---
_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. <i>Long-Memory Processes</i>. Berlin, Heidelberg:
    Springer Berlin Heidelberg; 2013. doi:<a href="https://doi.org/10.1007/978-3-642-35512-7">10.1007/978-3-642-35512-7</a>'
  apa: 'Beran, J., Feng, Y., Ghosh, S., &#38; Kulik, R. (2013). <i>Long-Memory Processes</i>.
    Berlin, Heidelberg: Springer Berlin Heidelberg. <a href="https://doi.org/10.1007/978-3-642-35512-7">https://doi.org/10.1007/978-3-642-35512-7</a>'
  bibtex: '@book{Beran_Feng_Ghosh_Kulik_2013, place={Berlin, Heidelberg}, title={Long-Memory
    Processes}, DOI={<a href="https://doi.org/10.1007/978-3-642-35512-7">10.1007/978-3-642-35512-7</a>},
    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. <i>Long-Memory
    Processes</i>. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. <a href="https://doi.org/10.1007/978-3-642-35512-7">https://doi.org/10.1007/978-3-642-35512-7</a>.'
  ieee: 'J. Beran, Y. Feng, S. Ghosh, and R. Kulik, <i>Long-Memory Processes</i>.
    Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.'
  mla: Beran, Jan, et al. <i>Long-Memory Processes</i>. Springer Berlin Heidelberg,
    2013, doi:<a href="https://doi.org/10.1007/978-3-642-35512-7">10.1007/978-3-642-35512-7</a>.
  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. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term
    Risk in Chinese Financial Market and in Mature Financial Markets</i>.; 2013.
  apa: Feng, Y., &#38; Sun, L. (2013). <i>A Semi-APARCH approach for comparing long-term
    and short-term risk in Chinese financial market and in mature financial markets</i>.
  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. <i>A Semi-APARCH Approach for Comparing Long-Term
    and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>,
    2013.
  ieee: Y. Feng and L. Sun, <i>A Semi-APARCH approach for comparing long-term and
    short-term risk in Chinese financial market and in mature financial markets</i>.
    2013.
  mla: Feng, Yuanhua, and Lixin Sun. <i>A Semi-APARCH Approach for Comparing Long-Term
    and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>.
    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. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface
    in a Spatial Multiplicative Component GARCH with Random Effects</i>.; 2013.
  apa: Feng, Y. (2013). <i>Double-conditional smoothing of high-frequency volatility
    surface in a spatial multiplicative component GARCH with random effects</i>.
  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. <i>Double-Conditional Smoothing of High-Frequency Volatility
    Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>, 2013.
  ieee: Y. Feng, <i>Double-conditional smoothing of high-frequency volatility surface
    in a spatial multiplicative component GARCH with random effects</i>. 2013.
  mla: Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility
    Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>. 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. <i>Journal of Applied Statistics</i>. 2012;40(2):266-281.
    doi:<a href="https://doi.org/10.1080/02664763.2012.740626">10.1080/02664763.2012.740626</a>
  apa: Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time
    series using the Berlin Method. <i>Journal of Applied Statistics</i>, <i>40</i>(2),
    266–281. <a href="https://doi.org/10.1080/02664763.2012.740626">https://doi.org/10.1080/02664763.2012.740626</a>
  bibtex: '@article{Feng_2012, title={An iterative plug-in algorithm for decomposing
    seasonal time series using the Berlin Method}, volume={40}, DOI={<a href="https://doi.org/10.1080/02664763.2012.740626">10.1080/02664763.2012.740626</a>},
    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.” <i>Journal of Applied Statistics</i> 40,
    no. 2 (2012): 266–81. <a href="https://doi.org/10.1080/02664763.2012.740626">https://doi.org/10.1080/02664763.2012.740626</a>.'
  ieee: Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series
    using the Berlin Method,” <i>Journal of Applied Statistics</i>, 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.” <i>Journal of Applied Statistics</i>, vol. 40,
    no. 2, Informa UK Limited, 2012, pp. 266–81, doi:<a href="https://doi.org/10.1080/02664763.2012.740626">10.1080/02664763.2012.740626</a>.
