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60 Publications


2007 | Journal Article | LibreCat-ID: 4614
Feng, Y., Beran, J., & Yu, K. (2007). Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics, 18(4), 395–412. https://doi.org/10.1093/imaman/dpm024
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2007 | Book (Editor) | LibreCat-ID: 4652
Ng, P., Yu, K., & Feng, Y. (Eds.). (2007). Special Issue: Quantile Regression (Vol. 7).
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2004 | Journal Article | LibreCat-ID: 4615
Feng, Y. (2004). SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE. Econometric Theory, 20(03). https://doi.org/10.1017/s0266466604203061
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2004 | Book Chapter | LibreCat-ID: 4634
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.
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2004 | Book | LibreCat-ID: 4630
Feng, Y. (2004). Non- and Semiparametric Regression with Fractional Time Series Errors.
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2002 | Working Paper | LibreCat-ID: 4661
Beran, J., & Feng, Y. (2002). Recent developments in non- and semiparametric models with fractional time series errors.
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2002 | Journal Article | LibreCat-ID: 4623
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
LibreCat | DOI
 

2002 | Journal Article | LibreCat-ID: 4635
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.
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2002 | Journal Article | LibreCat-ID: 4617
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
LibreCat | DOI
 

2002 | Journal Article | LibreCat-ID: 4620
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
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