S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363, 2002.

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

J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,” Statistical Review (Revista de Estatistica), vol. 2, pp. 125–128, 2001.

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

Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,” Wirtschaft und Statistik, pp. 786–795, 2000.

Y. Feng and S. Heiler, “Locally weighted autoregression,” in Institutional Arrangements for Global Economic Integration, H.-J. Vosgerau, Ed. 2000, pp. 371--388.

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

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

S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric regression,” Journal of Nonparametric Statistics, vol. 9, no. 1, pp. 1–21, 1998.

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