My guess is Troilus and Cressida. See http://www.memorabletv.com/bft4.htm, my guess is based purely on the fact that miller directed it and there's a character called Ullysses in it, so it's conceivable that he would have said this to promote it. If you receive a more concrete answer I would gladly disown this one. Gluck.
If this is from the Northern Echo, the question is "a work of art TO BE compared to..." which makes a bit of a difference.
Since it doesn't say "TV" series, the answer might possibly be the Goon Show - Miller worked with Milligan and Sellers on at least one occasion...