Package tech.nmfin.returns.moments
Interface ReturnsMoments.Estimator
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- All Known Implementing Classes:
MomentsEstimatorLedoitWolf
,SimpleAR1Moments
,SimpleGARCHMoments1
,SimpleGARCHMoments2
- Enclosing class:
- ReturnsMoments
public static interface ReturnsMoments.Estimator
The interface to estimate moments from returns.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description ReturnsMoments
estimate(Matrix returns)
Estimates the moments from a given returns matrix.
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Method Detail
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estimate
ReturnsMoments estimate(Matrix returns)
Estimates the moments from a given returns matrix.- Parameters:
returns
- a returns matrix (T-by-N)- Returns:
- the estimated moments
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