Edit Profile (opens in new tab) Olhede, Sofia Charlotta Co-Author Distance Author ID: olhede.sofia-charlotta Published as: Olhede, Sofia C.; Olhede, S. C.; Olhede, S.; Olhede, Sofia Charlotta; Olhede, Sofia more...less External Links: MGP · Wikidata Documents Indexed: 44 Publications since 2002, including 8 Additional arXiv Preprints Co-Authors: 25 Co-Authors with 41 Joint Publications 584 Co-Co-Authors all top 5 Co-Authors 3 single-authored 10 Wolfe, Patrick J. 9 Lilly, Jonathan M. 7 Walden, Andrew T. 6 Sykulski, Adam M. 3 Early, Jeffrey J. 3 Maugis, Pierre-André G. 3 Stephens, David A. 2 Guillaumin, Arthur P. 2 Metikas, Georgios 2 Yip, Wing Yan 1 Chandna, Swati 1 Hindberg, Heidi 1 Janson, Svante 1 Lunagómez, Simón 1 Martin, James S. 1 McCoy, Emma J. 1 Murrell, David J. 1 Ombao, Hernando C. 1 Priebe, Carey E. 1 Ramirez, David M. 1 Schreier, Peter J. 1 Skeja, Anda 1 Sykulska-Lawrence, Hanna 1 Verdeyme, Arthur 1 Whitcher, Brandon all top 5 Serials 13 IEEE Transactions on Signal Processing 4 Biometrika 4 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 3 IEEE Transactions on Information Theory 1 Scandinavian Journal of Statistics 1 Journal of the American Statistical Association 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Mathematical Finance 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Multiscale Modeling & Simulation 1 Stochastics 1 The Annals of Applied Statistics 1 Statistics and Its Interface 1 Journal of Computational and Graphical Statistics 1 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Fields 21 Statistics (62-XX) 21 Information and communication theory, circuits (94-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 6 Probability theory and stochastic processes (60-XX) 5 Combinatorics (05-XX) 3 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Abstract harmonic analysis (43-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 111 times in 81 Documents Cited by ▼ Year ▼ The Hilbert spectrum via wavelet projections. Zbl 1109.42011 Olhede, S.; Walden, A. T. 12 2004 The monogenic wavelet transform. Zbl 1391.94350 Olhede, Sofia C.; Metikas, Georgios 12 2009 Generalized Morse wavelets as a superfamily of analytic wavelets. Zbl 1393.94334 Lilly, Jonathan M.; Olhede, Sofia C. 10 2012 Generalized Morse wavelets. Zbl 1369.94247 Olhede, Sofia C.; Walden, Andrew T. 10 2002 Frequency domain estimation of integrated volatility for Itô processes in the presence of market-microstructure noise. Zbl 1190.62182 Olhede, S. C.; Sykulski, A. M.; Pavliotis, G. A. 8 2010 On the analytic wavelet transform. Zbl 1366.42036 Lilly, Jonathan M.; Olhede, Sofia C. 7 2010 The debiased Whittle likelihood. Zbl 1454.62094 Sykulski, Adam M.; Olhede, Sofia C.; Guillaumin, Arthur P.; Lilly, Jonathan M.; Early, Jeffrey J. 6 2019 Higher-order properties of analytic wavelets. Zbl 1391.42044 Lilly, Jonathan M.; Olhede, Sofia C. 5 2009 A generalized demodulation approach to time-frequency projections for multicomponent signals. Zbl 1206.94013 Olhede, S.; Walden, A. T. 3 2005 Bivariate instantaneous frequency and bandwidth. Zbl 1392.94310 Lilly, Jonathan M.; Olhede, Sofia C. 3 2010 Estimation of ambiguity functions with limited spread. Zbl 1392.94244 Hindberg, Heidi; Olhede, Sofia C. 3 2010 Analysis of modulated multivariate oscillations. Zbl 1393.94333 Lilly, Jonathan M.; Olhede, Sofia C. 3 2012 Detecting directionality in random fields using the monogenic signal. Zbl 1360.94115 Olhede, Sofia Charlotta; Ramírez, David; Schreier, Peter J. 3 2014 Large-sample properties of the periodogram estimator of seasonally persistent processes. Zbl 1112.62105 Olhede, Sofia C.; McCoy, Emma J.; Stephens, David A. 2 2004 Testing for equivalence of network distribution using subgraph counts. Zbl 07499288 Maugis, P.