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60 Publications


2007 | Journal Article | LibreCat-ID: 4614
Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics. 2007;18(4):395-412. doi:10.1093/imaman/dpm024
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2007 | Book (Editor) | LibreCat-ID: 4652
Ng P, Yu K, Feng Y, eds. Special Issue: Quantile Regression. Vol 7.; 2007.
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2004 | Journal Article | LibreCat-ID: 4615
Feng Y. SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE. Econometric Theory. 2004;20(03). doi:10.1017/s0266466604203061
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2004 | Book Chapter | LibreCat-ID: 4634
Heiler S, Feng Y. A robust data-driven version of the Berlin Method. In: Metz R, Lösch M, Edel K, eds. Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung. Stuttgart: Lucius & Lucius; 2004:67-81.
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2004 | Book | LibreCat-ID: 4630
Feng Y. Non- and Semiparametric Regression with Fractional Time Series Errors.; 2004.
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2002 | Working Paper | LibreCat-ID: 4661
Beran J, Feng Y. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors.; 2002.
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2002 | Journal Article | LibreCat-ID: 4623
Beran J, Feng Y, Ghosh S, Sibbertsen P. On robust local polynomial estimation with long-memory errors. International Journal of Forecasting. 2002;18(2):227-241. doi:10.1016/s0169-2070(01)00155-8
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2002 | Journal Article | LibreCat-ID: 4635
Beran J, Feng Y. Local polynomial fitting with long-memory, short-memory and antipersistent errors. The Annals of the Institute of Statistical Mathematics. 2002;54(2):291-311.
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2002 | Journal Article | LibreCat-ID: 4617
Beran J, Feng Y. SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Computational Statistics & Data Analysis. 2002;40(2):393-419. doi:10.1016/s0167-9473(02)00007-5
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2002 | Journal Article | LibreCat-ID: 4620
Beran J, Feng Y. Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties. Journal of Computational and Graphical Statistics. 2002;11(3):690-713. doi:10.1198/106186002420
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2002 | Journal Article | LibreCat-ID: 4637
Heiler S, Feng Y. Data-driven decomposition of seasonal time series. Journal of Statistical Planning and Inference. 2002;91(2):351-363. doi:10.1016/s0378-3758(00)00187-7
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2002 | Journal Article | LibreCat-ID: 4621
Heiler S, Feng Y. Data-driven decomposition of seasonal time series. Journal of Statistical Planning and Inference. 2002;91(2):351-363. doi:10.1016/s0378-3758(00)00187-7
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2001 | Journal Article | LibreCat-ID: 4653
Beran J, Feng Y. A semiparametric fractional autoregressive model. Statistical Review (Revista de Estatistica). 2001;2:125-128.
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2001 | Working Paper | LibreCat-ID: 4662
Beran J, Feng Y. 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
Feng Y, Heiler S. Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft und Statistik. 2000:786-795.
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2000 | Book Chapter | LibreCat-ID: 4651
Feng Y, Heiler S. Locally weighted autoregression. In: Vosgerau H-J, ed. Institutional Arrangements for Global Economic Integration. ; 2000:371--388.
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1999 | Book | LibreCat-ID: 4629
Feng Y. Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition.; 1999.
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1998 | Book Chapter | LibreCat-ID: 4604
Abberger K, Feng Y, Heiler S. Nonparametric Smoothing and Quantile Estimation in Time Series. In: Bol G, Nakhaeizadeh Gholamreza, Vollmer K-H, eds. Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. . Heidelberg: Physica-Verlag HD; 1998:1-16.
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1998 | Book Chapter | LibreCat-ID: 4632
Feng Y, Heiler S. Locally Weighted Autoregression. In: Galata R, Küchenhoff H, eds. Econometrics in Theory and Practice. Heidelberg: Physica-Verlag HD; 1998:101-117.
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1998 | Journal Article | LibreCat-ID: 4626
Heiler S, Feng Y. A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics. 1998;9(1):1-21.
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