- All Known Implementing Classes:
ARMAGARCH,DisplacedLognormalARMAGARCH,DisplacedLognormalGJRGARCH
public interface TimeSeriesModelParametric
A parametric time series model
- Version:
- 1.0
- Author:
- Christian Fries
-
Method Summary
Modifier and Type Method Description TimeSeriesModelParametricgetCloneCalibrated(TimeSeries timeSeries)String[]getParameterNames()double[]getParameters()
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Method Details
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getParameters
double[] getParameters() -
getParameterNames
String[] getParameterNames() -
getCloneCalibrated
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