The simplest and most natural vol-of-vol estimator, the pre-estimated spot variance-based realized variance, is typically plagued by a large finite-sample bias. In this paper, we analytically show that allowing for overlap of consecutive local windows to pre-estimate variance may correct particular, provide feasible rule bias-optimal selection length when volatility CKLS process. effectiveness ...

Seasonal changes of the Adriatic Sea level, obtained by analyses of monthly sea level data measured at the Split tide gauge station in 1958-2001, are reported. The data were correlated by multivariant analysis to (1) local meteorological data on air temperature, air pressure, and precipitation, collected at the Split station and data on winds obtained from ECMWF ERA40 Reanalysis fields and (2) ...

A general framework is presented for recursive computation of image local statistics in sliding window of almost arbitrary shape with “per-pixel” computational complexity substantially lower than the window size. As special cases, recursive algorithms are described for computing image local statistics such as local mean, local variance, local kurtosis, local order statistics (minimum, maximum, ...

In this paper, we present a detailed analysis of the global clustering coefficient in scale-free graphs. Many observed real-world networks of diverse nature have a power-law degree distribution. Moreover, the observed degree distribution usually has an infinite variance. Therefore, we are especially interested in such degree distributions. In addition, we analyze the clustering coefficient for ...

Evolution of local adaptation depends critically on the level of gene flow, which, in plants, can be due to either pollen or seed dispersal. Using analytical predictions and individual-centred simulations, we investigate the specific influence of seed and pollen dispersal on local adaptation in plant populations growing in patchy heterogeneous landscapes. We study the evolution of a polygenic t...

In this report, the principles of man-made object detection in satellite images is investigated. An overview of terminology and of how the detection problem is usually solved today is given. A three level system to solve the detection problem is proposed. The main branches of this system handle road, and city detection respectively. To achieve data source flexibility, the Logical Sensor notion ...

Wavelet shrinkage is an image denoising technique based on the concept of thresholding the wavelet coefficients. The key challenge of wavelet shrinkage is to find an appropriate threshold value, which is typically controlled by the signal variance. To tackle this challenge, a new image shrinkage approach, called AntShrink, is proposed in this paper. The proposed approach exploits the intra-scal...

Success in visually searching for a small object or target in a natural scene depends on many factors, including the spatial structure of the scene and the pattern of observers' eye movements. The aim of this study was to determine to what extent local color properties of natural scenes can account for target-detection performance. A computer-controlled high-resolution color monitor was used to...

The shortage of adequate benchmarking facilities is a major problem in the proper evaluation of production system machine organizations. This paper presents a new benchmark problem that allows independent variations in the size of the database, the number of productions , the ratio between local and global data, and the variance in the size of local data clusters. This benchmark, available via ...

The probabilistic traveling salesman problem is a paradigmatic example of a stochastic combinatorial optimization problem. For this problem, recently an estimation-based local search algorithm using delta evaluation has been proposed. In this paper, we adopt two well-known variance reduction procedures in the estimation-based local search algorithm: the first is an adaptive sampling procedure t...