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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 | 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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2013 | Working Paper | LibreCat-ID: 4658
Y. Feng, Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. 2013.
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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: 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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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 | 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: 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 | 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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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 | 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 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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