  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. <i>Journal of Time Series Analysis</i>. 2012;34(1):30-39.
    doi:<a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">10.1111/j.1467-9892.2012.00811.x</a>
  apa: Feng, Y., &#38; Beran, J. (2012). Optimal convergence rates in non-parametric
    regression with fractional time series errors. <i>Journal of Time Series Analysis</i>,
    <i>34</i>(1), 30–39. <a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>
  bibtex: '@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric
    regression with fractional time series errors}, volume={34}, DOI={<a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">10.1111/j.1467-9892.2012.00811.x</a>},
    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.” <i>Journal of Time Series Analysis</i>
    34, no. 1 (2012): 30–39. <a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>.'
  ieee: Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression
    with fractional time series errors,” <i>Journal of Time Series Analysis</i>, 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.” <i>Journal of Time Series Analysis</i>,
    vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:<a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">10.1111/j.1467-9892.2012.00811.x</a>.
  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.
    <i>Journal of Statistical Theory and Practice</i>. 2012;3(4):777-793. doi:<a href="https://doi.org/10.1080/15598608.2009.10411959">10.1080/15598608.2009.10411959</a>
  apa: Feng, Y., &#38; Beran, J. (2012). Filtered Log-Periodogram Regression of Long
    Memory Processes. <i>Journal of Statistical Theory and Practice</i>, <i>3</i>(4),
    777–793. <a href="https://doi.org/10.1080/15598608.2009.10411959">https://doi.org/10.1080/15598608.2009.10411959</a>
  bibtex: '@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of
    Long Memory Processes}, volume={3}, DOI={<a href="https://doi.org/10.1080/15598608.2009.10411959">10.1080/15598608.2009.10411959</a>},
    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.” <i>Journal of Statistical Theory and Practice</i> 3, no.
    4 (2012): 777–93. <a href="https://doi.org/10.1080/15598608.2009.10411959">https://doi.org/10.1080/15598608.2009.10411959</a>.'
  ieee: Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory
    Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 3, no. 4,
    pp. 777–793, 2012.
  mla: Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long
    Memory Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 3,
    no. 4, Informa UK Limited, 2012, pp. 777–93, doi:<a href="https://doi.org/10.1080/15598608.2009.10411959">10.1080/15598608.2009.10411959</a>.
  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. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166.
    doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>
  apa: Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation
    for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>,
    <i>1</i>(2), 149–166. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>
  bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial
    Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>},
    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.” <i>Journal of Statistical Theory
    and Practice</i> 1, no. 2 (2012): 149–66. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>.'
  ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for
    Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>,
    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.” <i>Journal of Statistical Theory and Practice</i>,
    vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>.
  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. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166.
    doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>
  apa: Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation
    for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>,
    <i>1</i>(2), 149–166. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>
  bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial
    Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>},
    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.” <i>Journal of Statistical Theory
    and Practice</i> 1, no. 2 (2012): 149–66. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>.'
  ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for
    Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>,
    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.” <i>Journal of Statistical Theory and Practice</i>,
    vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>.
  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: <i>Econometrics in
    Theory and Practice</i>. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:<a href="https://doi.org/10.1007/978-3-642-47027-1_10">10.1007/978-3-642-47027-1_10</a>'
  apa: 'Feng, Y., &#38; Heiler, S. (2012). Locally Weighted Autoregression. In <i>Econometrics
    in Theory and Practice</i> (pp. 101–117). Heidelberg: Physica-Verlag HD. <a href="https://doi.org/10.1007/978-3-642-47027-1_10">https://doi.org/10.1007/978-3-642-47027-1_10</a>'
  bibtex: '@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression},
    DOI={<a href="https://doi.org/10.1007/978-3-642-47027-1_10">10.1007/978-3-642-47027-1_10</a>},
    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 <i>Econometrics in Theory and Practice</i>, 101–17. Heidelberg: Physica-Verlag
    HD, 2012. <a href="https://doi.org/10.1007/978-3-642-47027-1_10">https://doi.org/10.1007/978-3-642-47027-1_10</a>.'
