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33,919
Modeling and Forecasting Realized Volatility
, 2002
"... this paper is built. First, although raw returns are clearly leptokurtic, returns standardized by realized volatilities are approximately Gaussian. Second, although the distributions of realized volatilities are clearly rightskewed, the distributions of the logarithms of realized volatilities are a ..."
Abstract

Cited by 549 (50 self)
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forecast distribution provides conditionally wellcalibrated density forecasts of returns, from which we obtain accurate estimates of conditional return quantiles. In the remainder of this paper, we proceed as follows. We begin in section 2 by formally developing the relevant quadratic variation theory
Dynamic source routing in ad hoc wireless networks
 Mobile Computing
, 1996
"... An ad hoc network is a collection of wireless mobile hosts forming a temporary network without the aid of any established infrastructure or centralized administration. In such an environment, it may be necessary for one mobile host to enlist the aid of other hosts in forwarding a packet to its desti ..."
Abstract

Cited by 3108 (31 self)
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in which hosts move less frequently. Based on results from a packetlevel simulation of mobile hosts operating in an ad hoc network, the protocol performs well over a variety of environmental conditions such as host density and movement rates. For all but the highest rates of host movement simulated
The Vector Field Histogram  Fast Obstacle Avoidance For Mobile Robots
 IEEE JOURNAL OF ROBOTICS AND AUTOMATION
, 1991
"... A new realtime obstacle avoidance method for mobile robots has been developed and implemented. This method, named the vector field histogram(VFH), permits the detection of unknown obstacles and avoids collisions while simultaneously steering the mobile robot toward the target. The VFH method uses a ..."
Abstract

Cited by 484 (24 self)
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suitable sector from among all polar histogram sectors with a low polar obstacle density, and the steering of the robot is aligned with that direction. Experimental results from a mobile robot traversing densely cluttered obstacle courses in smooth and continuous motion and at an average speed of 0.6 0.7m
Flexible smoothing with Bsplines and penalties
 STATISTICAL SCIENCE
, 1996
"... Bsplines are attractive for nonparametric modelling, but choosing the optimal number and positions of knots is a complex task. Equidistant knots can be used, but their small and discrete number allows only limited control over smoothness and fit. We propose to use a relatively large number of knots ..."
Abstract

Cited by 405 (7 self)
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splines and propose various criteria for the choice of an optimal penalty parameter. Nonparametric logistic regression, density estimation and scatterplot smoothing are used as examples. Some details of the computations are presented.
A New VoronoiBased Surface Reconstruction Algorithm
, 2002
"... We describe our experience with a new algorithm for the reconstruction of surfaces from unorganized sample points in R³. The algorithm is the first for this problem with provable guarantees. Given a “good sample” from a smooth surface, the output is guaranteed to be topologically correct and converg ..."
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Cited by 414 (9 self)
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We describe our experience with a new algorithm for the reconstruction of surfaces from unorganized sample points in R³. The algorithm is the first for this problem with provable guarantees. Given a “good sample” from a smooth surface, the output is guaranteed to be topologically correct
Surface Reconstruction by Voronoi Filtering
 Discrete and Computational Geometry
, 1998
"... We give a simple combinatorial algorithm that computes a piecewiselinear approximation of a smooth surface from a finite set of sample points. The algorithm uses Voronoi vertices to remove triangles from the Delaunay triangulation. We prove the algorithm correct by showing that for densely sampled ..."
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Cited by 405 (11 self)
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We give a simple combinatorial algorithm that computes a piecewiselinear approximation of a smooth surface from a finite set of sample points. The algorithm uses Voronoi vertices to remove triangles from the Delaunay triangulation. We prove the algorithm correct by showing that for densely sampled
Noise power spectral density estimation based on optimal smoothing and minimum statistics
 IEEE TRANS. SPEECH AND AUDIO PROCESSING
, 2001
"... We describe a method to estimate the power spectral density of nonstationary noise when a noisy speech signal is given. The method can be combined with any speech enhancement algorithm which requires a noise power spectral density estimate. In contrast to other methods, our approach does not use a ..."
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Cited by 276 (7 self)
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a voice activity detector. Instead it tracks spectral minima in each frequency band without any distinction between speech activity and speech pause. By minimizing a conditional mean square estimation error criterion in each time step we derive the optimal smoothing parameter for recursive
Randomized Experiments from Nonrandom Selection in the U.S. House Elections
 Journal of Econometrics
, 2008
"... This paper establishes the relatively weak conditions under which causal inferences from a regressiondiscontinuity (RD) analysis can be as credible as those from a randomized experiment, and hence under which the validity of the RD design can be tested by examining whether or not there is a discont ..."
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Cited by 377 (17 self)
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This paper establishes the relatively weak conditions under which causal inferences from a regressiondiscontinuity (RD) analysis can be as credible as those from a randomized experiment, and hence under which the validity of the RD design can be tested by examining whether or not there is a
Online selection of discriminative tracking features
, 2003
"... This paper presents an online feature selection mechanism for evaluating multiple features while tracking and adjusting the set of features used to improve tracking performance. Our hypothesis is that the features that best discriminate between object and background are also best for tracking the ..."
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Cited by 356 (5 self)
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the object. Given a set of seed features, we compute log likelihood ratios of class conditional sample densities from object and background to form a new set of candidate features tailored to the local object/background discrimination task. The twoclass variance ratio is used to rank these new features
Manipulation of the running variable in the regression discontinuity design: A density test
 Journal of Econometrics 142
, 2008
"... Standard sufficient conditions for identification in the regression discontinuity design are continuity of the conditional expectation of counterfactual outcomes in the running variable. These continuity assumptions may not be plausible if agents are able to manipulate the running variable. This pap ..."
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Cited by 316 (6 self)
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Standard sufficient conditions for identification in the regression discontinuity design are continuity of the conditional expectation of counterfactual outcomes in the running variable. These continuity assumptions may not be plausible if agents are able to manipulate the running variable
Results 11  20
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