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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686434
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Optimal convergence rate in nonparametric regression with fractional time series errors
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001672569
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Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua - In: Econometric theory 20 (2004) 3, pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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Locally weighted autoregression
Feng, Yuanhua; Heiler, Siegfried - In: Institutional arrangements for global economic integration, (pp. 371-388). 2000
Persistent link: https://www.econbiz.de/10001533889
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Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan; Feng, Yuanhua - 2000
Persistent link: https://www.econbiz.de/10001485225
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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364
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Datengesteuerte Zerlegung saisonaler Zeitreihen
Heiler, Siegfried - In: IFO-Studien : Zeitschrift für empirische … 42 (1996) 3, pp. 337-369
Persistent link: https://www.econbiz.de/10001334937
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Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian; Feng, Yuanhua; Uhde, André - In: Journal of risk 25 (2022) 2, pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
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Modifying the double smoothing bandwidth selector in nonparametric regression
Beran, Jan - 2000
Persistent link: https://www.econbiz.de/10014378829