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...
In this paper, we present a new Adaptive Scale Kernel Consensus (ASKC) robust estimator as a generalization of the popular and state-of-the-art robust estimators such as RANSAC (R...
—Characterizing user churn has become an important topic in studying P2P networks, both in theoretical analysis and system design. Recent work [26] has shown that direct sampling...
Texture flow estimation is a valuable step in a variety of vision related tasks, including texture analysis, image segmentation, shape-from-texture and texture remapping. This pap...