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Picture for Arthur P. Guillaumin

Efficient Parameter Estimation of Sampled Random Fields

Jul 15, 2019
Arthur P. Guillaumin, Adam M. Sykulski, Sofia C. Olhede, Frederik J. Simons

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The De-Biased Whittle Likelihood

Sep 12, 2018
Adam M. Sykulski, Sofia C. Olhede, Arthur P. Guillaumin, Jonathan M. Lilly, Jeffrey J. Early

* To appear shortly in Biometrika. Full published version includes extensions of theory to non-Gaussian processes, and new simulation examples with an AR(4) and non-Gaussian process 

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