| Interface | Description |
|---|---|
| OUFitting |
This interface defines an estimation procedure to fit a univariate Ornstein-Uhlenbeck process.
|
| OUProcess |
| Class | Description |
|---|---|
| OrnsteinUhlenbeckProcess |
This class represents a univariate Ornstein-Uhlenbeck (OU) process.
|
| OUFittingMLE |
This class fits a univariate Ornstein-Uhlenbeck process by using MLE.
|
| OUFittingOLS |
This class fits a univariate Ornstein-Uhlenbeck process by using least squares regression.
|
| OUSim |
This class simulates a discrete path of a univariate Ornstein-Uhlenbeck (OU) process.
|
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