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Tong, Howell and Cheng, Bing (1998) K-stationarity and wavelets. Journal of Statistical Planning and Inference, 68 (1). pp. 129-144. ISSN 0378-3758
Cheng, Bing and Robinson, Peter (1991) Density estimation in strongly dependent non-linear time series. Statistica Sinica, 1 (2). pp. 335-359. ISSN 1017-0405
Cheng, Bing and Tong, Howell (2008) Asset pricing: a structural theory and its applications. World Scientific (Firm), London, UK. ISBN 9789812704559