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CSDA
2008
112views more  CSDA 2008»
14 years 10 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
AAECC
2006
Springer
100views Algorithms» more  AAECC 2006»
14 years 10 months ago
On Doubly-Cyclic Convolutional Codes
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...
Heide Gluesing-Luerssen, Wiland Schmale
IANDC
2008
139views more  IANDC 2008»
14 years 10 months ago
Computational complexity of dynamical systems: The case of cellular automata
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 ...
Pietro di Lena, Luciano Margara
ADCM
2005
79views more  ADCM 2005»
14 years 9 months ago
Flexible piecewise approximations based on partition of unity
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...
Weimin Han, Wing Kam Liu
JCO
2007
130views more  JCO 2007»
14 years 9 months ago
On edge orienting methods for graph coloring
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 ...
Bernard Gendron, Alain Hertz, Patrick St-Louis