A central limit theorem for the realized volatility estimator of the integrated volatility based on a specific random sampling scheme is proved. The estimator is shown to be also robust to market microstructure noise induced by price discreteness and bid-ask spreads.

Color reproduction stabilization is a control process to ensure that the printed output matches the desired color tones. In this paper we consider the stabilization of single color tone separation. The mapping of input-tone to output-color is characterized by the color tone reproduction curve(TRC). By compensating for any variations of the Xerographic printing process, the TRC stabilization con...

We analyse the structure of filters which are space-time oriented. Basically, this paper consists of two parts. In the first one, we present the cascade of space-time DOG as an energy filter, discuss its general properties and show how to compute its energy. In the second part, we discuss the consequences of applying the sampling theorem to uniformly translating patterns in the presence of moti...

We consider the problem of spatiotemporal sampling in which an initial state of an evolution process is to be recovered from a set of samples at different time levels. We are particularly interested in lossless trade-off between spatial and temporal samples. We show that for a special class of signals it is possible to recover the initial state using a reduced number of measuring devices activa...