Costationarity of Locally Stationary Time Series Usingcostat

Alessandro Cardinali, Guy Nason
2013 Journal of Statistical Software  
Suggests parallel Description Contains functions that can determine whether a time series is second-order stationary or not (and hence evidence for locally stationarity). Given two non-stationary series (i.e. locally stationary series) this package can then discover time-varying linear combinations that are second-order stationary. License GPL (>= 2) NeedsCompilation no Repository CRAN
doi:10.18637/jss.v055.i01 fatcat:6vwdi4dvtbdvlamptpyueg7ogm