  ieee: 'Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in <i>Econometrics
    in Theory and Practice</i>, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.'
  mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” <i>Econometrics
    in Theory and Practice</i>, Physica-Verlag HD, 2012, pp. 101–17, doi:<a href="https://doi.org/10.1007/978-3-642-47027-1_10">10.1007/978-3-642-47027-1_10</a>.
  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. <i>A Multivariate Random Walk Model with Slowly Changing
    Drift and Cross-Correlation Applied to Finance</i>.; 2012.
  apa: Feng, Y., Hand, D., &#38; Yu, K. (2012). <i>A Multivariate Random Walk Model
    with Slowly Changing Drift and Cross-correlation Applied to Finance</i>.
  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. <i>A Multivariate Random Walk
    Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>,
    2012.
  ieee: Y. Feng, D. Hand, and K. Yu, <i>A Multivariate Random Walk Model with Slowly
    Changing Drift and Cross-correlation Applied to Finance</i>. 2012.
  mla: Feng, Yuanhua, et al. <i>A Multivariate Random Walk Model with Slowly Changing
    Drift and Cross-Correlation Applied to Finance</i>. 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. <i>Economic
    Modelling</i>. 2011;28(6):2359-2368. doi:<a href="https://doi.org/10.1016/j.econmod.2011.06.007">10.1016/j.econmod.2011.06.007</a>
  apa: Guo, Z., Feng, Y., &#38; Tan, X. (2011). Short- and long-term impact of remarkable
    economic events on the growth causes of China–Germany trade in agri-food products.
    <i>Economic Modelling</i>, <i>28</i>(6), 2359–2368. <a href="https://doi.org/10.1016/j.econmod.2011.06.007">https://doi.org/10.1016/j.econmod.2011.06.007</a>
  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={<a href="https://doi.org/10.1016/j.econmod.2011.06.007">10.1016/j.econmod.2011.06.007</a>},
    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.” <i>Economic Modelling</i> 28, no. 6 (2011): 2359–68. <a href="https://doi.org/10.1016/j.econmod.2011.06.007">https://doi.org/10.1016/j.econmod.2011.06.007</a>.'
  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,” <i>Economic
    Modelling</i>, 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.” <i>Economic
    Modelling</i>, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:<a href="https://doi.org/10.1016/j.econmod.2011.06.007">10.1016/j.econmod.2011.06.007</a>.
  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. <i>International
    Journal of Physical Distribution &#38; Logistics Management</i>. 2010;40(10):847-866.
    doi:<a href="https://doi.org/10.1108/09600031011093232">10.1108/09600031011093232</a>
  apa: Liu, X., Grant, D. B., McKinnon, A. C., &#38; Feng, Y. (2010). An empirical
    examination of the contribution of capabilities to the competitiveness of logistics
    service providers. <i>International Journal of Physical Distribution &#38; Logistics
    Management</i>, <i>40</i>(10), 847–866. <a href="https://doi.org/10.1108/09600031011093232">https://doi.org/10.1108/09600031011093232</a>
  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={<a href="https://doi.org/10.1108/09600031011093232">10.1108/09600031011093232</a>},
    number={10}, journal={International Journal of Physical Distribution &#38; 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.” <i>International Journal of Physical Distribution
    &#38; Logistics Management</i> 40, no. 10 (2010): 847–66. <a href="https://doi.org/10.1108/09600031011093232">https://doi.org/10.1108/09600031011093232</a>.'
