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CSDA
2008
14 years 9 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...
CORR
2006
Springer
14 years 9 months ago
2006
Springer
Abstract--This paper examines the performance of decisionfeedback-based iterative channel estimation and multiuser detection in channel coded aperiodic direct sequence code divisio...
CSDA
2006
14 years 9 months ago
2006
: In this paper, we consider the problem of frequency estimation of undamped superimposed exponential signals model. We propose two iterative techniques of frequency estimation usi...
CORR
2007
Springer
14 years 9 months ago
2007
Springer
Abstract: Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in ...
CSDA
2007
14 years 9 months ago
2007
The Total Least Squares method is generalized in the context of the functional linear model. A smoothing splines estimator of the functional coefficient of the model is first prop...