An efficient Bayes solution to AR signal modelling for short sequences. - Douglas E. Johnston; Petar M. Djuric (ICASSP (4), 1994)

Bayesian procedure for the Detection of Damped Signals. - Petar M. Djuric; William B. Bishop; Douglas E. Johnston (ISCAS, 1994)

Bayesian Detection and MMSE Frequency Estimation of Sinusoidal Signals via Adaptive Importance Sampling. - Douglas E. Johnston; Petar M. Djuric (ISCAS, 1994)

The Science Behind Risk Management. - Douglas E. Johnston; Petar M. Djuric (IEEE Signal Process. Mag., 2011)

Estimating hedge fund risk factor exposures. - Douglas E. Johnston; Petar M. Djuric (SPAWC, 2012)

Particle Filtering of Stochastic Volatility Modeled With Leverage. - Petar M. Djuric; Mahsiul Khan; Douglas E. Johnston (IEEE J. Sel. Top. Signal Process., 2012)

Replication and optimization of hedge fund risk factor exposures. - Douglas E. Johnston; Iñigo Urteaga; Petar M. Djuric (ICASSP, 2013)

A Recursive Bayesian Model for Extreme Values. - Douglas E. Johnston; Petar M. Djuric (ICASSP, 2019)

A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters. - Douglas E. Johnston; Petar M. Djuric (ICASSP, 2020)

Bayesian Estimation of a Tail-Index with Marginalized Threshold. - Douglas E. Johnston; Petar M. Djuric (ICASSP, 2021)