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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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SEMIFAR models
Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001366045
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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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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686441
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672564
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Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672842
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Detailed simulation results
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672848
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A robust data-driven version of the Berlin Method
Heiler, Siegfried; Feng, Yuanhua - In: Zeitreihenanalyse in der empirischen …, (pp. 67-81). 2004
Persistent link: https://www.econbiz.de/10002040086
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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