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- W2028049556 abstract "This paper shows the performance evaluation of a robust estimator based on the GARCH model. We first introduce the method of a robust estimate in the GARCH model and the method of an outlier detection in the GARCH model. The results of the real internet traffic data show the out-performance of the robust estimator over the outlier detection method in the GARCH model. In addition, the method of the robust estimate is less complex than the method of the outlier detection method in the GARCH model." @default.
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- W2028049556 date "2011-07-31" @default.
- W2028049556 modified "2023-09-24" @default.
- W2028049556 title "A Comparative Study of a Robust Estimate Method for Abnormal Traffic Detection" @default.
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- W2028049556 doi "https://doi.org/10.5351/ckss.2011.18.4.517" @default.
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