Items where Author is "McGonigle, Euan"

McGonigle, Euan and Killick, Rebecca and Nunes, Matthew (2022) Trend Locally Stationary Wavelet Processes. Journal of Time Series Analysis, 43 (6). pp. 895-917. ISSN 0143-9782

McGonigle, Euan and Killick, Rebecca and Nunes, Matthew (2022) Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing. Electronic Journal of Statistics, 16 (2). ISSN 1935-7524

McGonigle, Euan and Killick, Rebecca and Nunes, Matthew (2021) Detecting changes in mean in the presence of time-varying autocovariance. Stat, 10 (1): e351. ISSN 2049-1573

McGonigle, Euan and Killick, Rebecca and Nunes, Matthew (2020) Wavelet methods for locally stationary time series. PhD thesis, Lancaster University.