Douglas E. Johnston

According to our database, Douglas E. Johnston authored at least 10 papers between 1994 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Bayesian Estimation of a Tail-Index with Marginalized Threshold.

Douglas E. Johnston, Petar M. Djuric

Proceedings of the IEEE International Conference on Acoustics, 2021

2020

A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters.

Douglas E. Johnston, Petar M. Djuric

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2019

A Recursive Bayesian Model for Extreme Values.

Douglas E. Johnston, Petar M. Djuric

Proceedings of the IEEE International Conference on Acoustics, 2019

2013

Replication and optimization of hedge fund risk factor exposures.

Douglas E. Johnston, Iñigo Urteaga, Petar M. Djuric

Proceedings of the IEEE International Conference on Acoustics, 2013

2012

Particle Filtering of Stochastic Volatility Modeled With Leverage.

Petar M. Djuric, Mahsiul Khan, Douglas E. Johnston

IEEE J. Sel. Top. Signal Process., 2012

Estimating hedge fund risk factor exposures.

Douglas E. Johnston, Petar M. Djuric

Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012

2011

The Science Behind Risk Management.

Douglas E. Johnston, Petar M. Djuric

IEEE Signal Process. Mag., 2011

1994

Bayesian Detection and MMSE Frequency Estimation of Sinusoidal Signals via Adaptive Importance Sampling.

Douglas E. Johnston, Petar M. Djuric

Proceedings of the 1994 IEEE International Symposium on Circuits and Systems, ISCAS 1994, London, England, UK, May 30, 1994

Bayesian procedure for the Detection of Damped Signals.

Petar M. Djuric, William B. Bishop, Douglas E. Johnston

Proceedings of the 1994 IEEE International Symposium on Circuits and Systems, ISCAS 1994, London, England, UK, May 30, 1994

An efficient Bayes solution to AR signal modelling for short sequences.

Douglas E. Johnston, Petar M. Djuric

Proceedings of ICASSP '94: IEEE International Conference on Acoustics, 1994