Recovering.Noise.cogarch

cogarch.Recovering

CogarchRecovNoise

cogarchNoise

Levy.cogarch

a yuima object or an object of <code><a rd-options="" href="/link/yuima.cogarch-class?package=yuima&version=1.1.6" data-mini-rdoc="yuima::yuima.cogarch-class">yuima.cogarch-class</a></code>.

yuima

an object of class <code><a rd-options="" href="/link/yuima.data-class?package=yuima&version=1.1.6" data-mini-rdoc="yuima::yuima.data-class">yuima.data-class</a></code> contains the observations available at uniformly spaced time. If <code>data=NULL</code>, the default, the <code>cogarchNoise</code> uses the data in an object of <code><a rd-options="" href="/link/yuima.data-class?package=yuima&version=1.1.6" data-mini-rdoc="yuima::yuima.data-class">yuima.data-class</a></code>.

data

<code>list</code> of parameters for the COGARCH(p,q).

param

a numeric object that contains the value of the second moments of the levy measure.

Retrieve the increment of the underlying Levy for the COGARCH(p,q) process

Simulation and Inference for Stochastic Differential Equations.

Stefano  Gary King

The YUIMA Project Package for SDEs

cogarchNoise function

a yuima object or an object of <code><a rd-options='' href='yuima.cogarch-class'>yuima.cogarch-class</a></code>.

an object of class <code><a rd-options='' href='yuima.data-class'>yuima.data-class</a></code> contains the observations available at uniformly spaced time. If <code>data=NULL</code>, the default, the <code>cogarchNoise</code> uses the data in an object of <code><a rd-options='' href='yuima.data-class'>yuima.data-class</a></code>.

cogarchNoise: Estimation for the underlying Levy in a COGARCH(p,q) model

Description

Usage

Arguments

Value

References

Examples