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~person:"Feng, Yuanhua"
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iterative plug-in
9
Nichtparametrisches Verfahren
8
Theorie
8
Zeitreihenanalyse
7
Nonparametric statistics
6
bandwidth selection
6
Schätztheorie
5
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Plug-in
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diurnal duration patterns
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local linear estimator
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simulation
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FARIMA error processes
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long memory
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microstructure noise
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slowly changing volatility trend
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Berlin Method
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Feng, Yuanhua
Dallinger, David
6
Dimitropoulos, Alexandros
6
Liu, Chu-An
6
Wietschel, Martin
6
Beran, Jan
4
Dua, Rubal
4
Heiler, Siegfried
4
Plötz, Patrick
4
Al-Alawi, Baha M.
3
Bradley, Thomas H.
3
Funke, Simon
3
He, Hongwen
3
Henderson, Daniel J.
3
Jochem, Patrick
3
Koster, Paul
3
Köhler, Max
3
Ouyang, Minggao
3
Parmeter, Christopher F.
3
Schindler, Anja
3
Sperlich, Stefan
3
Wang, Shouyang
3
Zhang, Xinyu
3
Ahmadi, Lena
2
Al-Sadoon, Majid M.
2
Belomestny, Denis
2
Bernardino, Elena Di
2
Bizon, Nicu
2
Büttner, Markus
2
Carroll, Raymond J.
2
Chlupsa, Christian
2
Chu, Chi-Yang
2
Croiset, Eric
2
Davis, Lucas W.
2
Dette, Holger
2
Dias, Ronaldo
2
Dietert, Tilko
2
Douglas, Peter L.
2
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Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
4
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
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1
An iterative
plug-in
algorithm for P-Spline regression
Lethmathe, Sebastian
;
Feng, Yuanhua
-
2022
Persistent link: https://www.econbiz.de/10013389320
Saved in:
2
An iterative
plug-in
algorithm for realized kernels
Feng, Yuanhua
;
Zhou, Chen
-
Department Volkswirtschaftslehre, Fachbereich für …
-
2015
bandwidth. This paper proposes an iterative
plug-in
algorithm to solve this problem under independent microstructure noise …
Persistent link: https://www.econbiz.de/10011122525
Saved in:
3
An iterative
plug-in
algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
4
On the iterative
plug-in
algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua
;
Forstinger, Sarah
;
Peitz, Christian
-
Department Volkswirtschaftslehre, Fachbereich für …
-
2013
This paper discusses the detailed performance of an iterative
plug-in
(IPI) bandwidth selector for estimating the …
Persistent link: https://www.econbiz.de/10010826834
Saved in:
5
On the iterative
plug-in
algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua
;
Forstinger, Sarah
;
Peitz, Christian
-
2013
Persistent link: https://www.econbiz.de/10010194478
Saved in:
6
Data-driven estimation of diurnal duration patterns
Feng, Yuanhua
-
Department Volkswirtschaftslehre, Fachbereich für …
-
2011
nonparametric regression model, whose asymptotics are different to any known results. An iterative
plug-in
algorithm is developed …
Persistent link: https://www.econbiz.de/10010780850
Saved in:
7
An iterative
plug-in
algorithm for decomposing seasonal time series using the Berlin Method
Feng, Yuanhua
-
Department Volkswirtschaftslehre, Fachbereich für …
-
2010
plug-in
idea to time series decomposition. Asymptotic behaviour of the proposal is investigated. Some computational aspects …-driven bandwidth selection is a very useful tool to improve the Berlin Method. Deep insights into the iterative
plug-in
rule are also …
Persistent link: https://www.econbiz.de/10010780822
Saved in:
8
An Iterative
Plug-In
Algorithm for Nonparametric Modelling of Seasonal Time Series
Feng, Yuanhua
-
2002
plug-in
idea introduced by Gasser et al. (1991). Asymptotic behaviour of this algorithm is investigated. Some computational …. The results here also provide some insights into the iterative
plug-in
idea. …
Persistent link: https://www.econbiz.de/10010324043
Saved in:
9
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors
Beran, Jan
;
Feng, Yuanhua
-
2002
developments of bandwidth selection in this context based on the iterative
plug-in
idea (Gasser et al., 1991) and some detailed …
Persistent link: https://www.econbiz.de/10010324094
Saved in:
10
An iterative
plug-in
algorithm for nonparametric modelling of seasonal time series
Feng, Yuanhua
-
2002
plug-in
idea introduced by Gasser et al. (1991). Asymptotic behaviour of this algorithm is investigated. Some computational …. The results here also provide some insights into the iterative
plug-in
idea. …
Persistent link: https://www.econbiz.de/10011543779
Saved in:
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