---
_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'
...