Search Results

SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE,
Yuanhua Feng, in Econometric Theory (2004)

Registered author: Yuanhua Feng

Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series*,
Bastian Schäfer and Yuanhua Feng, from Paderborn University, CIE Center for International Economics (2021)
Keywords: Spatial nonparametric regression, boundary correction, functional double conditional smoothing, bandwidth selection, spot volatility surface

Boundary modification in local polynomial regression*,
Yuanhua Feng and Bastian Schäfer, from Paderborn University, CIE Center for International Economics (2021)
Keywords: Local polynomial regression, equivalent weighting methods, boundary modification, boundary kernels, finite sample property

An iterative plug-in algorithm for P-Spline regression,
Sebastian Letmathe and Yuanhua Feng, from Paderborn University, CIE Center for International Economics (2022)
Keywords: P-Splines, smoothing parameter, iterative plug-in, simulation

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD,
Yuanhua Feng and Chen Zhou, from Paderborn University, CIE Center for International Economics (2013)
Keywords: Approximately best linear predictor, FI-Log-ACD, financial forecasting, long memory time series, nonparametric methods, Semi-FI-Log-ACD

A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets,
Yuanhua Feng and Lixin Sun, from Paderborn University, CIE Center for International Economics (2013)
Keywords: Chinese financial market, mature financial markets, long-term risk, short-term risk, semiparametric APARCH

An iterative plug-in algorithm for realized kernels,
Yuanhua Feng and Chen Zhou, from Paderborn University, CIE Center for International Economics (2015)
Keywords: Realized kernels, microstructure noise, bandwidth selection, iterative plug-in, slowly changing volatility trend, long memory

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors,
Jan Beran and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2002)
Keywords: Nonparametric regression, FARIMA error processes, bandwidth selection, iterative plug-in, SEMIFAR model

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors,
Jan Beran and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (1999)

Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results,
Jan Beran and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2001)
Keywords: SEMIFAR models, data-driven algorithms, simulation results

Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties,
Jan Beran and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2001)
Keywords: semiparametric models, long-range dependence, fractional ARIMA, antipersistence, nonparametric regression, bandwidth selection

Local Polynomial Estimation with a FARIMA-GARCH Error Process,
Jan Beran and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (1999)

A robust data-driven version of the Berlin Method,
Siegfried Heiler and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2000)

Data-driven estimation of semiparametric fractional autoregressive models,
Jan Beran and Yuanhua Feng, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2000)

Filtered Log-periodogram Regression of long memory processes,
Yuanhua Feng and Jan Beran, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2008)
Keywords: Filtering, log-periodogram regression, local pre-whitening, fractional differencing parameter, long memory

Optimal convergence rates in nonparametric regression with fractional time series errors,
Yuanhua Feng and Jan Beran, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2007)
Keywords: Optimal rate of convergence, nonparametric regression, long memory, antipersistence

A simple root n bandwidth selector for nonparametric regression,
Siegfried Heiler and Yuanhua Feng, from University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" (1995)
Keywords: Bandwidth choice, Double-smoothing, Plug-in, Local linear regression

Data-driven optimal decomposition of time series,
Siegfried Heiler and Yuanhua Feng, from University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" (1995)
Keywords: Time Series Decomposition, Bandwidth Selection, Locally Weighted Regression

A bootstrap bandwidth selector for local polynomial fitting,
Siegfried Heiler and Yuanhua Feng, from University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" (1997)
Keywords: Local polynomial fitting, Bandwidth selection, Bootstrap, Double smoothing, Nonparametric variance estimation

SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity,
Jan Beran and Yuanhua Feng, in Computational Statistics & Data Analysis (2002)

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany,
Zhichao Guo and Yuanhua Feng, in Economic Modelling (2013)
Keywords: Box–Cox model; China's accession to WTO; Constant market share model; Financial crisis of 2008; Growth causes; Structural breaks;

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD,
Yuanhua Feng and Chen Zhou, in International Journal of Forecasting (2015)
Keywords: Approximately best linear predictor; Realized volatility; Financial forecasting; Long memory; Nonparametric scale function; Semi-FI-Log-ACD;

Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities,
Yuanhua Feng and J. Sun, in Operations Research (2001)
Keywords: Inventory/Production: continuous review, Stochastic models: Poisson demand and random discount offers, algorithms: bisection method

Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model,
Yuanhua Feng and Keming Yu, from University Library of Munich, Germany (2006)
Keywords: Multivariate time series; slowly changing vector random walk; local covariance matrix; kernel estimation; asymptotic properties; forecasting

Optimal convergence rates in non-parametric regression with fractional time series errors,
Yuanhua Feng and Jan Beran, in Journal of Time Series Analysis (2013)

Data-driven local polynomial for the trend and its derivatives in economic time series,
Yuanhua Feng and Thomas Gries, from Paderborn University, CIE Center for International Economics (2017)
Keywords: Macroeconomic time series, semiparametric modelling, nonparametric regression with dependent errors, bandwidth selection, misspecification test

Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression,
Yuanhua Feng and Wolfgang Härdle, from Paderborn University, CIE Center for International Economics (2021)
Keywords: Extended SAS distribution, Log-SAS distribution, MLE, chain mixed multivariate distribution, distributional regression, spurious and hidden bimodality

A data-driven P-spline smoother and the P-Spline-GARCH models,
Yuanhua Feng and Wolfgang Härdle, from Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2020)
Keywords: P-spline smoother, smoothing parameter selection, P-Spline-GARCH, strong mixing, value at risk, expected shortfall

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors,
Jan Beran and Yuanhua Feng, in Annals of the Institute of Statistical Mathematics (2002)
Keywords: Antipersistence, long-range dependence, local polynomial fitting, nonparametric regression, bandwidth selection,

Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,
Sebastian Letmathe, Yuanhua Feng and André Uhde, from Paderborn University, CIE Center for International Economics (2021)
Keywords: Semiparametric, long memory, GARCH models, forecasting, Value at Risk, Expected Shortfall, traffic light test, Basel Committee on Banking Supervision

An extended exponential SEMIFAR model with application in R,
Yuanhua Feng, Jan Beran and Sebastian Letmathe, from Paderborn University, CIE Center for International Economics (2021)
Keywords: long memory, data-driven smoothing, ESEMIFAR, estimation of derivatives

Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products,
Zhichao Guo, Yuanhua Feng and Xiangyong Tan, from Paderborn University, CIE Center for International Economics (2010)
Keywords: Growth causes of agri-food trade; the CMS model; the EU’s CAP reform; China’s accession to WTO; financial crisis

Impact of China's accession to WTO and the financial crisis on China's exports to Germany,
Zhichao Guo, Yuanhua Feng and Xiangyong Tan, from Paderborn University, CIE Center for International Economics (2011)
Keywords: Agricultural trade; China’s accession to WTO; constant market share model; financial crisis of 2008; growth causes; structural breaks

A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance,
Yuanhua Feng, David Hand and Keming Yu, from Paderborn University, CIE Center for International Economics (2012)
Keywords: Forecasting, Kernel estimation, Multivariate time series analysis, Portfolio return, Slowly changing multivariate random walk

On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations,
Yuanhua Feng, Sarah Forstinger and Christian Peitz, from Paderborn University, CIE Center for International Economics (2013)
Keywords: Autoregressive conditional duration, diurnal duration patterns, local linear estimator, iterative plug-in, simulation

Modifying the double smoothing bandwidth selector in nonparametric regression,
Jan Beran, Yuanhua Feng and Siegfried Heiler, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2000)

Modelling financial time series with SEMIFAR-GARCH model,
Yuanhua Feng, Jan Beran and Keming Yu, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2007)
Keywords: Financialtime series, GARCHmodel, SEMIFAR model, parameter estimation, kernel estimation, asymptotic property

SEMIFAR models,
Jan Beran, Yuanhua Feng and Dirk Ocker, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1999)
Keywords: trend differencing, long-range dependence, difference stationarity, fractional ARIMA, BIC, kernel estimation, bandwidth, semiparametric models, forecasting

Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,
Yuanhua Feng and Alexander J. McNeil, in Economic Modelling (2008)

Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products,
Zhichao Guo, Yuanhua Feng and Xiangyong Tan, in Economic Modelling (2011)
Keywords: Growth causes of agri-food trade; The CMS model; The EU's CAP reform; China's accession to WTO; Financial crisis;

Modelling financial time series with SEMIFAR-GARCH model,
Yuanhua Feng, Jan Beran and Keming Yu, from University Library of Munich, Germany (2006)
Keywords: Financial time series; GARCH model; SEMIFAR model; parameter estimation; kernel estimation; asymptotic property

Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis,
Zhichao Guo, Yuanhua Feng and Thomas Gries, in China Agricultural Economic Review (2015)
Keywords: Financial crisis, Structural breaks, Agri-food trade, Change of trade relationship, China’s accession to WTO, C13, F14, Q17

FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series,
Yuanhua Feng, Thomas Gries and Sebastian Letmathe, from Paderborn University, CIE Center for International Economics (2023)
Keywords: Modulus asymmetric FILog-GARCH, FIEGARCH, dual long memory, trend-stationary dual long memory, implementation in R

Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis,
Zhichao Guo, Yuanhua Feng and Thomas Gries, from Paderborn University, CIE Center for International Economics (2013)
Keywords: Agri-food trade, structural breaks, China's accession to WTO, financial crisis, change of trade relationship financial crisis of 2008, growth causes, structural breaks

Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -,
Marlon Fritz, Thomas Gries and Yuanhua Feng, from Paderborn University, CIE Center for International Economics (2016)
Keywords: Business Cycles, Trend and Cycle Decomposition, Semiparametric Estimation, SETAR model

Data-driven local polynomial for the trend and its derivatives in economic time series,
Yuanhua Feng, Thomas Gries and Marlon Fritz, in Journal of Nonparametric Statistics (2020)

Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics,
Marlon Fritz, Thomas Gries and Yuanhua Feng, in Oxford Bulletin of Economics and Statistics (2019)

Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?,
Marlon Fritz, Thomas Gries and Yuanhua Feng, in Economics Letters (2019)
Keywords: Nonparametric methods; Secular stagnation; Empirical growth trends;

A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification,
Yuanhua Feng, Zhichao Guo and Christian Peitz, in Journal of Industry, Competition and Trade (2014)
Keywords: Tree-form CMS, International trade, Growth causes, General CMS formulations, C51, F14, C43,

Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain,
Thomas Gries, Fritz Marlon and Yuanhua Feng, in Review of Economics (2017)
Keywords: business cycles, trend and cycle decomposition, SETAR model

An extended exponential SEMIFAR model with application in R,
Sebastian Letmathe, Jan Beran and Yuanhua Feng, in Communications in Statistics - Theory and Methods (2024)

Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models,
Jan Beran, Yuanhua Feng and Sucharita Ghosh, in Statistical Papers (2015)
Keywords: Long-memory MEM model, Exponential FARIMA, Exponential ACD, Exponential SEMIFAR, Nonparametric scale function, Average durations,

Empirical Economic and Financial Research,
Jan Beran, Yuanhua Feng and Hartmut Hebbel, from Springer (2015)

Bus Route Design with a Bayesian Network Analysis of Bus Service Revenues,
Yi Liu, Yuanhua Jia, Xuesong Feng and Jiang Wu, in Mathematical Problems in Engineering (2018)

Fractionally integrated Log-GARCH with application to value at risk and expected shortfall,
Yuanhua Feng, Jan Beran, Sebastian Letmathe and Sucharita Ghosh, from Paderborn University, CIE Center for International Economics (2020)
Keywords: FI-Log-GARCH, stationary solutions, finite fourth moments, covariance structure, rolling forecasting VaR and ES, traffic light test of ES

A tree-form constant market share analysis for modelling growth causes in international trade,
Yuanhua Feng, Zhichao Guo, Christian Peitz and Xiangyong Tan, from Paderborn University, CIE Center for International Economics (2011)
Keywords: Tree-form CMS; growth causes; international trade; structural breaks

A tree-form constant market share model for growth causes in international trade based on multi-level classification,
Yuanhua Feng, Zhichao Guo, Christian Peitz and Xiangyong Tan, from Paderborn University, CIE Center for International Economics (2011)
Keywords: Tree-form CMS; international trade; growth causes; general CMS formulations

The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH,
Christian Peitz, Yuanhua Feng, Bernard Gilroy and Nico Stoeckmann, in Asian Economic and Financial Review (2020)
Keywords: Semiparametric extension, GARCH, CGARCH, EGARCH, Risk measures, Long-term risk, Short-term risk, Value at Risk, Shanghai- Hong Kong stock, Connect.

