Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Nelson, J. D. B.; Gibberd, A. J.; Nafornita, C.; Kingsbury, N. The locally stationary dual-tree complex wavelet model. (English) Zbl 1430.62214 Stat. Comput. 28, No. 6, 1139-1154 (2018). MSC: 62M40 42C40 PDFBibTeX XMLCite \textit{J. D. B. Nelson} et al., Stat. Comput. 28, No. 6, 1139--1154 (2018; Zbl 1430.62214) Full Text: DOI
Richard, Alexandre; Orio, Patricio; Tanré, Etienne An integrate-and-fire model to generate spike trains with long-range dependence. (English) Zbl 1402.92110 J. Comput. Neurosci. 44, No. 3, 297-312 (2018). MSC: 92C20 PDFBibTeX XMLCite \textit{A. Richard} et al., J. Comput. Neurosci. 44, No. 3, 297--312 (2018; Zbl 1402.92110) Full Text: DOI arXiv
Cardinali, Alessandro; Nason, Guy P. Practical powerful wavelet packet tests for second-order stationarity. (English) Zbl 1387.62099 Appl. Comput. Harmon. Anal. 44, No. 3, 558-583 (2018). MSC: 62M10 42C40 62M15 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, Appl. Comput. Harmon. Anal. 44, No. 3, 558--583 (2018; Zbl 1387.62099) Full Text: DOI Link
Cardinali, Alessandro; Nason, Guy P. Locally stationary wavelet packet processes: basis selection and model fitting. (English) Zbl 1360.62444 J. Time Ser. Anal. 38, No. 2, 151-174 (2017). MSC: 62M09 62M10 62M15 65T60 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, J. Time Ser. Anal. 38, No. 2, 151--174 (2017; Zbl 1360.62444) Full Text: DOI