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
Norwood, Ben; Killick, Rebecca Long memory and changepoint models: a spectral classification procedure. (English) Zbl 1384.62293 Stat. Comput. 28, No. 2, 291-302 (2018). MSC: 62M10 42C40 62P05 62M15 PDFBibTeX XMLCite \textit{B. Norwood} and \textit{R. Killick}, Stat. Comput. 28, No. 2, 291--302 (2018; Zbl 1384.62293) Full Text: DOI
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
Cardinali, Alessandro Local covariance estimation using costationarity. (English) Zbl 1332.62313 Akritas, Michael G. (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). Springer Proceedings in Mathematics & Statistics 74, 53-60 (2014). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Cardinali}, Springer Proc. Math. Stat. 74, 53--60 (2014; Zbl 1332.62313) Full Text: DOI Link
Killick, R.; Eckley, I. A.; Jonathan, P. A wavelet-based approach for detecting changes in second order structure within nonstationary time series. (English) Zbl 1337.62269 Electron. J. Stat. 7, 1167-1183 (2013). MSC: 62M10 42C40 62M07 62P12 PDFBibTeX XMLCite \textit{R. Killick} et al., Electron. J. Stat. 7, 1167--1183 (2013; Zbl 1337.62269) Full Text: DOI Euclid
Fryzlewicz, Piotr; Oh, Hee-Seok Thick pen transformation for time series. (English) Zbl 1226.62077 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 499-529 (2011). MSC: 62M10 62A09 62M07 62E20 PDFBibTeX XMLCite \textit{P. Fryzlewicz} and \textit{H.-S. Oh}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 499--529 (2011; Zbl 1226.62077) Full Text: DOI Link