منابع مشابه
Detection of Spread Spectrum Transmissions Using Fluctuations of Correlation Estimators
A method for detection of a Direct-Sequence Spread Spectrum (DS-SS) communication hidden in the noise is proposed. Indeed, DS-SS signals are well-known for their low probability of interception: their statistics are similar to the statistics of a noise, and, furthermore, they are usually transmitted below the noise level. The proposed method is based on the uctuations of autocorrelation estima...
متن کاملNew Bid-Ask Spread Estimators from Daily High and Low Prices
Estimating trading costs in the absence of recorded data is a problem that continues to puzzle financial market researchers. We address this challenge by introducing two low frequency bid-ask spread estimators using daily high and low transaction prices. The range of mid-prices is an increasing function of the sampling interval, while the bid-ask spread and the relationship between trading dire...
متن کاملE ects of Multipath-Induced Angular Spread on Direction of Arrival Estimators in Array Signal Processing
We consider the e ects of multipath on three array signal processing algorithms for direction of arrival (DOA) estimation. We adopt a model in which the source signals impinge on an array of sensors over a spread of angles. Such a scenario arises in mobile telecommunications, where the angular spread is caused by multipath from a large number of scatterers local to each source. We analyze the e...
متن کاملSIMPLE NONPARAMETRIC ESTIMATORS FOR THE BID-ASK SPREAD IN THE ROLL MODEL By
We propose new methods for estimating the bid-ask spread from observed transaction prices alone. Our methods are based on the empirical characteristic function instead of the sample autocovariance function like the method of Roll (1984). As in Roll (1984), we have a closed form expression for the spread, but this is only based on a limited amount of the model-implied identification restrictions...
متن کاملPractical estimators of the secret spreading vector for Improved Spread Spectrum modulations . Statistical analysis and results . ( internal report )
where 0 ≤ λ ≤ 1 is the host-rejection parameter, ν is a parameter for fixing the embedding distortion, and Mi ∈ {0, 1} is the binary message (equiprobable) embedded in Xi. The vector Xi denotes the host signal, whereas s0 is the secret spreading vector, both of dimension n. The classical additive spread spectrum modulation (add-SS) is a particular case of (1) for λ = 0. In our statistical model...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1989
ISSN: 0090-5364
DOI: 10.1214/aos/1176347147