@article{4624,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{1350-7265}},
  journal      = {{Bernoulli}},
  number       = {{5}},
  publisher    = {{JSTOR}},
  title        = {{{Local Polynomial Estimation with a FARIMA-GARCH Error Process}}},
  doi          = {{10.2307/3318539}},
  volume       = {{7}},
  year         = {{2007}},
}

@book{4652,
  editor       = {{Ng, Pin and Yu, Keming and Feng, Yuanhua}},
  title        = {{{Special Issue: Quantile Regression}}},
  volume       = {{7}},
  year         = {{2007}},
}

@article{4615,
  author       = {{Feng, Yuanhua}},
  issn         = {{0266-4666}},
  journal      = {{Econometric Theory}},
  number       = {{03}},
  publisher    = {{Cambridge University Press (CUP)}},
  title        = {{{SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE}}},
  doi          = {{10.1017/s0266466604203061}},
  volume       = {{20}},
  year         = {{2004}},
}

@book{4630,
  author       = {{Feng, Yuanhua}},
  title        = {{{Non- and Semiparametric Regression with Fractional Time Series Errors}}},
  year         = {{2004}},
}

@inbook{4634,
  author       = {{Heiler, Siegfried and Feng, Yuanhua}},
  booktitle    = {{Zeitreihenanalyse in der empirischen Wirtschaftsforschung}},
  editor       = {{Metz, Rainer and Lösch, Manfred and Edel, Klaus}},
  pages        = {{67 -- 81}},
  publisher    = {{Lucius & Lucius}},
  title        = {{{A robust data-driven version of the Berlin Method}}},
  year         = {{2004}},
}

@article{4617,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{0167-9473}},
  journal      = {{Computational Statistics & Data Analysis}},
  number       = {{2}},
  pages        = {{393--419}},
  publisher    = {{Elsevier BV}},
  title        = {{{SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity}}},
  doi          = {{10.1016/s0167-9473(02)00007-5}},
  volume       = {{40}},
  year         = {{2002}},
}

@article{4620,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{1061-8600}},
  journal      = {{Journal of Computational and Graphical Statistics}},
  number       = {{3}},
  pages        = {{690--713}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties}}},
  doi          = {{10.1198/106186002420}},
  volume       = {{11}},
  year         = {{2002}},
}

@article{4621,
  author       = {{Heiler, Siegfried and Feng, Yuanhua}},
  issn         = {{0378-3758}},
  journal      = {{Journal of Statistical Planning and Inference}},
  number       = {{2}},
  pages        = {{351--363}},
  publisher    = {{Elsevier BV}},
  title        = {{{Data-driven decomposition of seasonal time series}}},
  doi          = {{10.1016/s0378-3758(00)00187-7}},
  volume       = {{91}},
  year         = {{2002}},
}

@article{4623,
  author       = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp}},
  issn         = {{0169-2070}},
  journal      = {{International Journal of Forecasting}},
  number       = {{2}},
  pages        = {{227--241}},
  publisher    = {{Elsevier BV}},
  title        = {{{On robust local polynomial estimation with long-memory errors}}},
  doi          = {{10.1016/s0169-2070(01)00155-8}},
  volume       = {{18}},
  year         = {{2002}},
}

@article{4635,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  journal      = {{The Annals of the Institute of Statistical Mathematics}},
  number       = {{2}},
  pages        = {{291 -- 311}},
  title        = {{{Local polynomial fitting with long-memory, short-memory and antipersistent errors}}},
  volume       = {{54}},
  year         = {{2002}},
}

@article{4637,
  author       = {{Heiler, Siegfried and Feng, Yuanhua}},
  issn         = {{0378-3758}},
  journal      = {{Journal of Statistical Planning and Inference}},
  number       = {{2}},
  pages        = {{351--363}},
  publisher    = {{Elsevier BV}},
  title        = {{{Data-driven decomposition of seasonal time series}}},
  doi          = {{10.1016/s0378-3758(00)00187-7}},
  volume       = {{91}},
  year         = {{2002}},
}

@techreport{4661,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  title        = {{{Recent developments in non- and semiparametric models with fractional time series errors}}},
  year         = {{2002}},
}

@article{4653,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  journal      = {{Statistical Review (Revista de Estatistica)}},
  pages        = {{125 -- 128}},
  title        = {{{A semiparametric fractional autoregressive model}}},
  volume       = {{2}},
  year         = {{2001}},
}

@techreport{4662,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  title        = {{{Supplement to the paper "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties" - Detailed simulation results}}},
  year         = {{2001}},
}

@article{4636,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  issn         = {{0043-6143}},
  journal      = {{Wirtschaft und Statistik}},
  pages        = {{786 -- 795}},
  title        = {{{Eine robuste datengesteuerte Version des Berliner-Verfahrens}}},
  year         = {{2000}},
}

@inbook{4651,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  booktitle    = {{Institutional Arrangements for Global Economic Integration}},
  editor       = {{Vosgerau, Hans-Jürgen}},
  isbn         = {{9780333748800}},
  pages        = {{371----388}},
  title        = {{{Locally weighted autoregression}}},
  year         = {{2000}},
}

@book{4629,
  author       = {{Feng, Yuanhua}},
  title        = {{{Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition}}},
  year         = {{1999}},
}

@inbook{4604,
  author       = {{Abberger, Klaus and Feng, Yuanhua and Heiler, Siegfried}},
  booktitle    = {{Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. }},
  editor       = {{Bol, Georg and Nakhaeizadeh ,  Gholamreza and Vollmer, Karl-Heinz}},
  pages        = {{1--16}},
  publisher    = {{Physica-Verlag HD}},
  title        = {{{Nonparametric Smoothing and Quantile Estimation in Time Series}}},
  year         = {{1998}},
}

@article{4626,
  author       = {{Heiler, Siegfried and Feng, Yuanhua}},
  journal      = {{Journal of Nonparametric Statistics}},
  number       = {{1}},
  pages        = {{1--21}},
  publisher    = {{Informa UK Limited}},
  title        = {{{A simple root n bandwidth selector for nonparametric regression}}},
  volume       = {{9}},
  year         = {{1998}},
}

@inbook{4632,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  booktitle    = {{Econometrics in Theory and Practice}},
  editor       = {{Galata, Robert and Küchenhoff, Helmut}},
  pages        = {{101--117}},
  publisher    = {{Physica-Verlag HD}},
  title        = {{{Locally Weighted Autoregression}}},
  year         = {{1998}},
}