To cite the 'locits' package in publications use:
Guy Nason (2025). locits: Tests of stationarity and localized autocovariance.R package version 1.7.8.
Nason, G.P. (2013) A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series. Journal of the Royal Statistical Society, Series B 75:879--904
Corresponding BibTeX entries:
@Manual{,
title = {locits: Tests of stationarity and localized
autocovariance},
author = {Guy Nason},
year = {2025},
note = {R package version 1.7.8},
}
@Article{,
title = {A test for second-order stationarity and approximate
confidence intervals for localized autocovariances for locally
stationary time series},
author = {{G. P. Nason}},
journal = {Journal of the Royal Statistical Society, Series B},
volume = {75},
year = {2013},
pages = {879--904},
doi = {10.1111/rssb.12015},
}