Diagnostic Carma model
Class for the mathematical description of integral of a stochastic process
Class for the mathematical description of integral of a stochastic process
Function for checking the statistical properties of the COGARCH(p,q) model
From zoo
data to yuima.PPR
.
Methods for an object of class yuima.law
Graybill - Methuselah Walk - PILO - ITRDB CA535
Asymptotic Expansion - Kurtosis
Asymptotic Expansion - Density
Asymptotic Expansion - Marginals
Five minutes Log SPX prices
Adaptive Bayes estimator for the parameters in sde model
Asymptotic Expansion
Asymptotic Expansion - Characteristic Function
Asymptotic Expansion - Functionals
Asymptotic Expansion - Standard Deviation
Asymptotic Expansion - Mean
asymptotic expansion of the expected value of the functional
Asymptotic Expansion - Skewness
Asymptotic Expansion - Moments
Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation
Nonsynchronous Cumulative Covariance Estimator
Class for information about CARMA(p,q) model
High-Dimensional Cumulative Covariance Estimator by Factor Modeling and Regularization
Class for Generalized Method of Moments Estimation for COGARCH(p,q) model
Class for information about Point Process
Calculate preliminary estimator and one-step improvements of a Cox-Ingersoll-Ross diffusion
Estimation for the underlying Levy in a COGARCH(p,q) model
Extract arrival times from an object of class yuima.PPR
Intensity of a Point Process Regression Model
Class for Estimation of COGARCH(p,q) model with underlying increments
Asymptotic Variance Estimator for the Hayashi-Yoshida estimator
Class for information about Map/Operators
Class for information about CoGarch(p,q)
Method of Moments for COGARCH(P,Q).
Adaptive LASSO estimation for stochastic differential equations
Class for the parameter description of stochastic differential equations
Adaptive Bayes estimator for the parameters in sde model by using LSE functions
Lee and Mykland's Test for the Presence of Jumps Using Normalized Returns
Multiple Lead-Lag Detector
Lead Lag Estimator
mmfrac
Realized Multipower Variation
Wild Bootstrap Test for the Absence of Lead-Lag Effects
calculate the value of limiting covariance matrices : Gamma
Calculate quasi-likelihood and ML estimator of least squares estimator
Phi-divergence test statistic for stochastic differential equations
Class for information about Map/Operators
Class for the mathematical description of integral of a stochastic process
Noisy Observation Generator
Gaussian quasi-likelihood estimation for Levy driven SDE
Volatility Estimation and Jump Test Using Nearest Neighbor Truncation
qgv
Podolskij and Ziggel's Test for the Presence of Jumps Using Power Variation with Perturbed Truncation
Fictitious rng for the constant random variable used to generate and describe
Poisson jumps.
Random numbers and densities
Constructor of Hawkes model
Description of a functional associated with a perturbed stochastic differential equation
Continuous Autoregressive Moving Average (p, q) model
Set characteristic information and create a `characteristic' object.
Poisson random sampling method
Random variable constructor
Integral of Stochastic Differential Equation
Basic constructor for Compound Poisson processes
Point Process
Set sampling information and create a `sampling' object.
Creates a "yuima" object by combining "model", "data", "sampling", "characteristic"
and "functional"slots.
Calculate the value of functional
Additional Methods for LaTeX Representations for Yuima objects
Continuous-time GARCH (p,q) process
Class for the mathematical description of integral of a stochastic process
R code for the Yuima Book
subsampling
Map of a Stochastic Differential Equation
Class for a mathematical description of a Point Process
Class for stochastic differential equations
Basic description of stochastic differential equations (SDE)
Set and access data of an object of type "yuima.data" or "yuima".
Simulator function for multi-dimensional stochastic processes
Simulation of increments of bivariate Brownian motions with multi-scale lead-lag relationships
Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models
Simulation of the Cox-Ingersoll-Ross diffusion
Scale-by-scale lead-lag estimation
Calculating self-normalized residuals for SDEs.
Class for the mathematical description of integral of a stochastic process
Class for a mathematical description of a Point Process
Class for the mathematical description of function of a stochastic process
Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model
Spectral Method for Cumulative Covariance Estimation
Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models
Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models
Classes for the mathematical description of stochastic differential equations
yuima.characteristic-class
Classe for stochastic differential equations characteristic scheme
Class for the mathematical description of CoGarch(p,q) model
Class for the mathematical description of Compound Poisson processes
Class "yuima.data" for the data slot of a "yuima" class object
Class for Quasi Maximum Likelihood Estimation of Levy SDE model
Classes for stochastic differential equations sampling scheme
Class "yuima.snr" for self-normalized residuals of SDE "yuima" class object
Class for the asymptotic expansion of diffusion processes
Class for the mathematical description of CARMA(p,q) model
Classes for stochastic differential equations data object
Class of yuima law
Class for the mathematical description of Multi dimensional Jump Diffusion processes
Estimation for the underlying Levy in a carma model
Remove jumps and calculate the Gaussian quasi-likelihood estimator based on the Jarque-Bera normality test
Information criteria for the stochastic differential equation
Intesity Process for the Point Process Regression Model
Volatility structural change point estimator