164 search results - page 1 / 33 » Estimation of fractional integration in the presence of data... |
CSDA
2007
13 years 4 months ago
2007
The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, meas...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Hyperspectral imaging analysis aims at the estimation of the number of constituent substances, known as endmembers, their spectral signatures as well as their abundance fractions ...
CSDA
2008
13 years 5 months ago
2008
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...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Direction Of Arrival (DOA) estimation, using a sensor array, in the presence of non-Gaussian noise using Fractional Lower-Order Moments (FLOM)matrices is studied. In this paper, a...
ICDE
2008
IEEE
14 years 6 months ago
2008
IEEE
Subspace clustering has attracted great attention due to its capability of finding salient patterns in high dimensional data. Order preserving subspace clusters have been proven to...