---
_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. <i>Journal
    of Statistical Planning and Inference</i>. 2002;91(2):351-363. doi:<a href="https://doi.org/10.1016/s0378-3758(00)00187-7">10.1016/s0378-3758(00)00187-7</a>
  apa: Heiler, S., &#38; Feng, Y. (2002). Data-driven decomposition of seasonal time
    series. <i>Journal of Statistical Planning and Inference</i>, <i>91</i>(2), 351–363.
    <a href="https://doi.org/10.1016/s0378-3758(00)00187-7">https://doi.org/10.1016/s0378-3758(00)00187-7</a>
  bibtex: '@article{Heiler_Feng_2002, title={Data-driven decomposition of seasonal
    time series}, volume={91}, DOI={<a href="https://doi.org/10.1016/s0378-3758(00)00187-7">10.1016/s0378-3758(00)00187-7</a>},
    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.” <i>Journal of Statistical Planning and Inference</i> 91, no. 2 (2002):
    351–63. <a href="https://doi.org/10.1016/s0378-3758(00)00187-7">https://doi.org/10.1016/s0378-3758(00)00187-7</a>.'
  ieee: S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,”
    <i>Journal of Statistical Planning and Inference</i>, vol. 91, no. 2, pp. 351–363,
    2002.
  mla: Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal
    Time Series.” <i>Journal of Statistical Planning and Inference</i>, vol. 91, no.
    2, Elsevier BV, 2002, pp. 351–63, doi:<a href="https://doi.org/10.1016/s0378-3758(00)00187-7">10.1016/s0378-3758(00)00187-7</a>.
  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. <i>Recent Developments in Non- and Semiparametric Models with
    Fractional Time Series Errors</i>.; 2002.
  apa: Beran, J., &#38; Feng, Y. (2002). <i>Recent developments in non- and semiparametric
    models with fractional time series errors</i>.
  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. <i>Recent Developments in Non- and Semiparametric
    Models with Fractional Time Series Errors</i>, 2002.
  ieee: J. Beran and Y. Feng, <i>Recent developments in non- and semiparametric models
    with fractional time series errors</i>. 2002.
  mla: Beran, Jan, and Yuanhua Feng. <i>Recent Developments in Non- and Semiparametric
    Models with Fractional Time Series Errors</i>. 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. <i>Statistical
    Review (Revista de Estatistica)</i>. 2001;2:125-128.
  apa: Beran, J., &#38; Feng, Y. (2001). A semiparametric fractional autoregressive
    model. <i>Statistical Review (Revista de Estatistica)</i>, <i>2</i>, 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.” <i>Statistical Review (Revista de Estatistica)</i> 2 (2001): 125–28.'
  ieee: J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,”
    <i>Statistical Review (Revista de Estatistica)</i>, vol. 2, pp. 125–128, 2001.
  mla: Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.”
    <i>Statistical Review (Revista de Estatistica)</i>, 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. <i>Supplement to the Paper “Iterative Plug-in Algorithms for
    SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed
    Simulation Results</i>.; 2001.
  apa: Beran, J., &#38; Feng, Y. (2001). <i>Supplement to the paper “Iterative plug-in
    algorithms for SEMIFAR models - definition, convergence and asymptotic properties”
    - Detailed simulation results</i>.
  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. <i>Supplement to the Paper “Iterative Plug-in
    Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties”
    - Detailed Simulation Results</i>, 2001.
  ieee: J. Beran and Y. Feng, <i>Supplement to the paper “Iterative plug-in algorithms
    for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed
    simulation results</i>. 2001.
  mla: Beran, Jan, and Yuanhua Feng. <i>Supplement to the Paper “Iterative Plug-in
    Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties”
    - Detailed Simulation Results</i>. 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.
    <i>Wirtschaft und Statistik</i>. 2000:786-795.
  apa: Feng, Y., &#38; Heiler, S. (2000). Eine robuste datengesteuerte Version des
    Berliner-Verfahrens. <i>Wirtschaft Und Statistik</i>, 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.” <i>Wirtschaft Und Statistik</i>, 2000, 786–95.
  ieee: Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,”
    <i>Wirtschaft und Statistik</i>, pp. 786–795, 2000.
  mla: Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version
    Des Berliner-Verfahrens.” <i>Wirtschaft Und Statistik</i>, 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. <i>Institutional
    Arrangements for Global Economic Integration</i>. ; 2000:371--388.'
  apa: Feng, Y., &#38; Heiler, S. (2000). Locally weighted autoregression. In H.-J.
