estimateK

a vector of observations of the BSS process

an integer - the power to use for K_p

Estimate K_p for a BSS process, for a given power 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.

estimateK: Estimate K_p for a BSS process, for a given power p

Description

Usage

Arguments