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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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Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals


Mar 15, 2017
Adam M. Sykulski, Sofia C. Olhede, Jonathan M. Lilly, Jeffrey J. Early

* IEEE Transactions on Signal Processing, 2017 
* To appear in IEEE Transactions on Signal Processing 

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