Cai, Zongwu (2003). “Trending Time-Varying Coefficient Models With Serially Correlated Errors,” SFB 373 Discussion Paper.

Cai, Zongwu, Fan, Jianqing and Qiwei Yao (2000). “Functional-coefficient regression models for nonlinear time series,” Journal of the American Statistical Association, 95, 941–956.

Chen, Rong, and Ruey S. Tsay (1993). “Functional-coefficient autoregressive models,” Journal of the American Statistical Association, 88, 298–308.

Davison, A. C. and D. V. Hinkley (1997). Bootstrap Methods and Their Applications, Cambridge: Cambridge University Press.

Fan, Jianqing and Irene Gijbels (1995a). “Adaptive order polynomial fitting: Bandwidth robustification and bias reduction,” Journal of the Computational and Graphical Statistics, 4, 213–227.

Fan, Jianqing and Irene Gijbels (1995b). “Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation,” Journal of the Royal Statistical Society: Series B (Methodological), 57, 371–394.

Fan, Jianqing and Irene Gijbels (1996). Local Polynomial Modelling and its Applications, London: Chapman & Hall.

Fan, Jianqing and Qiwei Yao (2003). Nonlinear Time Series, New York: Springer.

Fan, Jianqing and Wenyang Zhang (2008a). “Simultaneous confidence bands and hypothesis testing in varying-coefficient models,” Scandanavian Journal of Statistics, 27, 715–731.

Fan, Jianqing and Wenyang Zhang (2008b). “Statistical methods with varying coefficient models,” Statistics and Its Interface, 1, 179–195.

Härdle, Wolfgang (1991). Smoothing Techniques with Implementation in S, New York: Springer Verlag.

Harvill, Jane L. and Bonnie K. Ray (2005). “A note on multi-step forecasting with functional coefficient autoregressive models,” International Journal of Forecasting, 21, 721–727.

Hastie, Trevor J. and Robert J. Tibshirani (1990). Generalized Additive Models. London: Chapman & Hall.

Huang, Jianhua Z. and Haipeng Shen (2004). “Functional coefficient regression models for non-linear time series: A polynomial spline approach,” Scandinavian Journal of Statistics, 31, 515–534.

Huang, Jianhua Z. and Haipeng Shen (2004). “Functional coefficient regression models for non-linear time series: A polynomial spline approach,” Scandinavian Journal of Statistics, 31, 515–534.

Marron, J. S. and D. Nolan (1989). “Canonical Kernels for Density Estimation,” Statistics and Probability Letters, 7, 191–195.

Zhang, Wenyang and Sik-Yum Lee (2000). “Variable bandwidth selection in varying-coefficient models,” Journal of Multivariate Analysis, 74, 116–134.