-A. G.; Olhede, S. C.; Priebe, C. E.; Wolfe, P. J. 2 2020 ‘Analytic’ wavelet thresholding. Zbl 1064.62058 Olhede, Sofia C.; Walden, Andrew t. 2 2004 Local linear graphon estimation using covariates. Zbl 07582648 Chandna, S.; Olhede, S. C.; Wolfe, P. J. 2 2022 Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy market. Zbl 1232.91678 Yip, Wing Yan; Stephens, David; Olhede, Sofia 2 2010 Modeling and estimation of covariance of replicated modulated cyclical time series. Zbl 1393.94646 Olhede, Sofia C.; Ombao, Hernando 2 2013 A widely linear complex autoregressive process of order one. Zbl 1414.94600 Sykulski, Adam M.; Olhede, Sofia C.; Lilly, Jonathan M. 2 2016 Modeling network populations via graph distances. Zbl 1524.62123 Lunagómez, Simón; Olhede, Sofia C.; Wolfe, Patrick J. 2 2021 Frequency-domain stochastic modeling of stationary bivariate or complex-valued signals. Zbl 1414.94599 Sykulski, Adam M.; Olhede, Sofia Charlotta; Lilly, Jonathan M.; Early, Jeffrey J. 1 2017 Multiple multidimensional Morse wavelets. Zbl 1390.42050 Metikas, Georgios; Olhede, Sofia C. 1 2007 On probability density functions for complex variables. Zbl 1317.94033 Olhede, S. C. 1 2006 Polarization phase relationships via multiple Morse wavelets. I: Fundamentals. Zbl 1026.94502 Olhede, S.; Walden, A. T. 1 2003 The future of statistics and data science. Zbl 1489.62009 Olhede, Sofia C.; Wolfe, Patrick J. 1 2018 The growing ubiquity of algorithms in society: implications, impacts and innovations. Zbl 1425.01125 Olhede, S. C.; Wolfe, P. J. 1 2018 Polarization phase relationships via multiple Morse wavelets. II. Data analysis. Zbl 1044.94510 Olhede, S.; Walden, A. T. 1 2003 Local directional denoising. Zbl 1370.94206 Olhede, S. C.; Walden, A. T. 1 2005 Analysis of non-stationary modulated time series with applications to oceanographic surface flow measurements. Zbl 1378.62089 Guillaumin, Arthur P.; Sykulski, Adam M.; Olhede, Sofia C.; Early, Jeffrey J.; Lilly, Jonathan M. 1 2017 The explicit chaotic representation of the powers of increments of Lévy processes. Zbl 1205.60104 Yip, Wing Yan; Stephens, David A.; Olhede, Sofia C. 1 2010 Local linear graphon estimation using covariates. Zbl 07582648 Chandna, S.; Olhede, S. C.; Wolfe, P. J. 2 2022 Modeling network populations via graph distances. Zbl 1524.62123 Lunagómez, Simón; Olhede, Sofia C.; Wolfe, Patrick J. 2 2021 Testing for equivalence of network distribution using subgraph counts. Zbl 07499288 Maugis, P.-A. G.; Olhede, S. C.; Priebe, C. E.; Wolfe, P. J. 2 2020 The debiased Whittle likelihood. Zbl 1454.62094 Sykulski, Adam M.; Olhede, Sofia C.; Guillaumin, Arthur P.; Lilly, Jonathan M.; Early, Jeffrey J. 6 2019 The future of statistics and data science. Zbl 1489.62009 Olhede, Sofia C.; Wolfe, Patrick J. 1 2018 The growing ubiquity of algorithms in society: implications, impacts and innovations. Zbl 1425.01125 Olhede, S. C.; Wolfe, P. J. 1 2018 Frequency-domain stochastic modeling of stationary bivariate or complex-valued signals. Zbl 1414.94599 Sykulski, Adam M.; Olhede, Sofia Charlotta; Lilly, Jonathan M.; Early, Jeffrey J. 1 2017 Analysis of non-stationary modulated time series with applications to oceanographic surface flow measurements. Zbl 1378.62089 Guillaumin, Arthur P.; Sykulski, Adam M.; Olhede, Sofia C.; Early, Jeffrey J.; Lilly, Jonathan M. 1 2017 A widely linear complex autoregressive process of order one. Zbl 1414.94600 Sykulski, Adam M.; Olhede, Sofia C.; Lilly, Jonathan M. 2 2016 Detecting directionality in random fields using the monogenic signal. Zbl 1360.94115 