3 citations · 6 across the 7 of their papers we have counts for
7 papers
Improving Conversation Quality for VoIP Through Block Erasure Coding
Bobak McCann, Kerry Fendick, Aaron David +2
The conversational quality of voice over IP (VoIP) depends on packet-loss rates, burstiness of packet loss, and delays (or latencies). The benefits for conversational voice quality…
The Effect of Erasure Coding on the Burstiness of Packet Loss
Bobak McCann, Kerry Fendick
The perceived quality of real-time media delivered over IP networks depends on both the rate and burstiness of packet loss. In this paper, we develop a new mathematical model for t…
Gaussian Processes for Local Polynomial Forecasting of Time Series
Kerry Fendick
Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple suc…
Covariance Kernels of Gaussian Markov Processes
Kerry Fendick
The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel in…
Pricing and Hedging Derivative Securities with Unknown Local Volatilities
Kerry W. Fendick
A common assumption in financial engineering is that the market price for any derivative coincides with an objectively defined risk-neutral price - a plausible assumption only if t…
Queues with Censored Demand and Autoregressive Net Input
Kerry Fendick
We develop methods for simulating a queue with an autoregressive net-input process and for recovering characteristics of such a net-input process from samples of queue lengths. We…
Gaussian Fluid Queue with Autocorrelated Input
Kerry Fendick
This paper develops a generalization of Brownian motion with stationary, autocorrelated increments as a tractable model for problems in business and finance. We show that any real…