Heiler, S., &; Feng, Y. (2002). Data-driven decomposition of seasonal time series. Journal of Statistical Planning and Inference, 91(2), 351–363.https://doi.org/10.1016/s0378-3758(00)00187-7 

Beran, J., &; Feng, Y. (2002). Recent developments in non- and semiparametric models with fractional time series errors.

Beran, J., &; Feng, Y. (2001). A semiparametric fractional autoregressive model. Statistical Review (Revista de Estatistica), 2, 125–128.

Beran, J., &; Feng, Y. (2001). Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results.

Feng, Y., &; Heiler, S. (2000). Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft Und Statistik, 786–795.

Feng, Y., &; Heiler, S. (2000). Locally weighted autoregression. In H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration (pp. 371--388).

Feng, Y. (1999). Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition.

Abberger, K., Feng, Y., &; Heiler, S. (1998). Nonparametric Smoothing and Quantile Estimation in Time Series. In G. Bol,  Gholamreza Nakhaeizadeh , &; K.-H. Vollmer (Eds.), Risk Measurement, Econometrics and Neural Networks. Contributions to Economics.  (pp. 1–16). Heidelberg: Physica-Verlag HD.

Heiler, S., &; Feng, Y. (1998). A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics, 9(1), 1–21.

Feng, Y., &; Heiler, S. (1998). Locally Weighted Autoregression. In R. Galata &; H. Küchenhoff (Eds.), Econometrics in Theory and Practice (pp. 101–117). Heidelberg: Physica-Verlag HD.