J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007.
LibreCat: /record/4624
DOI: 10.2307/3318539

P. Ng, K. Yu, and Y. Feng, Eds., Special Issue: Quantile Regression, vol. 7. 2007.
LibreCat: /record/4652

Y. Feng, “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE,” Econometric Theory, vol. 20, no. 03, 2004.
LibreCat: /record/4615
DOI: 10.1017/s0266466604203061

Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.
LibreCat: /record/4630

S. Heiler and Y. Feng, “A robust data-driven version of the Berlin Method,” in Zeitreihenanalyse in der empirischen Wirtschaftsforschung, R. Metz, M. Lösch, and K. Edel, Eds. Stuttgart: Lucius &; Lucius, 2004, pp. 67–81.
LibreCat: /record/4634

J. Beran and Y. Feng, “SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity,” Computational Statistics &; Data Analysis, vol. 40, no. 2, pp. 393–419, 2002.
LibreCat: /record/4617
DOI: 10.1016/s0167-9473(02)00007-5

J. Beran and Y. Feng, “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties,” Journal of Computational and Graphical Statistics, vol. 11, no. 3, pp. 690–713, 2002.
LibreCat: /record/4620
DOI: 10.1198/106186002420

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.
LibreCat: /record/4621
DOI: 10.1016/s0378-3758(00)00187-7

J. Beran, Y. Feng, S. Ghosh, and P. Sibbertsen, “On robust local polynomial estimation with long-memory errors,” International Journal of Forecasting, vol. 18, no. 2, pp. 227–241, 2002.
LibreCat: /record/4623
DOI: 10.1016/s0169-2070(01)00155-8

J. Beran and Y. Feng, “Local polynomial fitting with long-memory, short-memory and antipersistent errors,” The Annals of the Institute of Statistical Mathematics, vol. 54, no. 2, pp. 291–311, 2002.
LibreCat: /record/4635

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.
LibreCat: /record/4637
DOI: 10.1016/s0378-3758(00)00187-7

J. Beran and Y. Feng, Recent developments in non- and semiparametric models with fractional time series errors. 2002.
LibreCat: /record/4661

J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,” Statistical Review (Revista de Estatistica), vol. 2, pp. 125–128, 2001.
LibreCat: /record/4653

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.
LibreCat: /record/4662

Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,” Wirtschaft und Statistik, pp. 786–795, 2000.
LibreCat: /record/4636

Y. Feng and S. Heiler, “Locally weighted autoregression,” in Institutional Arrangements for Global Economic Integration, H.-J. Vosgerau, Ed. 2000, pp. 371--388.
LibreCat: /record/4651

Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition. 1999.
LibreCat: /record/4629

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.
LibreCat: /record/4604

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.
LibreCat: /record/4626

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.
LibreCat: /record/4632