Uses of Interface
net.finmath.timeseries.TimeSeries
Package
Description
Provides classes related to time series modeling and estimation, e.g.
Classes related to estimation of time series.
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Uses of TimeSeries in net.finmath.timeseries
Modifier and TypeClassDescriptionclass
A discrete time series.class
A time series created from a sup-interval of another time series.Modifier and TypeMethodDescriptionTimeSeriesModelParametric.getCloneCalibrated
(TimeSeries timeSeries) ModifierConstructorDescriptionTimeSeriesView
(TimeSeries timeSeries, int indexStart, int indexEnd) -
Uses of TimeSeries in net.finmath.timeseries.models.parametric
Modifier and TypeMethodDescriptionARMAGARCH.getCloneCalibrated
(TimeSeries timeSeries) DisplacedLognormalARMAGARCH.getCloneCalibrated
(TimeSeries timeSeries) DisplacedLognormalGJRGARCH.getCloneCalibrated
(TimeSeries timeSeries) ModifierConstructorDescriptionARMAGARCH
(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)