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60 Publications


2007 | Journal Article | LibreCat-ID: 4614
Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.” IMA Journal of Management Mathematics, vol. 18, no. 4, Oxford University Press (OUP), 2007, pp. 395–412, doi:10.1093/imaman/dpm024.
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2007 | Book (Editor) | LibreCat-ID: 4652
Ng, Pin, et al., editors. Special Issue: Quantile Regression. Vol. 7, 2007.
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2004 | Journal Article | LibreCat-ID: 4615
Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.” Econometric Theory, vol. 20, no. 03, Cambridge University Press (CUP), 2004, doi:10.1017/s0266466604203061.
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2004 | Book Chapter | LibreCat-ID: 4634
Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin Method.” Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, edited by Rainer Metz et al., Lucius & Lucius, 2004, pp. 67–81.
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2004 | Book | LibreCat-ID: 4630
Feng, Yuanhua. Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.
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2002 | Working Paper | LibreCat-ID: 4661
Beran, Jan, and Yuanhua Feng. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors. 2002.
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2002 | Journal Article | LibreCat-ID: 4623
Beran, Jan, et al. “On Robust Local Polynomial Estimation with Long-Memory Errors.” International Journal of Forecasting, vol. 18, no. 2, Elsevier BV, 2002, pp. 227–41, doi:10.1016/s0169-2070(01)00155-8.
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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, vol. 54, no. 2, 2002, pp. 291–311.
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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, vol. 40, no. 2, Elsevier BV, 2002, pp. 393–419, doi:10.1016/s0167-9473(02)00007-5.
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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, vol. 11, no. 3, Informa UK Limited, 2002, pp. 690–713, doi:10.1198/106186002420.
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