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