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CSDA
2010
99views more  CSDA 2010»
13 years 8 months ago
Robust M-estimation of multivariate GARCH models
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Kris Boudt, Christophe Croux
STTT
2010
113views more  STTT 2010»
13 years 3 months ago
Proved development of the real-time properties of the IEEE 1394 Root Contention Protocol with the event-B method
We present a model of the IEEE 1394 Root Contention Protocol with a proof of Safety. This model has real-time properties which are expressed in the language of the event B method: ...
Joris Rehm
SODA
2010
ACM
261views Algorithms» more  SODA 2010»
14 years 5 months ago
Bidimensionality and Kernels
Bidimensionality theory appears to be a powerful framework in the development of meta-algorithmic techniques. It was introduced by Demaine et al. [J. ACM 2005 ] as a tool to obtai...
Fedor V. Fomin, Daniel Lokshtanov, Saket Saurabh, ...
EDBT
2008
ACM
150views Database» more  EDBT 2008»
14 years 8 months ago
Finding time-dependent shortest paths over large graphs
The spatial and temporal databases have been studied widely and intensively over years. In this paper, we study how to answer queries of finding the best departure time that minim...
Bolin Ding, Jeffrey Xu Yu, Lu Qin
LATA
2009
Springer
14 years 3 months ago
Monadic Second-Order Logic for Graphs: Algorithmic and Language Theoretical Applications
This tutorial will present an overview of the use of Monadic Second-Order Logic to describe sets of finite graphs and graph transformations, in relation with the notions of tree-w...
Bruno Courcelle