Items where Author is "McGonigle, Euan"

Journal Article

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

Thesis

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