Two-dimensional GARCH model with application to anomaly detection

13th European Signal Processing Conference, EUSIPCO 2005

Volumn , Issue , 2005, Pages

  Noiboar, Amir ^a   Cohen, Israel ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

ANOMALY DETECTION; CLUTTER MODELING; CLUTTER MODELS; DETECTION RATES; FALSE ALARM RATE; FINANCIAL TIME SERIES; GARCH MODELS; GAUSS MARKOV RANDOM FIELD MODELS; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY; HEAVY-TAILED DISTRIBUTION; MATCHED SUBSPACE DETECTORS; TWO-DIMENSION; TWO-DIMENSIONAL GARCH MODEL;

FINANCIAL DATA PROCESSING; GAUSSIAN NOISE (ELECTRONIC); SIGNAL PROCESSING; STATISTICAL METHODS; TWO DIMENSIONAL;

CLUTTER (INFORMATION THEORY);

EID: 84863687159     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

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