@inbook{4631,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  booktitle    = {{Econometrics in Theory and Practice}},
  isbn         = {{9783642470295}},
  pages        = {{101--117}},
  publisher    = {{Physica-Verlag HD}},
  title        = {{{Locally Weighted Autoregression}}},
  doi          = {{10.1007/978-3-642-47027-1_10}},
  year         = {{2012}},
}