SPG

Code to accompany papers from the Stochastic Processes Group

Please click on the folder for the relevant paper for more information and for links to download code

Name		Name	Last commit message	Last commit date
Latest commit History 43 Commits
A Power Variance Test for Nonstationarity in Complex-Valued Signals		A Power Variance Test for Nonstationarity in Complex-Valued Signals
A Widely Linear Complex Autoregressive Process of Order One		A Widely Linear Complex Autoregressive Process of Order One
Analysis Of Nonstationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements		Analysis Of Nonstationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements
Exact Simulation of Noncircular or Improper Complex-Valued Stationary Gaussian Processes using Circulant Embedding		Exact Simulation of Noncircular or Improper Complex-Valued Stationary Gaussian Processes using Circulant Embedding
Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals		Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals
Lagrangian Time Series Models for Ocean Surface Drifter Trajectories		Lagrangian Time Series Models for Ocean Surface Drifter Trajectories
The de-biased Whittle likelihood		The de-biased Whittle likelihood
README.md		README.md

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