--- _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' ...