High dimensional changepoint detection with a dynamic graphical lasso. - Alexander J. Gibberd; James D. B. Nelson (ICASSP, 2014)

Estimating multiresolution dependency graphs within the stationary wavelet framework. - Alexander J. Gibberd; James D. B. Nelson (GlobalSIP, 2015)

Estimating Dynamic Graphical Models from Multivariate Time-series Data. - Alexander J. Gibberd; James D. B. Nelson (AALTD@PKDD/ECML, 2015)

Estimating Dynamic Graphical Models from Multivariate Time-Series Data: Recent Methods and Results. - Alexander J. Gibberd; James D. B. Nelson (AALTD@PKDD/ECML (Revised Selected Papers), 2015)

The Time-Varying Dependency Patterns of NetFlow Statistics. - Alexander J. Gibberd; Marina Evangelou; James D. B. Nelson (ICDM Workshops, 2016)

Introducing the locally stationary dual-tree complex wavelet model. - James D. B. Nelson; Alexander J. Gibberd (ICIP, 2016)

Regularised estimation of 2D-locally stationary wavelet processes. - Alexander J. Gibberd; James D. B. Nelson (SSP, 2016)

Temporally Smoothed Wavelet Coherence for Multivariate Point-Processes and Neuron-Firing. - Alex J. Gibberd; Edward A. K. Cohen (ACSSC, 2018)

The locally stationary dual-tree complex wavelet model. - James D. B. Nelson; Alexander J. Gibberd; Corina Nafornita; Nick G. Kingsbury (Stat. Comput., 2018)

Identifying Metering Hierarchies with Distance Correlation and Dominance Constraints. - Tak-Shing T. Chan; Alex J. Gibberd (ICMLA, 2022)

The sparse dynamic factor model: a regularised quasi-maximum likelihood approach. - Luke Mosley; Tak-Shing T. Chan; Alex J. Gibberd (Stat. Comput., 2024)

Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix. - Tak-Shing T. Chan; Alexander J. Gibberd (Comput. Stat. Data Anal., 2025)

Disaggregating Time-Series with Many Indicators: An Overview of the DisaggregateTS Package. - Luke Mosley; Kaveh Salehzadeh Nobari; Giuseppe Brandi; Alexander J. Gibberd (R J., 2025)