JSDEsim3

Jump observations for a simulated trajectory of a bivariate jump diffusion with Normally distributed jumps.
.
 The dynamics of the process is given by the jump SDE: JSDEsim2.pngjeqn

datasets

Tools for performing inference and analysis on a class of quadratic jump diffusion processes.

Etienne AD Pienaar

DiffusionRjgqd

Inference and Analysis for Jump Generalized Quadratic Diffusions

JSDEsim3 function

A data frame with 100001 observations on the following 3 variables.
 <dl> </dl>

Format


Jump observations for a simulated trajectory of a bivariate jump diffusion with Normally distributed jumps.
.


 The dynamics of the process is given by the jump SDE:

 JSDEsim2.pngjeqn



JSDEsim3: Jump Observations for a Bivariate Simulated Dataset.

Description

Usage

Arguments

Format

Examples