Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

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Locally Stationary Processes (2011, methodology): “We mention that Paparoditis (2009, 2010) has given two different solutions of this testing problem.”
Detection of Multiple Structural Breaks in Multivariate Time Series (2013, result): “Therefore similar arguments as in Paparoditis (2010) indicate that the bootstrap test has asymptotic level α ifN/T → 0.”
An updated review of Goodness-of-Fit tests for regression models (2013, background): “There are also some further works on GoF tests in the spectral domain as Sergides and Paparoditis (2007, 2009), Paparoditis (2009, 2010).”
Detecting gradual changes in locally stationary processes (2013, unknown): “structure of a locally stationary process is stable over time. Most of these tests for second-order stationarity are based on comparing a local spectral density with a global version; see Paparoditis [22, 23], Dette et al. [8] and Preuˇ et al. [24] among others. A Portmanteau-type test has been cons”
A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (2011, methodology): “For the alternatives (4.6)–(4.8) the power of the new test can now be compared with the power of the test proposed by Paparoditis (2010) for checking stationarity.”