Beran, J., Feng, Y., Ghosh, S., &; Kulik, R. (2013). Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg.https://doi.org/10.1007/978-3-642-35512-7 
LibreCat: /record/4628
DOI: 10.1007/978-3-642-35512-7

Feng, Y., &; Sun, L. (2013). A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets.
LibreCat: /record/4657

Feng, Y. (2013). Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects.
LibreCat: /record/4658

Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. Journal of Applied Statistics, 40(2), 266–281.https://doi.org/10.1080/02664763.2012.740626 
LibreCat: /record/4597
DOI: 10.1080/02664763.2012.740626

Feng, Y., &; Beran, J. (2012). Optimal convergence rates in non-parametric regression with fractional time series errors. Journal of Time Series Analysis, 34(1), 30–39.https://doi.org/10.1111/j.1467-9892.2012.00811.x 
LibreCat: /record/4601
DOI: 10.1111/j.1467-9892.2012.00811.x

Feng, Y., &; Beran, J. (2012). Filtered Log-Periodogram Regression of Long Memory Processes. Journal of Statistical Theory and Practice, 3(4), 777–793.https://doi.org/10.1080/15598608.2009.10411959 
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

Beran, J., &; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166.https://doi.org/10.1080/15598608.2007.10411831 
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

Beran, J., &; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166.https://doi.org/10.1080/15598608.2007.10411831 
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831

Feng, Y., &; Heiler, S. (2012). Locally Weighted Autoregression. In Econometrics in Theory and Practice (pp. 101–117). Heidelberg: Physica-Verlag HD.https://doi.org/10.1007/978-3-642-47027-1_10 
LibreCat: /record/4631
DOI: 10.1007/978-3-642-47027-1_10

Feng, Y., Hand, D., &; Yu, K. (2012). A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance.
LibreCat: /record/4659