Browsing All of EconStor by Author Feng, Yuanhua

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