Uses of Package
net.finmath.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.
|
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Classes in net.finmath.timeseries used by net.finmath.timeseries Class Description HistoricalSimulationModel A parametric time series model based on a given times series.TimeSeries Interface to be implemented by finite time series.TimeSeriesModelParametric A parametric time series model -
Classes in net.finmath.timeseries used by net.finmath.timeseries.models.parametric Class Description HistoricalSimulationModel A parametric time series model based on a given times series.TimeSeries Interface to be implemented by finite time series.TimeSeriesModelParametric A parametric time series model