67 citations · 194 across the 24 of their papers we have counts for
Showing 2015Show all
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stat.ME2015★ 28 cited
A Widely Linear Complex Autoregressive Process of Order One
Adam M. Sykulski, Sofia C. Olhede, Jonathan M. Lilly
We propose a simple stochastic process for modeling improper or noncircular complex-valued signals. The process is a natural extension of a complex-valued autoregressive process, e…
stat.ME2015
A Power Variance Test for Nonstationarity in Complex-Valued Signals
Thomas E. Bartlett, Adam M. Sykulski, Sofia C. Olhede +2
We propose a novel algorithm for testing the hypothesis of nonstationarity in complex-valued signals. The implementation uses both the bootstrap and the Fast Fourier Transform such…