2002
[1]
2003
[2]
[3]
[4]
2004
[5] Olhede, S. C. and Walden, A.T. The Hilbert Spectrum
via Wavelet Projections. Proc. R. Soc. Lond. A., 460, 955-75.
[6] Olhede, S. C., McCoy E. J. and Stephens D. A. Large
Sample Properties of the Periodogram Estimator of Seasonally Persistent
Processes, Biometrika, 91, 613-628.
[7] Olhede, S. C. Discussion on the meeting on
‘Statistical Inverse Problems’. J. Roy. Stat. Soc. B, 66(3), 643.
[8] Olhede, S. C. and Walden, A.T. `Analytic’ wavelet
thresholding, Biometrika, 91, 955-973.
2005
[9] Olhede, S. C. and Walden, A.T. Wavelet denoising for signals in quadrature. Integrated
Computer-Aided Engineering., 12(1), 109-17.
[10]
Olhede, S. C. and Walden, A.T. A generalized demodulation
approach to time-frequency projections for multicomponent signals. Proc.
R. Soc. Lond. A, 461, 2159-79.
[11]
Olhede, S. C. and Walden, A.T. Local Directional Denoising.
IEEE Trans. Signal Processing, 53,
4725-30.
[12] Metikas, G. and Olhede, S. C. Multiple wavelet
analysis of amplitude/frequency modulated images. 5th IEEE
International Symposium on Signal Processing and Information Technology, 18 -
21 December 2005, Greece, Athens, IEEE, 2005, Pages: 284 - 288, ISBN:
0-7803-9314-7 ( publication
)
2006
[13] Olhede, S. C. and Metikas,
G. Multiple Wavelet Coherence Analysis of Images. In: Dougherty ER, Astola JT, Egiazarian KO, editor,
Proceedings of SPIE. Image Processing: Algorithms and Systems, Neural
Networks, and Machine Learning, SPIE, 2006, Pages: 31 - 42, ISBN:
0-8194-6104-0 (publication )
[14] Olhede, S. C. On
Probability Density Functions for Complex Variables. IEEE
Transactions on Information Theory, 52, 1212-17.
[15]
Olhede, S. C. Hyperanalytic Thresholding,
IEEE International Conference on Image Processing, 8-11 October 2006,
Atlanta, GA, USA, 4 page conference proceeding contribution.
2007
[16] Metikas, G. and Olhede,
S. C. Multiple Multidimensional Morse Wavelets. IEEE
Transactions on Signal Processing, 55, 921—936. Earlier version
available at: http://arxiv.org/abs/math.ST/0511324 .
[17] Olhede, S. C. Hyperanalytic Denoising.
IEEE Transactions on Image Processing, 16, 1522—1537.
Earlier version available at: http://arxiv.org/abs/math.ST/0606243 .
[18] Olhede S. C. and Lilly J. Multiscale Inference of Lagrangian
Turbulence, Proceedings of the ISI.
[19] McCoy E. J., Olhede S. and Stephens D. A.
Non-Regular Likelihood Inference for Seasonally Persistent Procecsses
Statistics section technical report TR-07-05. Version
available at: http://arxiv.org/abs/0709.0139 .
2008
[20] Olhede, S. C. Localisation
of Geometric Anisotropy. IEEE Transactions on Signal Processing, 56, 2133—2138.
Statistics section technical report TR-07-01. Version available at: http://arxiv.org/abs/math.ST/0702284
[21] Olhede, S. and Whitcher
B., A statistical framework to characterise
microstructure in high angular resolution diffusion imaging, Biomedical
Imaging: From Nano to Macro, 2008. ISBI 2008. 5th IEEE International Symposium
on
14-17 May 2008 Page(s): 899 – 902.
[22] Hindberg,
H.; Hanssen, A.; Olhede, S.C., Thresholding
the ambiguity function Acoustics, Speech and Signal Processing, 2008.
ICASSP 2008. IEEE International Conference on
March 31 2008-April 4 2008 Page(s):3773
– 3776
2009
[23] Lilly J. and Olhede S. C. Higher Order Properties
of Analytic Wavelet (or On the Design of Optimal Analytic Wavelets), Department
of Statistical Science Reseach Report 289. Older
version available at http://arxiv.org/abs/0802.2377 . Appeared in IEEE
Transactions on Signal Processing , 57, Page(s):146 –
160.
[24] Olhede S and Metikas G.
The Monogenic Wavelet Transform, Appeared in IEEE Transactions on Signal
Processing, 57, Pages: 3426-3441 . Based on material
from the technical report Olhede, S. C. and Metikas,
G. The Hyperanalytic Wavelet
Transform. Statistics section technical report TR-06-02, available at: http://arxiv.org/abs/math.ST/0605623 .
[25] Olhede S. C., Sykulski
A. and Pavliotis G. Frequency Domain Estimation of
Integrated Volatility for Itô Processes in the
Presence of Market-Microstructure Noise, Department of Statistical Science Reseach Report 290. Version available at http://arxiv.org/abs/0803.0392 Multiscale
Modeling and Simulation, 8, 393 – 427. Final version.
[26] J. M. Lilly and S. C. Olhede.
2009. Wavelet ridge estimation of jointly modulated multivariate oscillations.
43rd Asilomar Conference on Signals, Systems, and
Computers, 452--456. Refereed conference proceedings paper.
2010
[27] Lilly J. and Olhede S. C. Bivariate Instantaneous
Frequency and Bandwidth, IEEE Transactions on Signal Processing, 58, 591—603. http://arxiv.org/abs/0902.4111 .
[28] Hindberg H. and Olhede
S. C. Estimation of Ambiguity Functions with Limited Spread. Research
Report 293. Reduced graphics version available http://arxiv.org/abs/0804.1038 . IEEE Transactions
on Signal Processing, 58, 2383—2388.
[29] Yip, W., Stephens D. A. and Olhede, S. C. The explicit chaotic representation of the powers of increments of
Levy Processes. Statistics section technical report TR-07-04, available
at: http://arxiv.org/abs/0706.1698 , published in Stochastics, 82, 257–290.
[30] J. Lilly and S. C. Olhede.
2010. On the Analytic Wavelet Transform, IEEE Transactions on Information
Theory, 56, 4135–4156, Statistics section technical report TR-07-02. Version
available at: http://arxiv.org/abs/0711.3834
[31] Yip, W, Stephens D. A. and
Olhede, S. C. Hedging strategies and minimal variance portfolios for European
and exotic options in a Levy market. Available at http://arxiv.org/abs/0801.4941 , Mathematical Finance, 20, 617—646.
2011
[32] Olhede, S. and Whitcher B. Non-Parametric Tests of Structure for High
Angular Resolution Diffusion Imaging in Q-Space. Annals
of Applied Statistics, 5, 1293-1327.
[33] Fabrizi, L., Slater, R., Worley, A., Meek, J., Boyd, S., Olhede, S.,
Fitzgerald, M (shared last author). A shift in sensory processing which
enables the developing human brain to discriminate touch from pain, 21,
1552-1558, Current Biology, 2011.
[34] Lilly, J. M., R. K. Scott, and
S. C. Olhede (2011). Extracting waves and vortices from Lagrangian trajectories. Geophysical
Research Letters, 38, L23605.