On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat: /record/4592
DOI: 10.1080/00949655.2015.1107908

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