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멱변환 이분산성 시계열 모형을 이용한 인터넷 트래픽 예측 기법 연구
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하명호;
김삼용
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Issue Date
2008
Citation
응용통계연구, v.21, no.6, pp 1037 - 1044
Publisher
한국통계학회
재무 시계열 자료의 이상치 탐지 기법 연구
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Issue Date
2010
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응용통계연구, v.23, no.1, pp 41 - 47
Publisher
한국통계학회
재무 시계열 자료 분석을 위한 로버스트 추정방법
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2008
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응용통계연구, v.21, no.4, pp 561 - 569
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한국통계학회
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Kim, Sahm Yong
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GARCH model
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GRACH model
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internet traffic
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KOSPI data
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KOSPI 자료
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longmemory
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