Uses of Interface
net.finmath.timeseries.TimeSeriesModelParametric

Packages that use TimeSeriesModelParametric

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.

Uses of TimeSeriesModelParametric in net.finmath.timeseries

Methods in net.finmath.timeseries that return TimeSeriesModelParametric

Modifier and Type	Method and Description
TimeSeriesModelParametric	TimeSeriesModelParametric.getCloneCalibrated(TimeSeries timeSeries)

Uses of TimeSeriesModelParametric in net.finmath.timeseries.models.parametric

Classes in net.finmath.timeseries.models.parametric that implement TimeSeriesModelParametric

Modifier and Type	Class and Description
class	ARMAGARCH Lognormal process with ARMAGARCH(1,1) volatility.
class	DisplacedLognormalARMAGARCH Displaced log-normal process with ARMAGARCH(1,1) volatility.
class	DisplacedLognormalGJRGARCH Displaced log-normal process with GJR-GARCH(1,1) volatility.

Methods in net.finmath.timeseries.models.parametric that return TimeSeriesModelParametric

Modifier and Type	Method and Description
TimeSeriesModelParametric	DisplacedLognormalGJRGARCH.getCloneCalibrated(TimeSeries timeSeries)
TimeSeriesModelParametric	ARMAGARCH.getCloneCalibrated(TimeSeries timeSeries)
TimeSeriesModelParametric	DisplacedLognormalARMAGARCH.getCloneCalibrated(TimeSeries timeSeries)