A Measure of Stationarity in Locally Stationary Processes With Applications to Testing

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A test for second order stationarity of a multivariate time series (2015, background): “…of Statistics, Texas A&M University, College Station, Texas 77845, USA, suhasini@stat.tamu.edu (corresponding author) von Sachs and Neumann (1999), Paparaditis (2009, 2010), Dwivedi and Subba Rao (2011), Dette, Preuss, and Vetter (2011), Lei, Wang, and Wang (2012) and Jentsch (2012).”
Testing for stationarity of functional time series in the frequency domain (2017, methodology): “Dette et al. (2011) and Preuß et al. (2013) developed methods to derive both a measure of and a test for stationarity in locally stationary time series, the latter authors basing their method on empirical process theory.”
Detecting gradual changes in locally stationary processes (2013, methodology): “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 constructed in Dwivedi &amp”