Browsing All of EconStor by Author Feng, Yuanhua


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Year of PublicationTitleAuthor(s)
1995A simple root n bandwidth selector for nonparametric regressionHeiler, Siegfried; Feng, Yuanhua
1995Data-driven optimal decomposition of time seriesHeiler, Siegfried; Feng, Yuanhua
1997A bootstrap bandwidth selector for local polynomial fittingHeiler, Siegfried; Feng, Yuanhua
1999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market IndicesBeran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; Ocker, Dirk
1999SEMIFAR modelsBeran, Jan; Feng, Yuanhua; Ocker, Dirk
1999Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errorsBeran, Jan; Feng, Yuanhua
1999Local Polynomial Estimation with a FARIMA-GARCH Error ProcessBeran, Jan; Feng, Yuanhua
2000On robust local polynominal estimation with long-memory errorsBeran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Sibbertsen, Philipp
2000On robust local polynomial estimation with long-memory errorsBeran, Jan; Feng, Yuanhua; Gosh, Sucharita; Sibbertsen, Philipp
2000A robust data-driven version of the Berlin MethodHeiler, Siegfried; Feng, Yuanhua
2000Modifying the double smoothing bandwidth selector in nonparametric regressionBeran, Jan; Feng, Yuanhua; Heiler, Siegfried
2000Data-driven estimation of semiparametric fractional autoregressive modelsBeran, Jan; Feng, Yuanhua
2001Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation ResultsBeran, Jan; Feng, Yuanhua
2001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic propertiesBeran, Jan; Feng, Yuanhua
2002Simultaneously Modelling Conditional Heteroskedasticity and Scale ChangeFeng, Yuanhua
2002Recent Developments in Non- and Semiparametric Regression with Fractional Time Series ErrorsBeran, Jan; Feng, Yuanhua
2002An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time SeriesFeng, Yuanhua
2002Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series ErrorsFeng, Yuanhua
2002Modelling Different Volatility ComponentsFeng, Yuanhua
2003Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series ErrorsFeng, Yuanhua