Closed
Description
Timeseries distributions with a .random()
method:
GaussianRandomWalk
Timeseries distributions where .random is None
:
MvGaussianRandomWalk
MvStudentTRandomWalk
AR
AR1
GARCH11
EulerMaruyama
At least for the two Mv
distributions is should be straightforward to implement.
Make sure to include them in test_distributions_random.py
, just like GuassianRandomWalk
already is!