Data-driven local polynomial for the trend and its derivatives in economic time series
Y. Feng, T. Gries, M. Fritz, Journal of Nonparametric Statistics (2020) 510–533.
LibreCat: /record/17072
DOI: 10.1080/10485252.2020.1759598

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