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60 Publications
2007 | Journal Article | LibreCat-ID: 4624
Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” Bernoulli 7, no. 5 (2007). https://doi.org/10.2307/3318539.
LibreCat
| DOI
2007 | Book (Editor) | LibreCat-ID: 4652
Ng, Pin, Keming Yu, and Yuanhua Feng, eds. Special Issue: Quantile Regression. Vol. 7. Statistical Modelling, 2007.
LibreCat
2004 | Journal Article | LibreCat-ID: 4615
Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.” Econometric Theory 20, no. 03 (2004). https://doi.org/10.1017/s0266466604203061.
LibreCat
| DOI
2004 | Book | LibreCat-ID: 4630
Feng, Yuanhua. Non- and Semiparametric Regression with Fractional Time Series Errors, 2004.
LibreCat
2004 | Book Chapter | LibreCat-ID: 4634
Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin Method.” In Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, edited by Rainer Metz, Manfred Lösch, and Klaus Edel, 67–81. Stuttgart: Lucius & Lucius, 2004.
LibreCat
2002 | Journal Article | LibreCat-ID: 4617
Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach to Modelling Trends, Long-Range Dependence and Nonstationarity.” Computational Statistics & Data Analysis 40, no. 2 (2002): 393–419. https://doi.org/10.1016/s0167-9473(02)00007-5.
LibreCat
| DOI
2002 | Journal Article | LibreCat-ID: 4620
Beran, Jan, and Yuanhua Feng. “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties.” Journal of Computational and Graphical Statistics 11, no. 3 (2002): 690–713. https://doi.org/10.1198/106186002420.
LibreCat
| DOI
2002 | Journal Article | LibreCat-ID: 4621
Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.” Journal of Statistical Planning and Inference 91, no. 2 (2002): 351–63. https://doi.org/10.1016/s0378-3758(00)00187-7.
LibreCat
| DOI
2002 | Journal Article | LibreCat-ID: 4623
Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Philipp Sibbertsen. “On Robust Local Polynomial Estimation with Long-Memory Errors.” International Journal of Forecasting 18, no. 2 (2002): 227–41. https://doi.org/10.1016/s0169-2070(01)00155-8.
LibreCat
| DOI
2002 | Journal Article | LibreCat-ID: 4635
Beran, Jan, and Yuanhua Feng. “Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors.” The Annals of the Institute of Statistical Mathematics 54, no. 2 (2002): 291–311.
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