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60 Publications


2007 | Journal Article | LibreCat-ID: 4614
@article{Feng_Beran_Yu_2007, title={Modelling financial time series with SEMIFAR GARCH model}, volume={18}, DOI={10.1093/imaman/dpm024}, number={4}, journal={IMA Journal of Management Mathematics}, publisher={Oxford University Press (OUP)}, author={Feng, Yuanhua and Beran, J. and Yu, K.}, year={2007}, pages={395–412} }
LibreCat | DOI
 

2007 | Book (Editor) | LibreCat-ID: 4652
@book{Ng_Yu_Feng_2007, series={Statistical Modelling}, title={Special Issue: Quantile Regression}, volume={7}, year={2007}, collection={Statistical Modelling} }
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2004 | Journal Article | LibreCat-ID: 4615
@article{Feng_2004, title={SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE}, volume={20}, DOI={10.1017/s0266466604203061}, number={03}, journal={Econometric Theory}, publisher={Cambridge University Press (CUP)}, author={Feng, Yuanhua}, year={2004} }
LibreCat | DOI
 

2004 | Book Chapter | LibreCat-ID: 4634
@inbook{Heiler_Feng_2004, place={Stuttgart}, title={A robust data-driven version of the Berlin Method}, booktitle={Zeitreihenanalyse in der empirischen Wirtschaftsforschung}, publisher={Lucius & Lucius}, author={Heiler, Siegfried and Feng, Yuanhua}, editor={Metz, Rainer and Lösch, Manfred and Edel, KlausEditors}, year={2004}, pages={67–81} }
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2004 | Book | LibreCat-ID: 4630
@book{Feng_2004, title={Non- and Semiparametric Regression with Fractional Time Series Errors}, author={Feng, Yuanhua}, year={2004} }
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2002 | Working Paper | LibreCat-ID: 4661
@book{Beran_Feng_2002, title={Recent developments in non- and semiparametric models with fractional time series errors}, author={Beran, Jan and Feng, Yuanhua}, year={2002} }
LibreCat
 

2002 | Journal Article | LibreCat-ID: 4623
@article{Beran_Feng_Ghosh_Sibbertsen_2002, title={On robust local polynomial estimation with long-memory errors}, volume={18}, DOI={10.1016/s0169-2070(01)00155-8}, number={2}, journal={International Journal of Forecasting}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp}, year={2002}, pages={227–241} }
LibreCat | DOI
 

2002 | Journal Article | LibreCat-ID: 4635
@article{Beran_Feng_2002, title={Local polynomial fitting with long-memory, short-memory and antipersistent errors}, volume={54}, number={2}, journal={The Annals of the Institute of Statistical Mathematics}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={291–311} }
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2002 | Journal Article | LibreCat-ID: 4617
@article{Beran_Feng_2002, title={SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity}, volume={40}, DOI={10.1016/s0167-9473(02)00007-5}, number={2}, journal={Computational Statistics & Data Analysis}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={393–419} }
LibreCat | DOI
 

2002 | Journal Article | LibreCat-ID: 4620
@article{Beran_Feng_2002, title={Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties}, volume={11}, DOI={10.1198/106186002420}, number={3}, journal={Journal of Computational and Graphical Statistics}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2002}, pages={690–713} }
LibreCat | DOI
 

2002 | Journal Article | LibreCat-ID: 4637
@article{Heiler_Feng_2002, title={Data-driven decomposition of seasonal time series}, volume={91}, DOI={10.1016/s0378-3758(00)00187-7}, number={2}, journal={Journal of Statistical Planning and Inference}, publisher={Elsevier BV}, author={Heiler, Siegfried and Feng, Yuanhua}, year={2002}, pages={351–363} }
LibreCat | DOI
 

2002 | Journal Article | LibreCat-ID: 4621
@article{Heiler_Feng_2002, title={Data-driven decomposition of seasonal time series}, volume={91}, DOI={10.1016/s0378-3758(00)00187-7}, number={2}, journal={Journal of Statistical Planning and Inference}, publisher={Elsevier BV}, author={Heiler, Siegfried and Feng, Yuanhua}, year={2002}, pages={351–363} }
LibreCat | DOI
 

2001 | Journal Article | LibreCat-ID: 4653
@article{Beran_Feng_2001, title={A semiparametric fractional autoregressive model}, volume={2}, journal={Statistical Review (Revista de Estatistica)}, author={Beran, Jan and Feng, Yuanhua}, year={2001}, pages={125–128} }
LibreCat
 

2001 | Working Paper | LibreCat-ID: 4662
@book{Beran_Feng_2001, title={Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results}, author={Beran, Jan and Feng, Yuanhua}, year={2001} }
LibreCat
 

2000 | Journal Article | LibreCat-ID: 4636
@article{Feng_Heiler_2000, title={Eine robuste datengesteuerte Version des Berliner-Verfahrens}, journal={Wirtschaft und Statistik}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2000}, pages={786–795} }
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2000 | Book Chapter | LibreCat-ID: 4651
@inbook{Feng_Heiler_2000, title={Locally weighted autoregression}, booktitle={Institutional Arrangements for Global Economic Integration}, author={Feng, Yuanhua and Heiler, Siegfried}, editor={Vosgerau, Hans-JürgenEditor}, year={2000}, pages={371--388} }
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1999 | Book | LibreCat-ID: 4629
@book{Feng_1999, title={Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition}, author={Feng, Yuanhua}, year={1999} }
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1998 | Book Chapter | LibreCat-ID: 4604
@inbook{Abberger_Feng_Heiler_1998, place={Heidelberg}, title={Nonparametric Smoothing and Quantile Estimation in Time Series}, booktitle={Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. }, publisher={Physica-Verlag HD}, author={Abberger, Klaus and Feng, Yuanhua and Heiler, Siegfried}, editor={Bol, Georg and Nakhaeizadeh , Gholamreza and Vollmer, Karl-HeinzEditors}, year={1998}, pages={1–16} }
LibreCat
 

1998 | Book Chapter | LibreCat-ID: 4632
@inbook{Feng_Heiler_1998, place={Heidelberg}, title={Locally Weighted Autoregression}, booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD}, author={Feng, Yuanhua and Heiler, Siegfried}, editor={Galata, Robert and Küchenhoff, HelmutEditors}, year={1998}, pages={101–117} }
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1998 | Journal Article | LibreCat-ID: 4626
@article{Heiler_Feng_1998, title={A simple root n bandwidth selector for nonparametric regression}, volume={9}, number={1}, journal={Journal of Nonparametric Statistics}, publisher={Informa UK Limited}, author={Heiler, Siegfried and Feng, Yuanhua}, year={1998}, pages={1–21} }
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