14 citations · 24 across the 7 of their papers we have counts for
8 papers · 1 filter
The Whittle likelihood for mixed models with application to groundwater level time series
Jakub J. Pypkowski, Adam M. Sykulski, James S. Martin +1
Understanding the processes that influence groundwater levels is crucial for forecasting and responding to hazards such as groundwater droughts. Mixed models, which combine a fixed…
Causal tail coefficient for compound extremes in multivariate time series
Cathy Yin, Adam M. Sykulski, Almut E. D. Veraart
Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are…
Isotropy testing in spatial point patterns: nonparametric versus parametric replication under misspecification
Jakub J. Pypkowski, Adam M. Sykulski, James S. Martin
Several hypothesis testing methods have been proposed to validate the assumption of isotropy in spatial point patterns. A majority of these methods are characterised by an unknown…
Bias correction of quadratic spectral estimators
Lachlan Astfalck, Adam Sykulski, Edward Cripps
The three cardinal, statistically consistent, families of non-parametric estimators to the power spectral density of a time series are lag-window, multitaper and Welch estimators.…
Debiasing Welch's Method for Spectral Density Estimation
Lachlan C. Astfalck, Adam M. Sykulski, Edward J. Cripps
Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping seg…
Identifying and Responding to Outlier Demand in Revenue Management
Nicola Rennie, Catherine Cleophas, Adam M. Sykulski +1
Revenue management strongly relies on accurate forecasts. Thus, when extraordinary events cause outlier demand, revenue management systems need to recognise this and adapt both for…