  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,” <i>International Journal of Physical Distribution &#38; Logistics
    Management</i>, 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.” <i>International Journal
    of Physical Distribution &#38; Logistics Management</i>, vol. 40, no. 10, Emerald,
    2010, pp. 847–66, doi:<a href="https://doi.org/10.1108/09600031011093232">10.1108/09600031011093232</a>.
  short: X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical
    Distribution &#38; 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. <i>Logistics Research</i>. 2010;2(1):23-32.
    doi:<a href="https://doi.org/10.1007/s12159-010-0024-7">10.1007/s12159-010-0024-7</a>'
  apa: 'Liu, X., McKinnon, A. C., Grant, D. B., &#38; Feng, Y. (2010). Sources of
    competitiveness for logistics service providers: a UK industry perspective. <i>Logistics
    Research</i>, <i>2</i>(1), 23–32. <a href="https://doi.org/10.1007/s12159-010-0024-7">https://doi.org/10.1007/s12159-010-0024-7</a>'
  bibtex: '@article{Liu_McKinnon_Grant_Feng_2010, title={Sources of competitiveness
    for logistics service providers: a UK industry perspective}, volume={2}, DOI={<a
    href="https://doi.org/10.1007/s12159-010-0024-7">10.1007/s12159-010-0024-7</a>},
    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.”
    <i>Logistics Research</i> 2, no. 1 (2010): 23–32. <a href="https://doi.org/10.1007/s12159-010-0024-7">https://doi.org/10.1007/s12159-010-0024-7</a>.'
  ieee: 'X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness
    for logistics service providers: a UK industry perspective,” <i>Logistics Research</i>,
    vol. 2, no. 1, pp. 23–32, 2010.'
  mla: 'Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers:
    A UK Industry Perspective.” <i>Logistics Research</i>, vol. 2, no. 1, Springer
    Nature, 2010, pp. 23–32, doi:<a href="https://doi.org/10.1007/s12159-010-0024-7">10.1007/s12159-010-0024-7</a>.'
  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. <i>Journal of Statistical Computation and Simulation</i>. 2009;79(12):1425-1439.
    doi:<a href="https://doi.org/10.1080/00949650802352019">10.1080/00949650802352019</a>
  apa: Feng, Y., &#38; Heiler, S. (2009). A simple bootstrap bandwidth selector for
    local polynomial fitting. <i>Journal of Statistical Computation and Simulation</i>,
    <i>79</i>(12), 1425–1439. <a href="https://doi.org/10.1080/00949650802352019">https://doi.org/10.1080/00949650802352019</a>
  bibtex: '@article{Feng_Heiler_2009, title={A simple bootstrap bandwidth selector
    for local polynomial fitting}, volume={79}, DOI={<a href="https://doi.org/10.1080/00949650802352019">10.1080/00949650802352019</a>},
    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.” <i>Journal of Statistical Computation and Simulation</i>
    79, no. 12 (2009): 1425–39. <a href="https://doi.org/10.1080/00949650802352019">https://doi.org/10.1080/00949650802352019</a>.'
  ieee: Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial
    fitting,” <i>Journal of Statistical Computation and Simulation</i>, vol. 79, no.
    12, pp. 1425–1439, 2009.
  mla: Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector
    for Local Polynomial Fitting.” <i>Journal of Statistical Computation and Simulation</i>,
    vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:<a href="https://doi.org/10.1080/00949650802352019">10.1080/00949650802352019</a>.
