Package | Description |
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dev.nm.stat.stochasticprocess.univariate.sde.process.ou |
Class and Description |
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OrnsteinUhlenbeckProcess
This class represents a univariate Ornstein-Uhlenbeck (OU) process.
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OUFitting
This interface defines an estimation procedure to fit a univariate Ornstein-Uhlenbeck process.
|
OUProcess |
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