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60 Publications


2013 | Book | LibreCat-ID: 4628
Long-Memory Processes
J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013.
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2013 | Journal Article | LibreCat-ID: 4600 LibreCat | DOI
 

2013 | Working Paper | LibreCat-ID: 4657
A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets
Y. Feng, L. Sun, A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013.
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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.
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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.
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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.
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2012 | Journal Article | LibreCat-ID: 4597
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.
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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.
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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.
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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.
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2011 | Journal Article | LibreCat-ID: 4598 LibreCat | DOI
 

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.
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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.
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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.
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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.
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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.
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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.
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2007 | Journal Article | LibreCat-ID: 4624
Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
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2007 | Journal Article | LibreCat-ID: 3470
Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
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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.
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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.
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2007 | Book (Editor) | LibreCat-ID: 4652
Special Issue: Quantile Regression
P. Ng, K. Yu, Y. Feng, eds., Special Issue: Quantile Regression, 2007.
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2004 | Journal Article | LibreCat-ID: 4615 LibreCat | DOI
 

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.
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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.
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2002 | Working Paper | LibreCat-ID: 4661
Recent developments in non- and semiparametric models with fractional time series errors
J. Beran, Y. Feng, Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors, 2002.
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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.
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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.
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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.
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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.
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2002 | Journal Article | LibreCat-ID: 4637
Data-driven decomposition of seasonal time series
S. Heiler, Y. Feng, Journal of Statistical Planning and Inference 91 (2002) 351–363.
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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.
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2001 | Journal Article | LibreCat-ID: 4653
A semiparametric fractional autoregressive model
J. Beran, Y. Feng, Statistical Review (Revista de Estatistica) 2 (2001) 125–128.
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2001 | Working Paper | LibreCat-ID: 4662
Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results
J. Beran, Y. Feng, Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results, 2001.
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2000 | Journal Article | LibreCat-ID: 4636
Eine robuste datengesteuerte Version des Berliner-Verfahrens
Y. Feng, S. Heiler, Wirtschaft Und Statistik (2000) 786–795.
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2000 | Book Chapter | LibreCat-ID: 4651
Locally weighted autoregression
Y. Feng, S. Heiler, in: H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration, 2000, pp. 371--388.
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1999 | Book | LibreCat-ID: 4629
Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition
Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition, 1999.
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1998 | Book Chapter | LibreCat-ID: 4604
Nonparametric Smoothing and Quantile Estimation in Time Series
K. Abberger, Y. Feng, S. Heiler, in: G. Bol, Gholamreza Nakhaeizadeh , K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , Physica-Verlag HD, Heidelberg, 1998, pp. 1–16.
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1998 | Book Chapter | LibreCat-ID: 4632
Locally Weighted Autoregression
Y. Feng, S. Heiler, in: R. Galata, H. Küchenhoff (Eds.), Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 1998, pp. 101–117.
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1998 | Journal Article | LibreCat-ID: 4626
A simple root n bandwidth selector for nonparametric regression
S. Heiler, Y. Feng, Journal of Nonparametric Statistics 9 (1998) 1–21.
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