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CSDA
2008
112views more  CSDA 2008»
13 years 4 months ago
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...
M. E. Mancino, S. Sanfelici
PAMI
2010
146views more  PAMI 2010»
13 years 3 months ago
A Generalized Kernel Consensus-Based Robust Estimator
In this paper, we present a new Adaptive Scale Kernel Consensus (ASKC) robust estimator as a generalization of the popular and state-of-the-art robust estimators such as RANSAC (R...
Hanzi Wang, Daniel Mirota, Gregory D. Hager
P2P
2009
IEEE
126views Communications» more  P2P 2009»
13 years 11 months ago
Robust Lifetime Measurement in Large-Scale P2P Systems with Non-Stationary Arrivals
—Characterizing user churn has become an important topic in studying P2P networks, both in theoretical analysis and system design. Recent work [26] has shown that direct sampling...
Xiaoming Wang, Zhongmei Yao, Yueping Zhang, Dmitri...
CVPR
2007
IEEE
14 years 6 months ago
Robust Estimation of Texture Flow via Dense Feature Sampling
Texture flow estimation is a valuable step in a variety of vision related tasks, including texture analysis, image segmentation, shape-from-texture and texture remapping. This pap...
Yu-Wing Tai, Michael S. Brown, Chi-Keung Tang