Uses of Package
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch
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Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch used by dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch Class Description GARCHModel The GARCH(p, q) model takes this form. -
Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch used by dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch Class Description GARCHFit.GRADIENT the available methods to compute the gradient to guild the optimization searchGARCHModel The GARCH(p, q) model takes this form.