Yuanhua Feng

Available identifiers

zbMath Open feng.yuanhuaMaRDI QIDQ169485

List of research outcomes

Publication	Date of Publication	Type
deseats	2023-11-08	Software
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method	2020-10-26	Paper
Data-driven local polynomial for the trend and its derivatives in economic time series	2020-06-24	Paper
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations	2020-04-01	Paper
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?	2019-07-10	Paper
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models	2015-04-16	Paper
Data-driven estimation of diurnal patterns of durations between trades on financial markets	2014-07-15	Paper
Optimal convergence rates in non-parametric regression with fractional time series errors	2013-10-09	Paper
Long-Memory Processes	2013-02-13	Paper
Modifying the double smoothing bandwidth selector in nonparametric regression	2011-05-20	Paper
Filtered log-periodogram regression of long memory processes	2011-04-18	Paper
A simple bootstrap bandwidth selector for local polynomial fitting	2009-12-22	Paper
Weighted averages and local polynomial estimation for fractional linear ARCH processes	2009-02-24	Paper
On the asymptotic variance in nonparametric regression with fractional time-series errors	2008-01-09	Paper
Modelling financial time series with SEMIFAR GARCH model	2007-12-18	Paper
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE	2005-03-07	Paper
Local polynomial fitting with long-memory, short-memory and antipersistent errors	2003-04-27	Paper
SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity	2002-08-13	Paper
Local polynomial estimation with a FARIMA-GARCH error process	2002-05-23	Paper
Data-driven decomposition of seasonal time series	2001-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q4955678	2000-05-21	Paper
A simple root n bandwidth selector for nonparametric regression	1998-09-10	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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