  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. <i>Statistical Methodology</i>. 2009;6(5):447-465.
    doi:<a href="https://doi.org/10.1016/j.stamet.2009.04.001">10.1016/j.stamet.2009.04.001</a>
  apa: Beran, J., Feng, Y., &#38; Heiler, S. (2009). Modifying the double smoothing
    bandwidth selector in nonparametric regression. <i>Statistical Methodology</i>,
    <i>6</i>(5), 447–465. <a href="https://doi.org/10.1016/j.stamet.2009.04.001">https://doi.org/10.1016/j.stamet.2009.04.001</a>
  bibtex: '@article{Beran_Feng_Heiler_2009, title={Modifying the double smoothing
    bandwidth selector in nonparametric regression}, volume={6}, DOI={<a href="https://doi.org/10.1016/j.stamet.2009.04.001">10.1016/j.stamet.2009.04.001</a>},
    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.” <i>Statistical Methodology</i>
    6, no. 5 (2009): 447–65. <a href="https://doi.org/10.1016/j.stamet.2009.04.001">https://doi.org/10.1016/j.stamet.2009.04.001</a>.'
  ieee: J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth
    selector in nonparametric regression,” <i>Statistical Methodology</i>, vol. 6,
    no. 5, pp. 447–465, 2009.
  mla: Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric
    Regression.” <i>Statistical Methodology</i>, vol. 6, no. 5, Elsevier BV, 2009,
    pp. 447–65, doi:<a href="https://doi.org/10.1016/j.stamet.2009.04.001">10.1016/j.stamet.2009.04.001</a>.
  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. <i>Economic Modelling</i>. 2008;25(5):850-867. doi:<a href="https://doi.org/10.1016/j.econmod.2007.11.007">10.1016/j.econmod.2007.11.007</a>
  apa: Feng, Y., &#38; McNeil, A. J. (2008). Modelling of scale change, periodicity
    and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>,
    <i>25</i>(5), 850–867. <a href="https://doi.org/10.1016/j.econmod.2007.11.007">https://doi.org/10.1016/j.econmod.2007.11.007</a>
  bibtex: '@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity
    and conditional heteroskedasticity in return volatility}, volume={25}, DOI={<a
    href="https://doi.org/10.1016/j.econmod.2007.11.007">10.1016/j.econmod.2007.11.007</a>},
    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.” <i>Economic Modelling</i>
    25, no. 5 (2008): 850–67. <a href="https://doi.org/10.1016/j.econmod.2007.11.007">https://doi.org/10.1016/j.econmod.2007.11.007</a>.'
  ieee: Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional
    heteroskedasticity in return volatility,” <i>Economic Modelling</i>, 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.” <i>Economic Modelling</i>,
    vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:<a href="https://doi.org/10.1016/j.econmod.2007.11.007">10.1016/j.econmod.2007.11.007</a>.
  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.
    <i>Bernoulli</i>. 2007;7(5). doi:<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>
  apa: Beran, J., &#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH
    Error Process. <i>Bernoulli</i>, <i>7</i>(5). <a href="https://doi.org/10.2307/3318539">https://doi.org/10.2307/3318539</a>
  bibtex: '@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH
    Error Process}, volume={7}, DOI={<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>},
    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.” <i>Bernoulli</i> 7, no. 5 (2007). <a href="https://doi.org/10.2307/3318539">https://doi.org/10.2307/3318539</a>.
  ieee: J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error
    Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007.
  mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
    Error Process.” <i>Bernoulli</i>, vol. 7, no. 5, 733, JSTOR, 2007, doi:<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>.
  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. <i>Journal of Nonparametric Statistics</i>. 2007;19(2):63-76.
    doi:<a href="https://doi.org/10.1080/10485250701381737">10.1080/10485250701381737</a>
  apa: Feng, Y. (2007). On the asymptotic variance in nonparametric regression with
    fractional time-series errors. <i>Journal of Nonparametric Statistics</i>, <i>19</i>(2),
    63–76. <a href="https://doi.org/10.1080/10485250701381737">https://doi.org/10.1080/10485250701381737</a>
  bibtex: '@article{Feng_2007, title={On the asymptotic variance in nonparametric
    regression with fractional time-series errors}, volume={19}, DOI={<a href="https://doi.org/10.1080/10485250701381737">10.1080/10485250701381737</a>},
    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.” <i>Journal of Nonparametric Statistics</i>
    19, no. 2 (2007): 63–76. <a href="https://doi.org/10.1080/10485250701381737">https://doi.org/10.1080/10485250701381737</a>.'
  ieee: Y. Feng, “On the asymptotic variance in nonparametric regression with fractional
    time-series errors,” <i>Journal of Nonparametric Statistics</i>, vol. 19, no.
