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60 Publications
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.
2004 | Book Chapter | LibreCat-ID: 4634
A robust data-driven version of the Berlin Method
S. Heiler, Y. Feng, in: R. Metz, M. Lösch, K. Edel (Eds.), Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, Lucius & Lucius, Stuttgart, 2004, pp. 67–81.
LibreCat
S. Heiler, Y. Feng, in: R. Metz, M. Lösch, K. Edel (Eds.), Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, Lucius & Lucius, Stuttgart, 2004, pp. 67–81.
2002 | Journal Article | LibreCat-ID: 4617
SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity
J. Beran, Y. Feng, Computational Statistics & Data Analysis 40 (2002) 393–419.
LibreCat
| DOI
J. Beran, Y. Feng, Computational Statistics & Data Analysis 40 (2002) 393–419.
2002 | Journal Article | LibreCat-ID: 4620
Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties
J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002) 690–713.
LibreCat
| DOI
J. Beran, Y. Feng, Journal of Computational and Graphical Statistics 11 (2002) 690–713.
2002 | Journal Article | LibreCat-ID: 4621
Data-driven decomposition of seasonal time series
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.
LibreCat
| DOI
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.
2002 | Journal Article | LibreCat-ID: 4623
On robust local polynomial estimation with long-memory errors
J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting 18 (2002) 227–241.
LibreCat
| DOI
J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting 18 (2002) 227–241.
2002 | Journal Article | LibreCat-ID: 4635
Local polynomial fitting with long-memory, short-memory and antipersistent errors
J. Beran, Y. Feng, The Annals of the Institute of Statistical Mathematics 54 (2002) 291–311.
LibreCat
J. Beran, Y. Feng, The Annals of the Institute of Statistical Mathematics 54 (2002) 291–311.