Package dev.nm.stat.stochasticprocess.univariate.sde.process.ou
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Interface Summary Interface Description OUFitting This interface defines an estimation procedure to fit a univariate Ornstein-Uhlenbeck process.OUProcess -
Class Summary 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.