016/s0169-2070(01)00155-8
apa: Beran, J., Feng, Y., Ghosh, S., & Sibbertsen, P. (2002). On robust local
polynomial estimation with long-memory errors. International Journal of Forecasting,
18(2), 227–241. https://doi.org/10.1016/s0169-2070(01)00155-8
bibtex: '@article{Beran_Feng_Ghosh_Sibbertsen_2002, title={On robust local polynomial
estimation with long-memory errors}, volume={18}, DOI={10.1016/s0169-2070(01)00155-8},
number={2}, journal={International Journal of Forecasting}, publisher={Elsevier
BV}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen,
Philipp}, year={2002}, pages={227–241} }'
chicago: 'Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Philipp Sibbertsen. “On
Robust Local Polynomial Estimation with Long-Memory Errors.” International
Journal of Forecasting 18, no. 2 (2002): 227–41. https://doi.org/10.1016/s0169-2070(01)00155-8.'
ieee: J. Beran, Y. Feng, S. Ghosh, and P. Sibbertsen, “On robust local polynomial
estimation with long-memory errors,” International Journal of Forecasting,
vol. 18, no. 2, pp. 227–241, 2002.
mla: Beran, Jan, et al. “On Robust Local Polynomial Estimation with Long-Memory
Errors.” International Journal of Forecasting, vol. 18, no. 2, Elsevier
BV, 2002, pp. 227–41, doi:10.1016/s0169-2070(01)00155-8.
short: J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting
18 (2002) 227–241.
date_created: 2018-10-10T11:21:47Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1016/s0169-2070(01)00155-8
extern: '1'
intvolume: ' 18'
issue: '2'
language:
- iso: eng
page: 227-241
publication: International Journal of Forecasting
publication_identifier:
issn:
- 0169-2070
publication_status: published
publisher: Elsevier BV
status: public
title: On robust local polynomial estimation with long-memory errors
type: journal_article
user_id: '10075'
volume: 18
year: '2002'
...
---
_id: '4635'
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. Local polynomial fitting with long-memory, short-memory and
antipersistent errors. The Annals of the Institute of Statistical Mathematics.
2002;54(2):291-311.
apa: Beran, J., & Feng, Y. (2002). Local polynomial fitting with long-memory,
short-memory and antipersistent errors. The Annals of the Institute of Statistical
Mathematics, 54(2), 291–311.
bibtex: '@article{Beran_Feng_2002, title={Local polynomial fitting with long-memory,
short-memory and antipersistent errors}, volume={54}, number={2}, journal={The
Annals of the Institute of Statistical Mathematics}, author={Beran, Jan and Feng,
Yuanhua}, year={2002}, pages={291–311} }'
chicago: 'Beran, Jan, and Yuanhua Feng. “Local Polynomial Fitting with Long-Memory,
Short-Memory and Antipersistent Errors.” The Annals of the Institute of Statistical
Mathematics 54, no. 2 (2002): 291–311.'
ieee: J. Beran and Y. Feng, “Local polynomial fitting with long-memory, short-memory
and antipersistent errors,” The Annals of the Institute of Statistical Mathematics,
vol. 54, no. 2, pp. 291–311, 2002.
mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Fitting with Long-Memory, Short-Memory
and Antipersistent Errors.” The Annals of the Institute of Statistical Mathematics,
vol. 54, no. 2, 2002, pp. 291–311.
short: J. Beran, Y. Feng, The Annals of the Institute of Statistical Mathematics
54 (2002) 291–311.
date_created: 2018-10-11T06:51:21Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
extern: '1'
intvolume: ' 54'
issue: '2'
language:
- iso: eng
page: 291 - 311
publication: The Annals of the Institute of Statistical Mathematics
publication_status: published
status: public
title: Local polynomial fitting with long-memory, short-memory and antipersistent
errors
type: journal_article
user_id: '10075'
volume: 54
year: '2002'
...
---
_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'
...