YF
Yuanhua Feng
5 packages
On CRAN since Nov 2019 (6 years) · last active 13 days ago
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Nonparametric Estimation of the Trend and Its Derivatives in TS
Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
Co-authored Packages
5 packages