Class Hierarchy
- java.lang.Object
- tech.nmfin.meanreversion.daspremont2008.AhatEstimation
- tech.nmfin.meanreversion.daspremont2008.CovarianceEstimation
- tech.nmfin.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueByGreedySearch (implements tech.nmfin.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver)
- tech.nmfin.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueBySDP (implements tech.nmfin.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver)
- tech.nmfin.meanreversion.daspremont2008.IndependentCoVAR
Interface Hierarchy
- tech.nmfin.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver