Open AccessDetecção de Intrusão Utilizando Análise de Séries Temporais com Modelos ARMAX/GARCH
Author(s) -
Igor Forain,
Adilson Eduardo Guelfi,
Elvis Pontes,
Anderson Silva
Publication year - 2013
Language(s) - Portuguese
Resource type - Conference proceedings
DOI - 10.5753/sbseg.2013.19539
Subject(s) - autoregressive conditional heteroskedasticity , autoregressive model , autoregressive–moving average model , heteroscedasticity , mathematics , econometrics , volatility (finance)
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