yuima.cogarch-class

initialize,yuima.cogarch-method

initialize,cogarch.info-method

limiting.gamma,yuima.cogarch-method

simulate,yuima.cogarch-method

The <code>yuima.cogarch</code> class is a class of the  <pkg>yuima</pkg> package that extends the <code><a href="/link/yuima.model-class?package=yuima&version=1.0.81" rd-options="" data-mini-rdoc="yuima::yuima.model-class">yuima.model-class</a></code>.

classes

Simulation and Inference for Stochastic Differential Equations.

Stefano  Gary King

yuima

The YUIMA Project Package for SDEs

yuima.cogarch-class function

Objects can be created by calls of the function <code><a href="/link/setCogarch?package=yuima&version=1.0.81" rd-options="" data-mini-rdoc="yuima::setCogarch">setCogarch</a></code>.

Objects from the Class

<ul><li><code>hurst</code>:</li><li><code>jump.coeff</code>:</li><li><code>measure</code>:</li><li><code>measure.type</code>:</li><li><code>parameter</code>:</li><li><code>state.variable</code>:</li><li><code>jump.variable</code>:</li><li><code>time.variable</code>:</li><li><code>noise.number</code>:</li><li><code>equation.number</code>:</li><li><code>dimension</code>:</li><li><code>solve.variable</code>:</li><li><code>xinit</code>:</li><li><code>J.flag</code>:</li></ul>

yuima.cogarch-class: Class for the mathematical description of CoGarch(p,q) model

Description

Arguments

Objects from the Class

item

code

Extends