| Trend locally stationary wavelet processes ET McGonigle, R Killick, MA Nunes Journal of Time Series Analysis 43 (6), 895-917, 2022 | 6 | 2022 |
| Nonparametric data segmentation in multivariate time series via joint characteristic functions ET McGonigle, H Cho arXiv preprint arXiv:2305.07581, 2023 | 3 | 2023 |
| Modelling time-varying first and second-order structure of time series via wavelets and differencing ET McGonigle, R Killick, MA Nunes Electronic Journal of Statistics 16 (2), 4398-4448, 2022 | 3 | 2022 |
| Detecting changes in mean in the presence of time‐varying autocovariance ET McGonigle, R Killick, MA Nunes Stat 10 (1), e351, 2021 | 2 | 2021 |
| Robust multiscale estimation of time-average variance for time series segmentation ET McGonigle, H Cho Computational Statistics & Data Analysis 179, 107648, 2023 | 1 | 2023 |
| CptNonPar: Nonparametric Change Point Detection for Multivariate Time Series ET McGonigle, H Cho | | 2023 |
| Subspace Change-Point Detection via Low-Rank Matrix Factorisation ET McGonigle, H Peng arXiv preprint arXiv:2110.04044, 2021 | | 2021 |
| Wavelet Methods for Locally Stationary Time Series ET McGonigle PQDT-Global, 2020 | | 2020 |
Rebecca KillickLancaster UniversityAdresse e-mail validée de lancs.ac.uk
