19383 search results - page 89 / 3877 » Estimating the |
148
click to vote
ANOR
2010
15 years 4 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
128
click to vote
CSDA
2007
15 years 4 months ago
2007
The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, meas...
146
click to vote
TCOM
2008
15 years 4 months ago
2008
Abstract-- We address low-complexity, highly-accurate frequency offset estimation for MB-OFDM-based UWB systems. We discuss unique characteristics of the MB-OFDM systems, namely, d...
116
click to vote
TSP
2008
15 years 4 months ago
2008
Abstract-- We consider single-carrier and single-user transmissions over a frequency-selective channel. We address the problem of joint estimation of the channel and the carrier fr...
124
click to vote
CSDA
2004
15 years 4 months ago
2004
An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent esti...