Simulation Study Comparing Two Tests of Second-order Stationarity and   Confidence Intervals for Localized Autocovariance
  This report compares two tests of second-order stationarity through simulation. It also provides several examples of localised autocovariances and their approximate confidence intervals on different real and simulated data sets. An empirical verification of an asymptotic Gaussianity result is also demonstrated. The commands use to produce figures in a companion paper are also described. 
Guy Nason
stat.ME