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
Boubaker, Heni A generalized ARFIMA model with smooth transition fractional integration parameter. (English) Zbl 1499.62300 J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{H. Boubaker}, J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018; Zbl 1499.62300) Full Text: DOI
Bortoluzzo, Adriana B.; Morettin, Pedro A.; Toloi, Clelia M. C. Time-varying autoregressive conditional duration model. (English) Zbl 1511.62211 J. Appl. Stat. 37, No. 5, 847-864 (2010). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{A. B. Bortoluzzo} et al., J. Appl. Stat. 37, No. 5, 847--864 (2010; Zbl 1511.62211) Full Text: DOI
Mondal, Debashis; Percival, Donald B. Wavelet variance analysis for gappy time series. (English) Zbl 1432.62309 Ann. Inst. Stat. Math. 62, No. 5, 943-966 (2010). MSC: 62M10 60F05 62M15 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{D. B. Percival}, Ann. Inst. Stat. Math. 62, No. 5, 943--966 (2010; Zbl 1432.62309) Full Text: DOI
Refinetti, Roberto Non-stationary time series and the robustness of circadian rhythms. (English) Zbl 1439.92025 J. Theor. Biol. 227, No. 4, 571-581 (2004). MSC: 92B25 PDFBibTeX XMLCite \textit{R. Refinetti}, J. Theor. Biol. 227, No. 4, 571--581 (2004; Zbl 1439.92025) Full Text: DOI