Results for Whittle likelihood

Publications & Outputs

Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements
Guillaumin, A. P., Sykulski, A. M., Olhede, S. C., Early, J. J. & Lilly, J. M., 09/2017, In: Journal of Time Series Analysis. 38, 5, p. 668-710 43 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise
Olhede, S. C., Sykulski, A. M. & Pavliotis, G. A., 2009, In: Multiscale Modeling and Simulation. 8, 2, p. 393-427 35 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review