a1Coefficients

<p>Caclulate the coefficients a_1 in the expression for K_1</p>

internal

Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in
Bennedsen, Lunde, Pakkannen (2017) <arXiv:1507.03004v4>, as well as functions to fit BSS processes
to data, and functions to estimate the stochastic volatility process of a BSS process.

a1Coefficients: Caclulate the coefficients a_1 in the expression for K_1

Description

Usage

Arguments