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#Com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process Classes and Interfaces - 7 results found.
| Name | Description | Type | Package | Framework |
| GBMProcess | A Geometric Brownian motion (GBM) (occasionally, exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process | SuanShu |
| OrnsteinUhlenbeckProcess | This class represents a univariate Ornstein-Uhlenbeck (OU) process. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUFitting | This interface defines an estimation procedure to fit a univariate Ornstein-Uhlenbeck process. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUFittingMLE | This class fits a univariate Ornstein-Uhlenbeck process by using MLE. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUFittingOLS | This class fits a univariate Ornstein-Uhlenbeck process by using least squares regression. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUProcess | Get the overall mean. | Interface | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |
| OUSim | This class simulates a discrete path of a univariate Ornstein-Uhlenbeck (OU) process. | Class | com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou | SuanShu |