On robust local polynomial estimation with long-memory errors,
Jan Beran, Yuanhua Feng, Sucharita Gosh and Philipp Sibbertsen, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2000)

On robust local polynominal estimation with long-memory errors,
Jan Beran, Yuanhua Feng, Sucharita Ghosh and Philipp Sibbertsen, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2000)

On robust local polynomial estimation with long-memory errors,
Jan Beran, Yuanhua Feng, Sucharita Ghosh and Philipp Sibbertsen, in International Journal of Forecasting (2002)

SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices,
Jan Beran, Yuanhua Feng, Günter Franke, Dieter Hess and Dirk Ocker, from University of Konstanz, Center of Finance and Econometrics (CoFE) (1999)

Imaging biological tissue with high-throughput single-pixel compressive holography,
Daixuan Wu, Jiawei Luo, Guoqiang Huang, Yuanhua Feng, Xiaohua Feng, Runsen Zhang, Yuecheng Shen and Zhaohui Li, in Nature Communications (2021)

Periodic Oscillation Analysis for a Coupled FHN Network Model with Delays,
Yuanhua Lin, in Abstract and Applied Analysis (2013)

Study on load estimation method of HVAC system in large public gymnasium,
Yuanhua Li, in International Journal of Global Energy Issues (2023)
Keywords: HVAC system; load; linear regression model; model parameters; estimate.

Pursuer Navigation Based on Proportional Navigation and Optimal Information Fusion,
Shulin Feng, Zhanxin Li, Li Liu, Hongyong Yang, Yuanhua Yang, Gaohuan Lv, Liang Yang and Wen Qi, in Complexity (2021)

Biomechanical comparison of vertebral augmentation and cement discoplasty for the treatment of symptomatic Schmorl’s node: a finite element analysis,
Kaiwen Cai, Zhang Zhang, Kefeng Luo, Feng Cao, Bin Lu, Yuanhua Wu, Hongxia Wang, Kai Zhang and Guoqiang Jiang, in Computer Methods in Biomechanics and Biomedical Engineering (2022)

Multiple bifurcations in a predator–prey system of modified Holling and Leslie type with double Allee effect and nonlinear harvesting,
Zuchong Shang and Yuanhua Qiao, in Mathematics and Computers in Simulation (MATCOM) (2023)
Keywords: Predator–prey model; Double Allee effect; Nonlinear harvesting; Degenerate focus type Bogdanov–Takens bifurcation of codimension 4;

Bifurcation analysis of an SIR model considering hospital resources and vaccination,
Jiajia Zhang and Yuanhua Qiao, in Mathematics and Computers in Simulation (MATCOM) (2023)
Keywords: SIR epidemic model; Transcritical bifurcation; Saddle–node bifurcation; Degenerate Hopf bifurcation; Bogdanov–Takens bifurcation;

Growth target management and regional economic growth,
Xianxiang Xu and Yuanhua Gao, in Journal of the Asia Pacific Economy (2015)

Stability analysis of Clifford-valued memristor-based neural networks with impulsive disturbances and its application to image encryption,
Ningning Zhao and Yuanhua Qiao, in Applied Mathematics and Computation (2024)
Keywords: Clifford-valued memristor-based neural networks; Generalized norm; Exponential stability; Impulsive disturbances; Image encryption;

Complex dynamics of a four-species food web model with nonlinear top predator harvesting and fear effect,
Zuchong Shang and Yuanhua Qiao, in Mathematics and Computers in Simulation (MATCOM) (2024)
Keywords: Four-species food web model; Bifurcation; Period doubling cascade; Quasi-periodic state; Chaos;

A New Method for Predicting the Position of Gas Influx Based on PRP in Drilling Operations,
Xiangwei Kong, Yuanhua Lin and Yijie Qiu, in Journal of Applied Mathematics (2014)

