51 search results - page 5 / 11 » Estimating tranche spreads by loss process simulation |
ICASSP
2009
IEEE
14 years 2 months ago
2009
IEEE
We address covariance estimation under mean-squared loss in the Gaussian setting. Specifically, we consider shrinkage methods which are suitable for high dimensional problems wit...
ICW
2005
IEEE
14 years 1 months ago
2005
IEEE
— In this paper, we consider the standard state estimation problem over a congested packet-based network. The network is modeled as a queue with a single server processing the pa...
SLIP
2009
ACM
14 years 2 months ago
2009
ACM
In this paper, a comprehensive and fast method is presented for the timing analysis of process variations on single-walled carbon nanotube (SWCNT) bundles. Unlike previous works t...
INFOCOM
2008
IEEE
14 years 2 months ago
2008
IEEE
Abstract—Multicast-based network tomography enables inference of average loss rates and delay distributions of internal network links from end-to-end measurements of multicast pr...
ICIP
2007
IEEE
14 years 9 months ago
2007
IEEE
The emergence of 3G and 4G wireless networks brings with it the possibility of streaming high quality video content on-demand to mobile users. Wireless video applications require ...