    Vosgerau (Ed.), <i>Institutional Arrangements for Global Economic Integration</i>
    (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 <i>Institutional Arrangements for Global Economic Integration</i>, edited by
    Hans-Jürgen Vosgerau, 371--388, 2000.
  ieee: Y. Feng and S. Heiler, “Locally weighted autoregression,” in <i>Institutional
    Arrangements for Global Economic Integration</i>, H.-J. Vosgerau, Ed. 2000, pp.
    371--388.
  mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” <i>Institutional
    Arrangements for Global Economic Integration</i>, 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. <i>Kernel- and Locally Weighted Regression -- with Application to Time
    Series Decomposition</i>.; 1999.
  apa: Feng, Y. (1999). <i>Kernel- and Locally Weighted Regression -- with Application
    to Time Series Decomposition</i>.
  bibtex: '@book{Feng_1999, title={Kernel- and Locally Weighted Regression -- with
    Application to Time Series Decomposition}, author={Feng, Yuanhua}, year={1999}
    }'
  chicago: Feng, Yuanhua. <i>Kernel- and Locally Weighted Regression -- with Application
    to Time Series Decomposition</i>, 1999.
  ieee: Y. Feng, <i>Kernel- and Locally Weighted Regression -- with Application to
    Time Series Decomposition</i>. 1999.
  mla: Feng, Yuanhua. <i>Kernel- and Locally Weighted Regression -- with Application
    to Time Series Decomposition</i>. 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. <i>Risk
    Measurement, Econometrics and Neural Networks. Contributions to Economics. </i>.
    Heidelberg: Physica-Verlag HD; 1998:1-16.'
  apa: 'Abberger, K., Feng, Y., &#38; Heiler, S. (1998). Nonparametric Smoothing and
    Quantile Estimation in Time Series. In G. Bol,  Gholamreza Nakhaeizadeh , &#38;
    K.-H. Vollmer (Eds.), <i>Risk Measurement, Econometrics and Neural Networks. Contributions
    to Economics. </i> (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 <i>Risk Measurement, Econometrics
    and Neural Networks. Contributions to Economics. </i>, 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 <i>Risk Measurement, Econometrics and Neural Networks.
    Contributions to Economics. </i>, 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.” <i>Risk Measurement, Econometrics and Neural Networks. Contributions
    to Economics. </i>, 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.
    <i>Journal of Nonparametric Statistics</i>. 1998;9(1):1-21.
  apa: Heiler, S., &#38; Feng, Y. (1998). A simple root n bandwidth selector for nonparametric
    regression. <i>Journal of Nonparametric Statistics</i>, <i>9</i>(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.” <i>Journal of Nonparametric Statistics</i> 9, no.
    1 (1998): 1–21.'
  ieee: S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric
    regression,” <i>Journal of Nonparametric Statistics</i>, vol. 9, no. 1, pp. 1–21,
    1998.
  mla: Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector for
    Nonparametric Regression.” <i>Journal of Nonparametric Statistics</i>, 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. <i>Econometrics in Theory and Practice</i>. Heidelberg: Physica-Verlag
    HD; 1998:101-117.'
  apa: 'Feng, Y., &#38; Heiler, S. (1998). Locally Weighted Autoregression. In R.
    Galata &#38; H. Küchenhoff (Eds.), <i>Econometrics in Theory and Practice</i>
    (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 <i>Econometrics in Theory and Practice</i>, edited by Robert Galata and Helmut
    Küchenhoff, 101–17. Heidelberg: Physica-Verlag HD, 1998.'
  ieee: 'Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in <i>Econometrics
    in Theory and Practice</i>, R. Galata and H. Küchenhoff, Eds. Heidelberg: Physica-Verlag
    HD, 1998, pp. 101–117.'
  mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” <i>Econometrics
    in Theory and Practice</i>, 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'
...