Robust Controllability and Observability of Boolean Control Networks under Different Disturbances,
Yuanhua Wang, Xiao Zhang and Yaqi Hao, in Mathematical Problems in Engineering (2019)

Robust Stability and Stabilization of Interval Uncertain Descriptor Fractional-Order Systems with the Fractional-Order: The Case,
Yuanhua Li, Heng Liu and Hongxing Wang, in Mathematical Problems in Engineering (2015)

Double Effects of Environmental Regulation on Carbon Emissions in China: Empirical Research Based on Spatial Econometric Model,
Yuanhua Yang, Dengli Tang and Peng Zhang, in Discrete Dynamics in Nature and Society (2020)

Cluster Coordination between High-speed Rail Transportation Hub Construction and Regional Economy Based on Big Data,
Liang Zhao, Yuanhua Jia and Zhihan Lv, in Complexity (2021)

Existence of Traveling Wave Fronts for a Generalized Nonlinear Schrodinger Equation,
Yuanhua Lin, Liping He and Giorgio Kaniadakis, in Advances in Mathematical Physics (2022)

Robust reliable H∞ control for neural networks with mixed time delays,
Yuanhua Du, Xinzhi Liu and Shouming Zhong, in Chaos, Solitons & Fractals (2016)
Keywords: Neural networks; Linear matrix inequality; Reliable H∞ control; Time-varying delays; Lyapunov functional;

The impact of heterogeneous environmental regulations on carbon neutrality in China: New evidence based on the spatial measurement model,
Yuanhua Yang, Zhongwen Peng and Dengli Tang, in Energy & Environment (2024)
Keywords: Environmental regulations; mandatory environmental regulation; market-based environmental regulation; public participatory environmental regulation; carbon neutrality

The China Growth Miracle: The Role of the Formal and the Informal Institutions,
Kenneth Chan, Xianxiang Xu and Yuanhua Gao, in The World Economy (2015)

UniTVelo: temporally unified RNA velocity reinforces single-cell trajectory inference,
Mingze Gao, Chen Qiao and Yuanhua Huang, in Nature Communications (2022)

Socially Responsible Human Resource Management and Employee Moral Voice: Based on the Self-determination Theory,
Hongdan Zhao, Yuanhua Chen and Weiwei Liu, in Journal of Business Ethics (2023)
Keywords: SRHRM, Autonomous motivation, Controlled motivation, Person–organization value fit, Moral voice

Identifying Factors that Influence the Patterns of Road Crashes Using Association Rules: A case Study from Wisconsin, United States,
Shuai Yu, Yuanhua Jia and Dongye Sun, in Sustainability (2019)
Keywords: traffic safety; significant factor; association rules; Apriori

A Nonlinear Weakly Singular Retarded Henry-Gronwall Type Integral Inequality and Its Application,
Yuanhua Lin, Shanhe Wu and Wu-Sheng Wang, in Journal of Applied Mathematics (2014)

A Novel Dynamic Model for Predicting Pressure Wave Velocity in Four-Phase Fluid Flowing along the Drilling Annulus,
Xiangwei Kong, Yuanhua Lin, Yijie Qiu and Xing Qi, in Mathematical Problems in Engineering (2015)

The Employee Attributions of Corporate Hypocrisy in Corporate Social Responsibility: An Explore Research Based on Grounded Theory,
Hongdan Zhao, Jing Xu, Yuanhua Chen and Wenyuan Sun, in SAGE Open (2020)
Keywords: CSR; corporate hypocrisy; employees’ attribution; grounded theory

Regional Difference in Spatial Effects: A Theoretical and Empirical Study on the Environmental Effects of FDI and Corruption in China,
Dengli Tang, Shijie Li, Yuanhua Yang and Lianglie Gu, in Discrete Dynamics in Nature and Society (2020)

Global Mittag–Leffler Stabilization of Fractional-Order BAM Neural Networks with Linear State Feedback Controllers,
Hongyun Yan, Yuanhua Qiao, Lijuan Duan and Ling Zhang, in Mathematical Problems in Engineering (2020)