yuima.cogarch-class: Class for the Mathematical Description of CoGarch(p,q) Model

Description

The yuima.cogarch class is a class of the yuima package that extends the yuima.model-class.

Objects can be created by calls of the function setCogarch.

info:: is an cogarch.info-class object that describes the structure of the Cogarch(p,q) model.
drift:: is an R expression which specifies the drift coefficient (a vector).
diffusion:: is an R expression which specifies the diffusion coefficient (a matrix).
hurst:: the Hurst parameter of the gaussian noise.
jump.coeff:: a vector of "expressions" for the jump component.
measure:: Levy measure for the jump component.
measure.type:: Type of specification for Levy measure
parameter:: is an object of class model.parameter-class.
state.variable:: the state variable.
jump.variable:: the jump variable.
time.variable:: the time variable.
noise.number:: Object of class "numeric"
equation.number:: dimension of the stochastic differential equation.
dimension:: number of parameters.
solve.variable:: the solve variable
xinit:: Object of class "expression" that contains the starting function for the SDE.
J.flag:: wheather jump.coeff include jump.variable.

Class "yuima.model", directly.

simulate: simulation method. For more information see simulate
toLatex: This method converts an object of yuima.cogarch-class to character vectors with LaTeX markup.
qmle: Quasi maximum likelihood estimation procedure. For more information see qmle.

The YUIMA Project Team