Uses of Interface
net.finmath.timeseries.TimeSeriesModelParametric
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 TimeSeriesModelParametric in net.finmath.timeseries
Modifier and TypeMethodDescriptionTimeSeriesModelParametric.getCloneCalibrated
(TimeSeries timeSeries) -
Uses of TimeSeriesModelParametric in net.finmath.timeseries.models.parametric
Modifier and TypeClassDescriptionclass
Lognormal process with ARMAGARCH(1,1) volatility.class
Displaced log-normal process with ARMAGARCH(1,1) volatility.class
Displaced log-normal process with GJR-GARCH(1,1) volatility.Modifier and TypeMethodDescriptionARMAGARCH.getCloneCalibrated
(TimeSeries timeSeries) DisplacedLognormalARMAGARCH.getCloneCalibrated
(TimeSeries timeSeries) DisplacedLognormalGJRGARCH.getCloneCalibrated
(TimeSeries timeSeries)