Examination of cost functions for multistatic image quality based autofocus
While it has already been demonstrated that multistatic image contrast and image entropy based autofocus are capable of estimating the trajectory of a non-cooperative target, this paper focuses on examining different cost functions on their suitability to this optimisation problem. Real data of two targets is used to evaluate the standard deviations and correlations of the resulting parameters.
We model cross-market Bitcoin prices as long-memory processes and study dynamic interdependence in a fractionally cointegrated VAR framework. We find long-memory in both the individual markets and the system of markets depicting non-homogeneous informational inefficiency. Moreover, Bitcoin markets are found to be fractionally cointegrated, where uncertainty negatively impacts this type of cointegration relationship.