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Yuanhua Feng (冯元化)
Yuanhua Feng (冯元化)
University of Paderborn, Germany (德国帕德博恩大学)
Verified email at wiwi.upb.de - Homepage
Title
Cited by
Cited by
Year
Long-memory processes: Probabilistic properties and statistical methods
J Beran, Y Feng, S Ghosh, R Kulik
Book, 2013
554*2013
SEMIFAR models—A semiparametric approach to modelling trends, long-range dependence and nonstationarity
J Beran, Y Feng
Computational Statistics & Data Analysis 40 (2), 393-419, 2002
1522002
An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers: A perspective from China
X Liu, DB Grant, AC McKinnon, Y Feng
International Journal of Physical Distribution & Logistics Management 40 (10 …, 2010
1052010
Local polynomial fitting with long-memory, short-memory and antipersistent errors
J Beran, Y Feng
Annals of the Institute of Statistical Mathematics 54 (2), 291-311, 2002
872002
Iterative plug-in algorithms for SEMIFAR models—definition, convergence, and asymptotic properties
J Beran, Y Feng
Journal of Computational and Graphical Statistics 11 (3), 690-713, 2002
612002
Iterative plug-in algorithms for SEMIFAR models—definition, convergence, and asymptotic properties
J Beran, Y Feng
Journal of Computational and Graphical Statistics 11 (3), 690-713, 2002
572002
Simultaneously modeling conditional heteroskedasticity and scale change
Y Feng
Econometric Theory 20 (3), 563-596, 2004
552004
Local polynomial estimation with a FARIMA-GARCH error process
J Beran, Y Feng
Bernoulli, 733-750, 2001
502001
Sources of competitiveness for logistics service providers: a UK industry perspective
X Liu, AC McKinnon, DB Grant, Y Feng
Logistics Research 2 (1), 23-32, 2010
372010
Kernel-and Locally Weighted Regression--with Application to Time Series Decomposition
Y Feng
Verlag für Wissenschaft und Forschung, Berlin., 1999
271999
A simple root n bandwidth selector for nonparametric regression
S Heiler, Y Feng
Journal of Nonparametric Statistics 9 (1), 1-21, 1998
271998
Modelling financial time series with SEMIFAR–GARCH model
Y Feng, J Beran, K Yu
IMA Journal of Management Mathematics 18 (4), 395-412, 2007
232007
On robust local polynomial estimation with long-memory errors
J Beran, Y Feng, S Ghosh, P Sibbertsen
International Journal of forecasting 18 (2), 227-241, 2002
222002
A simple bootstrap bandwidth selector for local polynomial fitting
Y Feng, S Heiler
Journal of Statistical Computation and Simulation 79 (12), 1425-1439, 2009
20*2009
Data-driven decomposition of seasonal time series
S Heiler, Y Feng
Journal of Statistical Planning and Inference 91 (2), 351-363, 2000
202000
Locally weighted autoregression
Y Feng, S Heiler
Econometrics in theory and practice, 101-117, 1998
191998
A local dynamic conditional correlation model
Y Feng
Maxwell Institute for Mathematical Sciences, Heriot-Watt University, 2006
182006
Data driven bandwidth choice for SEMIFAR models
J Beran, Y Feng
Journal of Computational and Graphical statistics 11 (2), 690-713, 2002
182002
Short-and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
Z Guo, Y Feng, X Tan
Economic Modelling 28 (6), 2359-2368, 2011
162011
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
J Beran, Y Feng, S Ghosh
Statistical Papers 56 (2), 431-451, 2015
142015
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