Une caractérisation non gaussienne et à longue mémoire du trafic Internet et de ses anomalies: validation expérimentale et application à la détection d’attaque de DDoS/Non Gaussian Long Memory Model for Internet Traffic: Experimental Validation and Application to DDoS Detection

2007 ◽  
Vol 62 (11-12) ◽  
pp. 1401-1428
Author(s):  
Pierre Borgnat ◽  
Patrice Abry ◽  
Guillaume Dewaele ◽  
Antoine Scherrer ◽  
Nicolas Larrieu ◽  
...  
Keyword(s):  
Long Memory ◽  
Experimental Validation ◽  
Internet Traffic ◽  
Memory Model ◽  
Ddos Detection ◽  
Non Gaussian

Non-Gaussian and Long Memory Statistical Characterizations for Internet Traffic with Anomalies

2007 ◽  
Vol 4 (1) ◽  
pp. 56-70 ◽  
Author(s):  
Antoine Scherrer ◽  
Nicolas Larrieu ◽  
Philippe Owezarski ◽  
Pierre Borgnat ◽  
Patrice Abry
Keyword(s):  
Long Memory ◽  
Internet Traffic ◽  
Non Gaussian

A Regime Switching Long Memory Model for Electricity Prices

2006 ◽  
Author(s):  
Niels Haldrup ◽  
Morten Ørregaard Nielsen
Keyword(s):  
Long Memory ◽  
Regime Switching ◽  
Memory Model ◽  
Electricity Prices

Modeling and forecasting daily average PM10 concentrations by a seasonal long-memory model with volatility

2014 ◽  
Vol 51 ◽  
pp. 286-295 ◽  
Author(s):  
Valdério Anselmo Reisen ◽  
Alessandro José Queiroz Sarnaglia ◽  
Neyval Costa Reis ◽  
Céline Lévy-Leduc ◽  
Jane Méri Santos
Keyword(s):  
Long Memory ◽  
Memory Model ◽  
Daily Average ◽  
Modeling And Forecasting

A k-Factor GARMA Long-memory Model

1998 ◽  
Vol 19 (4) ◽  
pp. 485-504 ◽  
Author(s):  
Wayne A. Woodward ◽  
Q. C. Cheng ◽  
H. L. Gray
Keyword(s):  
Long Memory ◽  
Memory Model ◽  
K Factor

scholarly journals Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks

2017 ◽  
Vol 27 (6) ◽  
pp. 638-654 ◽  
Author(s):  
Christophe Andre ◽  
Mehmet Balcilar ◽  
Tsangyao Chang ◽  
Luis Alberiko Gil-Alana ◽  
Rangan Gupta
Keyword(s):  
Current Account ◽  
Long Memory ◽  
Structural Breaks ◽  
Memory Model ◽  
Current Account Sustainability

scholarly journals A periodic long-memory model for quarterly UK inflation

1997 ◽  
Vol 13 (1) ◽  
pp. 117-126 ◽  
Author(s):  
Philip Hans Franses ◽  
Marius Ooms
Keyword(s):  
Long Memory ◽  
Memory Model

Stochastic volatility in the Spanish stock market: a long memory model with a structural break

2008 ◽  
Vol 14 (1) ◽  
pp. 23-31 ◽  
Author(s):  
Luis Gil-Alana ◽  
Juncal Cunado ◽  
Fernando Perez De Gracia
Keyword(s):  
Stock Market ◽  
Stochastic Volatility ◽  
Long Memory ◽  
Structural Break ◽  
Memory Model ◽  
Spanish Stock Market

Seasonal Nonlinear Long Memory Model for the US Inflation Rates

2007 ◽  
Vol 31 (3) ◽  
pp. 243-254 ◽  
Author(s):  
Ahdi Noomen Ajmi ◽  
Adnen Ben Nasr ◽  
Mohamed Boutahar
Keyword(s):  
Long Memory ◽  
Memory Model ◽  
Inflation Rates ◽  
The Us
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