Bandwidth selection for the local polynomial estimator under dependence: A simulation study. - Mario Francisco-Fernández; Juan M. Vilar-Fernández (Comput. Stat., 2005)

Nonparametric Forecasting in Time Series - A Comparative Study. - Juan M. Vilar-Fernández; Ricardo Cao (Commun. Stat. Simul. Comput., 2007)

Two tests for heteroscedasticity in nonparametric regression. - Mario Francisco-Fernández; Juan M. Vilar-Fernández (Comput. Stat., 2009)