| Long-memory processes: Probabilistic properties and statistical methods J Beran, Y Feng, S Ghosh, R Kulik Book, 2013 | 701* | 2013 |
| SEMIFAR models—A semiparametric approach to modelling trends, long-range dependence and nonstationarity J Beran, Y Feng Computational Statistics & Data Analysis 40 (2), 393-419, 2002 | 158 | 2002 |
| An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers: A perspective from China X Liu, DB Grant, AC McKinnon, Y Feng International Journal of Physical Distribution & Logistics Management 40 (10 …, 2010 | 120 | 2010 |
| Local polynomial fitting with long-memory, short-memory and antipersistent errors J Beran, Y Feng Annals of the Institute of Statistical Mathematics 54, 291-311, 2002 | 95 | 2002 |
| Iterative plug-in algorithms for SEMIFAR models—definition, convergence, and asymptotic properties J Beran, Y Feng Journal of Computational and Graphical Statistics 11 (3), 690-713, 2002 | 66 | 2002 |
| Simultaneously modeling conditional heteroskedasticity and scale change Y Feng Econometric Theory 20 (3), 563-596, 2004 | 63 | 2004 |
| Local polynomial estimation with a FARIMA-GARCH error process J Beran, Y Feng | 60 | 2001 |
| Sources of competitiveness for logistics service providers: a UK industry perspective X Liu, AC McKinnon, DB Grant, Y Feng Logistics Research 2, 23-32, 2010 | 57 | 2010 |
| Kernel-and Locally Weighted Regression--with Application to Time Series Decomposition Y Feng Verlag für Wissenschaft und Forschung, Berlin., 1999 | 29 | 1999 |
| A simple root n bandwidth selector for nonparametric regression S Heiler, Y Feng Journal of Nonparametric Statistics 9 (1), 1-21, 1998 | 27 | 1998 |
| A simple bootstrap bandwidth selector for local polynomial fitting Y Feng, S Heiler Journal of Statistical Computation and Simulation 79 (12), 1425-1439, 2009 | 24* | 2009 |
| Modelling financial time series with SEMIFAR–GARCH model Y Feng, J Beran, K Yu IMA Journal of Management Mathematics 18 (4), 395-412, 2007 | 24 | 2007 |
| Data-driven decomposition of seasonal time series S Heiler, Y Feng Journal of Statistical Planning and Inference 91 (2), 351-363, 2000 | 21 | 2000 |
| A local dynamic conditional correlation model Y Feng Maxwell Institute for Mathematical Sciences, Heriot-Watt University, 2006 | 20 | 2006 |
| On robust local polynomial estimation with long-memory errors J Beran, Y Feng, S Ghosh, P Sibbertsen International Journal of forecasting 18 (2), 227-241, 2002 | 20 | 2002 |
| Short-and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products Z Guo, Y Feng, X Tan Economic Modelling 28 (6), 2359-2368, 2011 | 18 | 2011 |
| Data driven bandwidth choice for SEMIFAR models J Beran, Y Feng Journal of Computational and Graphical statistics 11 (2), 690-713, 2002 | 18 | 2002 |
| Locally weighted autoregression Y Feng, S Heiler Econometrics in Theory and Practice: Festschrift for Hans Schneeweiß, 101-117, 1998 | 17 | 1998 |
| Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? M Fritz, T Gries, Y Feng Economics Letters 181, 47-50, 2019 | 16 | 2019 |
| Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models J Beran, Y Feng, S Ghosh Statistical Papers 56, 431-451, 2015 | 15 | 2015 |
Rafal KulikUniversity of OttawaVahvistettu sähköpostiosoite verkkotunnuksessa uottawa.ca
