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60 Publications


2002 | Journal Article | LibreCat-ID: 4637
Heiler, S., & Feng, Y. (2002). Data-driven decomposition of seasonal time series. Journal of Statistical Planning and Inference, 91(2), 351–363. https://doi.org/10.1016/s0378-3758(00)00187-7
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2002 | Working Paper | LibreCat-ID: 4661
Beran, J., & Feng, Y. (2002). Recent developments in non- and semiparametric models with fractional time series errors.
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2001 | Journal Article | LibreCat-ID: 4653
Beran, J., & Feng, Y. (2001). A semiparametric fractional autoregressive model. Statistical Review (Revista de Estatistica), 2, 125–128.
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2001 | Working Paper | LibreCat-ID: 4662
Beran, J., & Feng, Y. (2001). Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results.
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2000 | Journal Article | LibreCat-ID: 4636
Feng, Y., & Heiler, S. (2000). Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft Und Statistik, 786–795.
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2000 | Book Chapter | LibreCat-ID: 4651
Feng, Y., & Heiler, S. (2000). Locally weighted autoregression. In H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration (pp. 371--388).
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1999 | Book | LibreCat-ID: 4629
Feng, Y. (1999). Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition.
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1998 | Book Chapter | LibreCat-ID: 4604
Abberger, K., Feng, Y., & Heiler, S. (1998). Nonparametric Smoothing and Quantile Estimation in Time Series. In G. Bol, Gholamreza Nakhaeizadeh , & K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. (pp. 1–16). Heidelberg: Physica-Verlag HD.
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1998 | Journal Article | LibreCat-ID: 4626
Heiler, S., & Feng, Y. (1998). A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics, 9(1), 1–21.
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1998 | Book Chapter | LibreCat-ID: 4632
Feng, Y., & Heiler, S. (1998). Locally Weighted Autoregression. In R. Galata & H. Küchenhoff (Eds.), Econometrics in Theory and Practice (pp. 101–117). Heidelberg: Physica-Verlag HD.
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