public class MMAModel extends MARMAModel
evd::mma.| Constructor and Description |
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MMAModel(double[] MA)
Create an instance with the MA coefficients, using
FrechetDistribution as the GEV
distribution. |
MMAModel(double[] MA,
UnivariateEVD dist)
Create an instance with the MA coefficients, and a GEV distribution for generating
innovations.
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public MMAModel(double[] MA)
FrechetDistribution as the GEV
distribution.MA - the MA coefficients \(\theta_i\)public MMAModel(double[] MA,
UnivariateEVD dist)
MA - the MA coefficients \(\theta_i\)dist - the GEV distributionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.