Package | Description |
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dev.nm.stat.stochasticprocess.univariate.sde.process.ou |
Modifier and Type | Class and Description |
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class |
OUFittingMLE
This class fits a univariate Ornstein-Uhlenbeck process by using MLE.
|
class |
OUFittingOLS
This class fits a univariate Ornstein-Uhlenbeck process by using least squares regression.
|
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