This paper considers the problem of blind active spreadspectrum (SS) steganalysis defined as the extraction of hidden data with no prior information. We first develop a multisignature iterative generalized least-squares (M-IGLS) core procedure to seek unknown messages hidden in image hosts via multi-signature direct-sequence spread-spectrum embedding. Neither the original host nor the embedding...

Direct-sequence spread-spectrum systems may be classified into two broad categories: stored-reference and transmitted-reference systems. The circuits I have described so far in these colu m n ~ ~ ~ ~ ~ ~ ~ ~ have all been of the storedreference kind, in that a replica of the pseudonoise sequence used at the transmitter site was also stored at the receiver. The main problem then facing the desig...

This study examines the relation between the bid-ask spread from the daily CRSP data and the bid-ask spread from the intraday TAQ data. We show that the CRSP-based spread is highly correlated with the TAQ-based spread across stocks using data from 1993 through 2009. The simple CRSP-based spread provides a better approximation of the TAQ-based spread than all other low-frequency liquidity measur...