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60 Publications
2013 | Book | LibreCat-ID: 4628
Beran, Jan, et al. Long-Memory Processes. Springer Berlin Heidelberg, 2013, doi:10.1007/978-3-642-35512-7.
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| DOI
2013 | Working Paper | LibreCat-ID: 4657
Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets. 2013.
LibreCat
2013 | Working Paper | LibreCat-ID: 4658
Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects. 2013.
LibreCat
2012 | Journal Article | LibreCat-ID: 4597
Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” Journal of Applied Statistics, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:10.1080/02664763.2012.740626.
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 4601
Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” Journal of Time Series Analysis, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:10.1111/j.1467-9892.2012.00811.x.
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2012 | Journal Article | LibreCat-ID: 4610
Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” Journal of Statistical Theory and Practice, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:10.1080/15598608.2009.10411959.
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2012 | Journal Article | LibreCat-ID: 4611
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
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| DOI
2012 | Journal Article | LibreCat-ID: 4612
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
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| DOI
2012 | Book Chapter | LibreCat-ID: 4631
Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics in Theory and Practice, Physica-Verlag HD, 2012, pp. 101–17, doi:10.1007/978-3-642-47027-1_10.
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2012 | Working Paper | LibreCat-ID: 4659
Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance. 2012.
LibreCat
2011 | Journal Article | LibreCat-ID: 4598
Guo, Zhichao, et al. “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, Elsevier BV, 2011, pp. 2359–68, doi:10.1016/j.econmod.2011.06.007.
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2010 | Journal Article | LibreCat-ID: 4606
Liu, Xiaohong, et al. “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, Emerald, 2010, pp. 847–66, doi:10.1108/09600031011093232.
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2010 | Journal Article | LibreCat-ID: 4607
Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” Logistics Research, vol. 2, no. 1, Springer Nature, 2010, pp. 23–32, doi:10.1007/s12159-010-0024-7.
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2009 | Journal Article | LibreCat-ID: 4608
Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” Journal of Statistical Computation and Simulation, vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:10.1080/00949650802352019.
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2009 | Journal Article | LibreCat-ID: 4622
Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” Statistical Methodology, vol. 6, no. 5, Elsevier BV, 2009, pp. 447–65, doi:10.1016/j.stamet.2009.04.001.
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2008 | Journal Article | LibreCat-ID: 4609
Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” Economic Modelling, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:10.1016/j.econmod.2007.11.007.
LibreCat
| DOI
2007 | Journal Article | LibreCat-ID: 3470
Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.
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2007 | Journal Article | LibreCat-ID: 4613
Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” Journal of Nonparametric Statistics, vol. 19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:10.1080/10485250701381737.
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| DOI
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.
LibreCat
| DOI
2007 | Book Chapter | LibreCat-ID: 4616
Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” Processes with Long-Range Correlations, Springer Berlin Heidelberg, 2007, pp. 225–50, doi:10.1007/3-540-44832-2_13.
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