    2, pp. 63–76, 2007.
  mla: Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with
    Fractional Time-Series Errors.” <i>Journal of Nonparametric Statistics</i>, vol.
    19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:<a href="https://doi.org/10.1080/10485250701381737">10.1080/10485250701381737</a>.
  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.
    <i>IMA Journal of Management Mathematics</i>. 2007;18(4):395-412. doi:<a href="https://doi.org/10.1093/imaman/dpm024">10.1093/imaman/dpm024</a>
  apa: Feng, Y., Beran, J., &#38; Yu, K. (2007). Modelling financial time series with
    SEMIFAR GARCH model. <i>IMA Journal of Management Mathematics</i>, <i>18</i>(4),
    395–412. <a href="https://doi.org/10.1093/imaman/dpm024">https://doi.org/10.1093/imaman/dpm024</a>
  bibtex: '@article{Feng_Beran_Yu_2007, title={Modelling financial time series with
    SEMIFAR GARCH model}, volume={18}, DOI={<a href="https://doi.org/10.1093/imaman/dpm024">10.1093/imaman/dpm024</a>},
    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.” <i>IMA Journal of Management Mathematics</i> 18, no. 4 (2007):
    395–412. <a href="https://doi.org/10.1093/imaman/dpm024">https://doi.org/10.1093/imaman/dpm024</a>.'
  ieee: Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR
    GARCH model,” <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, pp.
    395–412, 2007.
  mla: Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.”
    <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, Oxford University
    Press (OUP), 2007, pp. 395–412, doi:<a href="https://doi.org/10.1093/imaman/dpm024">10.1093/imaman/dpm024</a>.
  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: <i>Processes with Long-Range
    Correlations</i>. Berlin, Heidelberg: Springer Berlin Heidelberg; 2007:225-250.
    doi:<a href="https://doi.org/10.1007/3-540-44832-2_13">10.1007/3-540-44832-2_13</a>'
  apa: 'Beran, J., Feng, Y., Franke, G., Hess, D., &#38; Ocker, D. (2007). Semiparametric
    Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In
    <i>Processes with Long-Range Correlations</i> (pp. 225–250). Berlin, Heidelberg:
    Springer Berlin Heidelberg. <a href="https://doi.org/10.1007/3-540-44832-2_13">https://doi.org/10.1007/3-540-44832-2_13</a>'
  bibtex: '@inbook{Beran_Feng_Franke_Hess_Ocker_2007, place={Berlin, Heidelberg},
    title={Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional
    Stationarity}, DOI={<a href="https://doi.org/10.1007/3-540-44832-2_13">10.1007/3-540-44832-2_13</a>},
    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 <i>Processes with Long-Range Correlations</i>, 225–50. Berlin,
    Heidelberg: Springer Berlin Heidelberg, 2007. <a href="https://doi.org/10.1007/3-540-44832-2_13">https://doi.org/10.1007/3-540-44832-2_13</a>.'
  ieee: 'J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling
    of Stochastic and Deterministic Trends and Fractional Stationarity,” in <i>Processes
    with Long-Range Correlations</i>, Berlin, Heidelberg: Springer Berlin Heidelberg,
    2007, pp. 225–250.'
  mla: Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic
    Trends and Fractional Stationarity.” <i>Processes with Long-Range Correlations</i>,
    Springer Berlin Heidelberg, 2007, pp. 225–50, doi:<a href="https://doi.org/10.1007/3-540-44832-2_13">10.1007/3-540-44832-2_13</a>.
  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'
...