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60 Publications
2012 | Journal Article | LibreCat-ID: 4601
Optimal convergence rates in non-parametric regression with fractional time series errors
Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.
LibreCat
| DOI
Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.
2012 | Journal Article | LibreCat-ID: 4610
Filtered Log-Periodogram Regression of Long Memory Processes
Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.
LibreCat
| DOI
Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.
2012 | Journal Article | LibreCat-ID: 4611
Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
LibreCat
| DOI
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
2012 | Journal Article | LibreCat-ID: 4612
Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
LibreCat
| DOI
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
2012 | Book Chapter | LibreCat-ID: 4631
Locally Weighted Autoregression
Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.
LibreCat
| DOI
Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.
2012 | Working Paper | LibreCat-ID: 4659
A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance
Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
LibreCat
Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
2011 | Journal Article | LibreCat-ID: 4598
Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
LibreCat
| DOI
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
2010 | Journal Article | LibreCat-ID: 4606
An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution & Logistics Management 40 (2010) 847–866.
LibreCat
| DOI
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution & Logistics Management 40 (2010) 847–866.
2010 | Journal Article | LibreCat-ID: 4607
Sources of competitiveness for logistics service providers: a UK industry perspective
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
LibreCat
| DOI
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
2009 | Journal Article | LibreCat-ID: 4608
A simple bootstrap bandwidth selector for local polynomial fitting
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.
LibreCat
| DOI
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.
2009 | Journal Article | LibreCat-ID: 4622
Modifying the double smoothing bandwidth selector in nonparametric regression
J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.
LibreCat
| DOI
J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.
2008 | Journal Article | LibreCat-ID: 4609
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.
LibreCat
| DOI
Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.
2007 | Journal Article | LibreCat-ID: 3470
Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
LibreCat
| DOI
J. Beran, Y. Feng, Bernoulli 7 (2007).
2007 | Journal Article | LibreCat-ID: 4613
On the asymptotic variance in nonparametric regression with fractional time-series errors
Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.
LibreCat
| DOI
Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.
2007 | Journal Article | LibreCat-ID: 4614
Modelling financial time series with SEMIFAR GARCH model
Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.
LibreCat
| DOI
Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.
2007 | Book Chapter | LibreCat-ID: 4616
Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity
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.
LibreCat
| DOI
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.
2007 | Journal Article | LibreCat-ID: 4624
Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
LibreCat
| DOI
J. Beran, Y. Feng, Bernoulli 7 (2007).
2007 | Book (Editor) | LibreCat-ID: 4652
Special Issue: Quantile Regression
P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.
LibreCat
P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.
2004 | Journal Article | LibreCat-ID: 4615
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
Y. Feng, Econometric Theory 20 (2004).
LibreCat
| DOI
Y. Feng, Econometric Theory 20 (2004).
2004 | Book | LibreCat-ID: 4630
Non- and Semiparametric Regression with Fractional Time Series Errors
Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.
LibreCat
Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.