Filtered Log-Periodogram Regression of Long Memory Processes
Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.