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60 Publications
2011 | Journal Article | LibreCat-ID: 4598
Guo, Z., Feng, Y., & Tan, X. (2011). Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. Economic Modelling, 28(6), 2359–2368. https://doi.org/10.1016/j.econmod.2011.06.007
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| DOI
2010 | Journal Article | LibreCat-ID: 4606
Liu, X., Grant, D. B., McKinnon, A. C., & Feng, Y. (2010). An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. International Journal of Physical Distribution & Logistics Management, 40(10), 847–866. https://doi.org/10.1108/09600031011093232
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| DOI
2010 | Journal Article | LibreCat-ID: 4607
Liu, X., McKinnon, A. C., Grant, D. B., & Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research, 2(1), 23–32. https://doi.org/10.1007/s12159-010-0024-7
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| DOI
2009 | Journal Article | LibreCat-ID: 4608
Feng, Y., & Heiler, S. (2009). A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation, 79(12), 1425–1439. https://doi.org/10.1080/00949650802352019
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| DOI
2009 | Journal Article | LibreCat-ID: 4622
Beran, J., Feng, Y., & Heiler, S. (2009). Modifying the double smoothing bandwidth selector in nonparametric regression. Statistical Methodology, 6(5), 447–465. https://doi.org/10.1016/j.stamet.2009.04.001
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| DOI
2008 | Journal Article | LibreCat-ID: 4609
Feng, Y., & McNeil, A. J. (2008). Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. Economic Modelling, 25(5), 850–867. https://doi.org/10.1016/j.econmod.2007.11.007
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| DOI
2007 | Journal Article | LibreCat-ID: 3470
Beran, J., & Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli, 7(5). https://doi.org/10.2307/3318539
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| DOI
2007 | Journal Article | LibreCat-ID: 4613
Feng, Y. (2007). On the asymptotic variance in nonparametric regression with fractional time-series errors. Journal of Nonparametric Statistics, 19(2), 63–76. https://doi.org/10.1080/10485250701381737
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| DOI
2007 | Journal Article | LibreCat-ID: 4614
Feng, Y., Beran, J., & Yu, K. (2007). Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics, 18(4), 395–412. https://doi.org/10.1093/imaman/dpm024
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| DOI
2007 | Book Chapter | LibreCat-ID: 4616
Beran, J., Feng, Y., Franke, G., Hess, D., & Ocker, D. (2007). Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In Processes with Long-Range Correlations (pp. 225–250). Berlin, Heidelberg: Springer Berlin Heidelberg. https://doi.org/10.1007/3-540-44832-2_13
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| DOI
2007 | Journal Article | LibreCat-ID: 4624
Beran, J., & Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli, 7(5). https://doi.org/10.2307/3318539
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2007 | Book (Editor) | LibreCat-ID: 4652
Ng, P., Yu, K., & Feng, Y. (Eds.). (2007). Special Issue: Quantile Regression (Vol. 7).
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2004 | Journal Article | LibreCat-ID: 4615
Feng, Y. (2004). SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE. Econometric Theory, 20(03). https://doi.org/10.1017/s0266466604203061
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| DOI
2004 | Book | LibreCat-ID: 4630
Feng, Y. (2004). Non- and Semiparametric Regression with Fractional Time Series Errors.
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2004 | Book Chapter | LibreCat-ID: 4634
Heiler, S., & Feng, Y. (2004). A robust data-driven version of the Berlin Method. In R. Metz, M. Lösch, & K. Edel (Eds.), Zeitreihenanalyse in der empirischen Wirtschaftsforschung (pp. 67–81). Stuttgart: Lucius & Lucius.
LibreCat
2002 | Journal Article | LibreCat-ID: 4617
Beran, J., & Feng, Y. (2002). SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Computational Statistics & Data Analysis, 40(2), 393–419. https://doi.org/10.1016/s0167-9473(02)00007-5
LibreCat
| DOI
2002 | Journal Article | LibreCat-ID: 4620
Beran, J., & Feng, Y. (2002). Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties. Journal of Computational and Graphical Statistics, 11(3), 690–713. https://doi.org/10.1198/106186002420
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| DOI
2002 | Journal Article | LibreCat-ID: 4621
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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| DOI
2002 | Journal Article | LibreCat-ID: 4623
Beran, J., Feng, Y., Ghosh, S., & Sibbertsen, P. (2002). On robust local polynomial estimation with long-memory errors. International Journal of Forecasting, 18(2), 227–241. https://doi.org/10.1016/s0169-2070(01)00155-8
LibreCat
| DOI
2002 | Journal Article | LibreCat-ID: 4635
Beran, J., & Feng, Y. (2002). Local polynomial fitting with long-memory, short-memory and antipersistent errors. The Annals of the Institute of Statistical Mathematics, 54(2), 291–311.
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