Olhede, Sofia Charlotta; Ramírez, David; Schreier, Peter J. 3 2014 Modeling and estimation of covariance of replicated modulated cyclical time series. Zbl 1393.94646 Olhede, Sofia C.; Ombao, Hernando 2 2013 Generalized Morse wavelets as a superfamily of analytic wavelets. Zbl 1393.94334 Lilly, Jonathan M.; Olhede, Sofia C. 10 2012 Analysis of modulated multivariate oscillations. Zbl 1393.94333 Lilly, Jonathan M.; Olhede, Sofia C. 3 2012 Frequency domain estimation of integrated volatility for Itô processes in the presence of market-microstructure noise. Zbl 1190.62182 Olhede, S. C.; Sykulski, A. M.; Pavliotis, G. A. 8 2010 On the analytic wavelet transform. Zbl 1366.42036 Lilly, Jonathan M.; Olhede, Sofia C. 7 2010 Bivariate instantaneous frequency and bandwidth. Zbl 1392.94310 Lilly, Jonathan M.; Olhede, Sofia C. 3 2010 Estimation of ambiguity functions with limited spread. Zbl 1392.94244 Hindberg, Heidi; Olhede, Sofia C. 3 2010 Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy market. Zbl 1232.91678 Yip, Wing Yan; Stephens, David; Olhede, Sofia 2 2010 The explicit chaotic representation of the powers of increments of Lévy processes. Zbl 1205.60104 Yip, Wing Yan; Stephens, David A.; Olhede, Sofia C. 1 2010 The monogenic wavelet transform. Zbl 1391.94350 Olhede, Sofia C.; Metikas, Georgios 12 2009 Higher-order properties of analytic wavelets. Zbl 1391.42044 Lilly, Jonathan M.; Olhede, Sofia C. 5 2009 Multiple multidimensional Morse wavelets. Zbl 1390.42050 Metikas, Georgios; Olhede, Sofia C. 1 2007 On probability density functions for complex variables. Zbl 1317.94033 Olhede, S. C. 1 2006 A generalized demodulation approach to time-frequency projections for multicomponent signals. Zbl 1206.94013 Olhede, S.; Walden, A. T. 3 2005 Local directional denoising. Zbl 1370.94206 Olhede, S. C.; Walden, A. T. 1 2005 The Hilbert spectrum via wavelet projections. Zbl 1109.42011 Olhede, S.; Walden, A. T. 12 2004 Large-sample properties of the periodogram estimator of seasonally persistent processes. Zbl 1112.62105 Olhede, Sofia C.; McCoy, Emma J.; Stephens, David A. 2 2004 ‘Analytic’ wavelet thresholding. Zbl 1064.62058 Olhede, Sofia C.; Walden, Andrew t. 2 2004 Polarization phase relationships via multiple Morse wavelets. I: Fundamentals. Zbl 1026.94502 Olhede, S.; Walden, A. T. 1 2003 Polarization phase relationships via multiple Morse wavelets. II. Data analysis. Zbl 1044.94510 Olhede, S.; Walden, A. T. 1 2003 Generalized Morse wavelets. Zbl 1369.94247 Olhede, Sofia C.; Walden, Andrew T. 10 2002 all cited Publications top 5 cited Publications all top 5 Cited by 182 Authors 5 Hou, Thomas Yizhao 5 Shi, Zuoqiang 4 Olhede, Sofia Charlotta 4 Subba Rao, Suhasini 3 Massopust, Peter R. 2 Borodulin, Vladimir I. 2 Clausel, Marianne 2 Hogan, Jeffrey A. 2 Huang, Norden E. 2 Jentsch, Carsten 2 Kachanov, Yury S. 2 Kirch, Claudia 2 Kiss, István Z. 2 Krumscheid, Sebastian 2 Macau, Elbert E. N. 2 Magrini, Luciano A. 2 Meyer, Renate 2 Oliveira Domingues, Margarete 2 Papavasiliou, Anastasia 2 Wu, Hau-Tieng 1 Abbe, Emmanuel 1 Abdulle, Assyr 1 Abreu, Luís Daniel 1 Abuhamdia, Tariq 1 Achard, Sophie 1 Agüero, Juan-Carlos 1 Amini, Arash Ali 1 Ashino, Ryuichi 1 Bahri, Mawardi 1 Bandyopadhyay, Soutir 1 Barber, Stuart 1 Barunik, Jozef 1 Basu, Sumanta 1 Bertolacci, Michael 1 Bianconi, Antonio 1 Boutahar, Mohamed 1 Burns, John A. 1 Campi, Gaetano 1 Chainais, Pierre 1 Chak, Wai Ho 1 Chen, Bo 1 Chen, Chien 1 Chen, Qiuhui 1 Chen, Xianyao 1 Cheng, Junsheng 1 Chou, Chen-Wei 1 Coghi, Michele 1 Cripps, Edward 1 Cripps, Sally 1 Daubechies, Ingrid Chantal 1 Delgado, Ramón A. 1 Dette, Holger 1 Edwards, Matthew C. 1 Estrade, Anne 1 