| Package | Description |
|---|---|
| net.finmath.timeseries |
Provides classes related to time series modeling and estimation, e.g. maximum likelihood estimation of GARCH models.
|
| net.finmath.timeseries.models.parametric |
| Modifier and Type | Class and Description |
|---|---|
class |
TimeSeries |
class |
TimeSeriesView |
| Modifier and Type | Method and Description |
|---|---|
TimeSeriesModelParametric |
TimeSeriesModelParametric.getCloneCalibrated(TimeSeriesInterface timeSeries) |
| Constructor and Description |
|---|
TimeSeriesView(TimeSeriesInterface timeSeries,
int indexStart,
int indexEnd) |
| Modifier and Type | Method and Description |
|---|---|
TimeSeriesModelParametric |
DisplacedLognormalGJRGARCH.getCloneCalibrated(TimeSeriesInterface timeSeries) |
TimeSeriesModelParametric |
DisplacedLognormalARMAGARCH.getCloneCalibrated(TimeSeriesInterface timeSeries) |
| Constructor and Description |
|---|
DisplacedLognormalARMAGARCH(TimeSeriesInterface timeSeries) |
DisplacedLognormalARMAGARCH(TimeSeriesInterface timeSeries,
double lowerBoundDisplacement) |
DisplacedLognormalARMAGARCH(TimeSeriesInterface timeSeries,
double lowerBoundDisplacement,
double upperBoundDisplacement) |
DisplacedLognormalGJRGARCH(TimeSeriesInterface timeSeries) |
DisplacedLognormalGJRGARCH(TimeSeriesInterface timeSeries,
double lowerBoundDisplacement) |
DisplacedLognormalGJRGARCH(TimeSeriesInterface timeSeries,
double lowerBoundDisplacement,
double upperBoundDisplacement) |
Copyright © 2015. All rights reserved.