---
_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'
...