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

Beran J, Feng Y. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors.; 2002.

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

Beran J, Feng Y. Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results.; 2001.

Feng Y, Heiler S. Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft und Statistik. 2000:786-795.

Feng Y, Heiler S. Locally weighted autoregression. In: Vosgerau H-J, ed. Institutional Arrangements for Global Economic Integration. ; 2000:371--388.

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

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

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

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