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...
This article introduces a regularized logistic discrimination method that is especially suited for discretized stochastic processes (such as periodograms, spectrograms, EEG curves...
: In this paper, TCP performance issues in bandwidth asymmetric networks are investigated. Related works to improve TCP performance in bandwidth asymmetric networks are introduced ...
The pressures which act on a software system over its life from inception to retirement are many and varied. It is an important goal in considering software evolvability to unders...
The expected number of transmissions is a very important parameter to evaluate the multicast performance. It is often used to estimate the bandwidth consumption of tree-based reli...