21 citations · 39 across the 12 of their papers we have counts for
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math.ST2023
Continuous Time Locally Stationary Wavelet Processes
Henry Antonio Palasciano, Marina I. Knight, Guy P. Nason
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for i…
math.ST2020★ 14 cited
The Local Partial Autocorrelation Function and Some Applications
Rebecca Killick, Marina I. Knight, Guy P. Nason +1
The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many t…