The following pages link to Yuanhua Feng (Q169485):
Displaying 24 items.
- (Q217353) (redirect page) (← links)
- (Q537379) (redirect page) (← links)
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- (Q587239) (redirect page) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Local polynomial fitting with long-memory, short-memory and antipersistent errors (Q1868291) (← links)
- Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694) (← links)
- Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? (Q2311138) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- A simple bootstrap bandwidth selector for local polynomial fitting (Q3653261) (← links)
- A simple root n bandwidth selector for nonparametric regression (Q4385703) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Long-Memory Processes (Q4904942) (← links)
- (Q4955678) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (Q5128905) (← links)
- On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
- Modelling financial time series with SEMIFAR GARCH model (Q5432709) (← links)
- On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
- Data-driven decomposition of seasonal time series (Q5928940) (← links)
- Local polynomial estimation with a FARIMA-GARCH error process (Q5950042) (← links)