Fageot, Julien 1 Fernández-Alcalá, Rosa Maria 1 Flamant, Julien 1 Fournier, Julie 1 Gai, Shan 1 Gannaz, Irène 1 Gao, Jinghuai 1 Garavaglia, Alessandro 1 Garegnani, Giacomo 1 Girard, Didier A. 1 Goodwin, Graham Clifford 1 Guégan, Dominique 1 Heinrichs, Florian 1 Jackway, Paul T. 1 Jiménez-López, José Domingo 1 Jones, Nick S. 1 Josephs, Nathaniel 1 Juliano, Thomas J. 1 Kalliadasis, Serafim 1 Khong, Andy W. H. 1 Klimm, Florian 1 Knight, Marina I. 1 Kolaczyk, Eric D. 1 Kwan, Shang-Yeong 1 Le Bihan, Nicolas 1 Lee, Jeong Eun 1 Levin, Keith D. 1 Levina, Elizaveta 1 Li, Bei 1 Li, Defang 1 Li, Shuangping 1 Lilly, Jonathan M. 1 Lin, Lizhen 1 Liu, Chunguang 1 Liu, Gi-Ren 1 Liu, Yan 1 Lo, Men-Tzung 1 Lodhia, Asad 1 Lozano, Roberto Castañeda 1 Lu, Zhiping 1 Manikas, Theodoros 1 Marchant, Ross 1 Marimoutou, Velayoudom 1 McMahon, Thomas A. 1 Meier, Alexander 1 Meynard, Adrien ...and 82 more Authors all top 5 Cited in 56 Serials 7 Applied and Computational Harmonic Analysis 4 The Annals of Statistics 4 International Journal of Wavelets, Multiresolution and Information Processing 3 Journal of Fluid Mechanics 2 Journal of the Franklin Institute 2 Statistics & Probability Letters 2 Journal of Time Series Analysis 2 Circuits, Systems, and Signal Processing 2 Chaos 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Quantitative Finance 2 Stochastics 2 Advances in Adaptive Data Analysis 2 Science China. Mathematics 2 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Advances in Applied Probability 1 Journal of Computational Physics 1 Mathematical Methods in the Applied Sciences 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Automatica 1 Journal of Approximation Theory 1 Journal of Econometrics 1 Transactions of the American Mathematical Society 1 Signal Processing 1 Multidimensional Systems and Signal Processing 1 The Annals of Applied Probability 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Computational Statistics and Data Analysis 1 Journal of Mathematical Imaging and Vision 1 Statistical Papers 1 Advances in Computational Mathematics 1 Bernoulli 1 The Journal of Fourier Analysis and Applications 1 Journal of Vibration and Control 1 Soft Computing 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Communications in Nonlinear Science and Numerical Simulation 1 Foundations of Computational Mathematics 1 Multiscale Modeling & Simulation 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Complex Analysis and Operator Theory 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 SIAM Journal on Imaging Sciences 1 International Journal of Nonlinear Analysis and Applications 1 GEM - International Journal on Geomathematics 1 Journal of Computational and Graphical Statistics 1 Statistics and Computing 1 Bayesian Analysis 1 JSIAM Letters 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Cited in 31 Fields 42 Statistics (62-XX) 30 Information and communication theory, circuits (94-XX) 20 Numerical analysis (65-XX) 15 Harmonic analysis on Euclidean spaces (42-XX) 14 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Combinatorics (05-XX) 4 Approximations and expansions (41-XX) 4 Biology and other natural sciences (92-XX) 3 Functions of a complex variable (30-XX) 3 Computer science (68-XX) 3 Fluid mechanics (76-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Special functions (33-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral transforms, operational calculus (44-XX) 2 Mechanics of deformable solids (74-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Associative rings and algebras (16-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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