public class MMAModel extends MARMAModel
evd::mma
.Constructor and Description |
---|
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.
|
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.