Uses of Interface
net.finmath.timeseries.TimeSeriesModelParametric

Packages that use TimeSeriesModelParametric

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

Uses of TimeSeriesModelParametric in net.finmath.timeseries

Methods in net.finmath.timeseries that return TimeSeriesModelParametric

Modifier and Type	Method and Description
TimeSeriesModelParametric	TimeSeriesModelParametric.getCloneCalibrated(TimeSeriesInterface timeSeries)

Uses of TimeSeriesModelParametric in net.finmath.timeseries.models.parametric

Classes in net.finmath.timeseries.models.parametric that implement TimeSeriesModelParametric

Modifier and Type	Class and Description
class	DisplacedLognormalARMAGARCH Displaced log-normal process with ARMAGARCH(1,1) volatility.
class	DisplacedLognormalGJRGARCH Displaced log-normal process with GJR-GARCH(1,1) volatility.

Methods in net.finmath.timeseries.models.parametric that return TimeSeriesModelParametric

Modifier and Type	Method and Description
TimeSeriesModelParametric	DisplacedLognormalGJRGARCH.getCloneCalibrated(TimeSeriesInterface timeSeries)
TimeSeriesModelParametric	DisplacedLognormalARMAGARCH.getCloneCalibrated(TimeSeriesInterface timeSeries)