Uses of Interface
net.finmath.timeseries.TimeSeries

Packages that use TimeSeries

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	Classes related to estimation of time series.

Uses of TimeSeries in net.finmath.timeseries

Classes in net.finmath.timeseries that implement TimeSeries

Modifier and Type	Class	Description
class	TimeSeriesFromArray	A discrete time series.
class	TimeSeriesView	A time series created from a sup-interval of another time series.

Methods in net.finmath.timeseries with parameters of type TimeSeries

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

Constructors in net.finmath.timeseries with parameters of type TimeSeries

Constructor	Description
TimeSeriesView(TimeSeries timeSeries, int indexStart, int indexEnd)

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

Methods in net.finmath.timeseries.models.parametric with parameters of type TimeSeries

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

Constructors in net.finmath.timeseries.models.parametric with parameters of type TimeSeries

Constructor	Description
ARMAGARCH(TimeSeries timeSeries)
DisplacedLognormalARMAGARCH(TimeSeries timeSeries)
DisplacedLognormalARMAGARCH(TimeSeries timeSeries, double lowerBoundDisplacement)
DisplacedLognormalARMAGARCH(TimeSeries timeSeries, double lowerBoundDisplacement, double upperBoundDisplacement)
DisplacedLognormalGJRGARCH(TimeSeries timeSeries)
DisplacedLognormalGJRGARCH(TimeSeries timeSeries, double lowerBoundDisplacement)
DisplacedLognormalGJRGARCH(TimeSeries timeSeries, double lowerBoundDisplacement, double upperBoundDisplacement)