Skip to main navigation
Skip to search
Skip to main content

Heriot-Watt Research Portal Home

Help & FAQ

Home
Profiles
Research units
Research output
Datasets
Impacts
Equipment
Prizes
Activities
Press/Media
Courses

Search by expertise, name or affiliation

Non- and Semiparametric Regression with Fractional Time Series Errors

Yuanhua Feng

School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics

Research output: Book/Report › Anthology

Overview

Original language	English
Publication status	Published - 2004

Cite this

APA
Author
BIBTEX
Harvard
Standard
RIS
Vancouver

Feng, Y. (2004). Non- and Semiparametric Regression with Fractional Time Series Errors.

Feng, Yuanhua. / Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.

@book{5810d8816d2f4fed959f6c7346c56542,

title = "Non- and Semiparametric Regression with Fractional Time Series Errors",

author = "Yuanhua Feng",

note = "Theory and Applications to Financial Data. Habilitation Work, University of Konstanz",

year = "2004",

language = "English",

}

Feng, Y 2004, Non- and Semiparametric Regression with Fractional Time Series Errors.

Non- and Semiparametric Regression with Fractional Time Series Errors. / Feng, Yuanhua.
2004.

Research output: Book/Report › Anthology

TY - BOOK

T1 - Non- and Semiparametric Regression with Fractional Time Series Errors

AU - Feng, Yuanhua

N1 - Theory and Applications to Financial Data. Habilitation Work, University of Konstanz

PY - 2004

Y1 - 2004

M3 - Anthology

BT - Non- and Semiparametric Regression with Fractional Time Series Errors

ER -

Feng Y. Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.

Powered by Pure, Scopus & Elsevier Fingerprint Engine™

All content on this site: Copyright © 2026 Heriot-Watt Research Portal, its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply

We use cookies to help provide and enhance our service and tailor content. By continuing you agree to the use of cookies

Heriot-Watt Research Portal data protection policy

About web accessibility

Report vulnerability