Items where Author is "Olhede, Sofia Charlotta"

Journal Article

Sykulski, Adam and Olhede, Sofia Charlotta and Sykulska-Lawrence, Hanna (2022) The elliptical Ornstein–Uhlenbeck process. Statistics and Its Interface, 16 (1). pp. 133-146. ISSN 1938-7989

Lunagomez Coria, Simon and Olhede, Sofia Charlotta and Wolfe, Patrick (2021) Modeling Network Populations via Graph Distances. Journal of the American Statistical Association, 116 (536). pp. 2023-2040. ISSN 0162-1459

Sykulski, Adam M. and Olhede, Sofia Charlotta and Lilly, Jonathan M. and Early, Jeffrey J. (2017) Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals. IEEE Transactions on Signal Processing, 65 (12): 7884990. pp. 3136-3151. ISSN 1053-587X

Contribution to Conference

Sykulski, Adam and Olhede, Sofia Charlotta and Pavliotis, G. A. (2008) High frequency variability and microstructure bias. In: Inference and Estimation in Probabilistic Time Series Models, 2008-06-16 - 2008-06-20.