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60 Publications


2013 | Book | LibreCat-ID: 4628
J. Beran, Y. Feng, S. Ghosh, and R. Kulik, Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.
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2013 | Journal Article | LibreCat-ID: 4600
Z. Guo and Y. Feng, “Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany,” Economic Modelling, vol. 31, pp. 474–483, 2013.
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2013 | Working Paper | LibreCat-ID: 4657
Y. Feng and 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
Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory Processes,” Journal of Statistical Theory and Practice, vol. 3, no. 4, pp. 777–793, 2012.
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2012 | Working Paper | LibreCat-ID: 4659
Y. Feng, D. Hand, and 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
J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
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2012 | Journal Article | LibreCat-ID: 4597
Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method,” Journal of Applied Statistics, vol. 40, no. 2, pp. 266–281, 2012.
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2012 | Journal Article | LibreCat-ID: 4612
J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
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2012 | Book Chapter | LibreCat-ID: 4631
Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.
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2012 | Journal Article | LibreCat-ID: 4601
Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression with fractional time series errors,” Journal of Time Series Analysis, vol. 34, no. 1, pp. 30–39, 2012.
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2011 | Journal Article | LibreCat-ID: 4598
Z. Guo, Y. Feng, and X. Tan, “Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products,” Economic Modelling, vol. 28, no. 6, pp. 2359–2368, 2011.
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2010 | Journal Article | LibreCat-ID: 4606
X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers,” International Journal of Physical Distribution & Logistics Management, vol. 40, no. 10, pp. 847–866, 2010.
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2010 | Journal Article | LibreCat-ID: 4607
X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness for logistics service providers: a UK industry perspective,” Logistics Research, vol. 2, no. 1, pp. 23–32, 2010.
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2009 | Journal Article | LibreCat-ID: 4608
Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial fitting,” Journal of Statistical Computation and Simulation, vol. 79, no. 12, pp. 1425–1439, 2009.
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2009 | Journal Article | LibreCat-ID: 4622
J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth selector in nonparametric regression,” Statistical Methodology, vol. 6, no. 5, pp. 447–465, 2009.
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2008 | Journal Article | LibreCat-ID: 4609
Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,” Economic Modelling, vol. 25, no. 5, pp. 850–867, 2008.
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2007 | Book Chapter | LibreCat-ID: 4616
J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity,” in Processes with Long-Range Correlations, Berlin, Heidelberg: Springer Berlin Heidelberg, 2007, pp. 225–250.
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2007 | Journal Article | LibreCat-ID: 4624
J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007.
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2007 | Journal Article | LibreCat-ID: 3470
J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007.
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2007 | Journal Article | LibreCat-ID: 4613
Y. Feng, “On the asymptotic variance in nonparametric regression with fractional time-series errors,” Journal of Nonparametric Statistics, vol. 19, no. 2, pp. 63–76, 2007.
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2007 | Journal Article | LibreCat-ID: 4614
Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR GARCH model,” IMA Journal of Management Mathematics, vol. 18, no. 4, pp. 395–412, 2007.
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2007 | Book (Editor) | LibreCat-ID: 4652
P. Ng, K. Yu, and Y. Feng, Eds., Special Issue: Quantile Regression, vol. 7. 2007.
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2004 | Journal Article | LibreCat-ID: 4615
Y. Feng, “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE,” Econometric Theory, vol. 20, no. 03, 2004.
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2004 | Book Chapter | LibreCat-ID: 4634
S. Heiler and Y. Feng, “A robust data-driven version of the Berlin Method,” in Zeitreihenanalyse in der empirischen Wirtschaftsforschung, R. Metz, M. Lösch, and K. Edel, Eds. Stuttgart: Lucius & Lucius, 2004, pp. 67–81.
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2004 | Book | LibreCat-ID: 4630
Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.
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2002 | Working Paper | LibreCat-ID: 4661
J. Beran and 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
J. Beran, Y. Feng, S. Ghosh, and P. Sibbertsen, “On robust local polynomial estimation with long-memory errors,” International Journal of Forecasting, vol. 18, no. 2, pp. 227–241, 2002.
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2002 | Journal Article | LibreCat-ID: 4635
J. Beran and Y. Feng, “Local polynomial fitting with long-memory, short-memory and antipersistent errors,” The Annals of the Institute of Statistical Mathematics, vol. 54, no. 2, pp. 291–311, 2002.
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2002 | Journal Article | LibreCat-ID: 4617
J. Beran and Y. Feng, “SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity,” Computational Statistics & Data Analysis, vol. 40, no. 2, pp. 393–419, 2002.
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2002 | Journal Article | LibreCat-ID: 4620
J. Beran and Y. Feng, “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties,” Journal of Computational and Graphical Statistics, vol. 11, no. 3, pp. 690–713, 2002.
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2002 | Journal Article | LibreCat-ID: 4637
S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363, 2002.
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2002 | Journal Article | LibreCat-ID: 4621
S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363, 2002.
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2001 | Journal Article | LibreCat-ID: 4653
J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,” Statistical Review (Revista de Estatistica), vol. 2, pp. 125–128, 2001.
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2001 | Working Paper | LibreCat-ID: 4662
J. Beran and 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
Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,” Wirtschaft und Statistik, pp. 786–795, 2000.
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2000 | Book Chapter | LibreCat-ID: 4651
Y. Feng and S. Heiler, “Locally weighted autoregression,” in Institutional Arrangements for Global Economic Integration, H.-J. Vosgerau, Ed. 2000, pp. 371--388.
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1999 | Book | LibreCat-ID: 4629
Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition. 1999.
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1998 | Book Chapter | LibreCat-ID: 4604
K. Abberger, Y. Feng, and S. Heiler, “Nonparametric Smoothing and Quantile Estimation in Time Series,” in Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , G. Bol, Gholamreza Nakhaeizadeh , and K.-H. Vollmer, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 1–16.
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1998 | Book Chapter | LibreCat-ID: 4632
Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, R. Galata and H. Küchenhoff, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 101–117.
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1998 | Journal Article | LibreCat-ID: 4626
S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric regression,” Journal of Nonparametric Statistics, vol. 9, no. 1, pp. 1–21, 1998.
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