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

Guo, Z., Feng, Y., &; Tan, X. (2011). Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. Economic Modelling, 28(6), 2359–2368.https://doi.org/10.1016/j.econmod.2011.06.007 
LibreCat: /record/4598
DOI: 10.1016/j.econmod.2011.06.007

Liu, X., Grant, D. B., McKinnon, A. C., &; Feng, Y. (2010). An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. International Journal of Physical Distribution &; Logistics Management, 40(10), 847–866.https://doi.org/10.1108/09600031011093232 
LibreCat: /record/4606
DOI: 10.1108/09600031011093232

Liu, X., McKinnon, A. C., Grant, D. B., &; Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research, 2(1), 23–32.https://doi.org/10.1007/s12159-010-0024-7 
LibreCat: /record/4607
DOI: 10.1007/s12159-010-0024-7

Feng, Y., &; Heiler, S. (2009). A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation, 79(12), 1425–1439.https://doi.org/10.1080/00949650802352019 
LibreCat: /record/4608
DOI: 10.1080/00949650802352019

Beran, J., Feng, Y., &; Heiler, S. (2009). Modifying the double smoothing bandwidth selector in nonparametric regression. Statistical Methodology, 6(5), 447–465.https://doi.org/10.1016/j.stamet.2009.04.001 
LibreCat: /record/4622
DOI: 10.1016/j.stamet.2009.04.001

Feng, Y., &; McNeil, A. J. (2008). Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. Economic Modelling, 25(5), 850–867.https://doi.org/10.1016/j.econmod.2007.11.007 
LibreCat: /record/4609
DOI: 10.1016/j.econmod.2007.11.007

Beran, J., &; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli, 7(5).https://doi.org/10.2307/3318539 
LibreCat: /record/3470
DOI: 10.2307/3318539

Feng, Y. (2007). On the asymptotic variance in nonparametric regression with fractional time-series errors. Journal of Nonparametric Statistics, 19(2), 63–76.https://doi.org/10.1080/10485250701381737 
LibreCat: /record/4613
DOI: 10.1080/10485250701381737

Feng, Y., Beran, J., &; Yu, K. (2007). Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics, 18(4), 395–412.https://doi.org/10.1093/imaman/dpm024 
LibreCat: /record/4614
DOI: 10.1093/imaman/dpm024

Beran, J., Feng, Y., Franke, G., Hess, D., &; Ocker, D. (2007). Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In Processes with Long-Range Correlations (pp. 225–250). Berlin, Heidelberg: Springer Berlin Heidelberg.https://doi.org/10.1007/3-540-44832-2_13 
LibreCat: /record/4616
DOI: 10.1007/3-540-44832-2_13

Beran, J., &; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli, 7(5).https://doi.org/10.2307/3318539 
LibreCat: /record/4624
DOI: 10.2307/3318539

Ng, P., Yu, K., &; Feng, Y. (Eds.). (2007). Special Issue: Quantile Regression (Vol. 7).
LibreCat: /record/4652

Feng, Y. (2004). SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE. Econometric Theory, 20(03).https://doi.org/10.1017/s0266466604203061 
LibreCat: /record/4615
DOI: 10.1017/s0266466604203061

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

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

Beran, J., &; Feng, Y. (2002). SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Computational Statistics &; Data Analysis, 40(2), 393–419.https://doi.org/10.1016/s0167-9473(02)00007-5 
LibreCat: /record/4617
DOI: 10.1016/s0167-9473(02)00007-5

Beran, J., &; Feng, Y. (2002). Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties. Journal of Computational and Graphical Statistics, 11(3), 690–713.https://doi.org/10.1198/106186002420 
LibreCat: /record/4620
DOI: 10.1198/106186002420

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

Beran, J., Feng, Y., Ghosh, S., &; Sibbertsen, P. (2002). On robust local polynomial estimation with long-memory errors. International Journal of Forecasting, 18(2), 227–241.https://doi.org/10.1016/s0169-2070(01)00155-8 
LibreCat: /record/4623
DOI: 10.1016/s0169-2070(01)00155-8

Beran, J., &; Feng, Y. (2002). Local polynomial fitting with long-memory, short-memory and antipersistent errors. The Annals of the Institute of Statistical Mathematics, 54(2), 291–311.
LibreCat: /record/4635

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

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

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

Beran, J., &; Feng, Y. (2001). Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results.
LibreCat: /record/4662

Feng, Y., &; Heiler, S. (2000). Eine robuste datengesteuerte Version des Berliner-Verfahrens. Wirtschaft Und Statistik, 786–795.
LibreCat: /record/4636

Feng, Y., &; Heiler, S. (2000). Locally weighted autoregression. In H.-J. Vosgerau (Ed.), Institutional Arrangements for Global Economic Integration (pp. 371--388).
LibreCat: /record/4651

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

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.
LibreCat: /record/4604

Heiler, S., &; Feng, Y. (1998). A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics, 9(1), 1–21.
LibreCat: /record/4626

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.
LibreCat: /record/4632