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...
Cyclicity of a convolutional code (CC) is relying on a nontrivial automorphism of the algebra F[x]/(xn - 1), where F is a finite field. A particular choice of the data leads to th...
Abstract. Cellular Automata can be considered discrete dynamical systems and at the same time a model of parallel computation. In this paper we investigate the connections between ...
In this paper, we study a flexible piecewise approximation technique based on the use of the idea of the partition of unity. The approximations are piecewisely defined, globally sm...
We consider the problem of orienting the edges of a graph so that the length of a longest path in the resulting digraph is minimum. As shown by Gallai, Roy and Vitaver, this edge ...