Module net.finmath.lib
Package net.finmath.timeseries
package net.finmath.timeseries
Provides classes related to time series modeling and estimation, e.g. maximum likelihood estimation of GARCH models.
Contains some aspects of estimating risk distribution from historical changes.
- Author:
- Christian Fries
-
ClassDescriptionA parametric time series model based on a given times series.A set of raw data associated with a given date.Interface to be implemented by finite time series.A discrete time series.A parametric time series modelA time series created from a sup-interval of another time series.