--- _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' ...