API for BSS
Brownian Semistationary Processes
| Global functions | |
|---|---|
| a1Coefficients | Man page Source code |
| a3Coefficients | Man page Source code |
| bssAlphaFit | Man page Source code |
| calculateK | Man page Source code |
| calculateK1 | Man page Source code |
| calculateK2 | Man page Source code |
| calculateK3 | Man page Source code |
| calculateK4 | Man page Source code |
| estimateAccumulatedVolatility | Man page Source code |
| estimateAccumulatedVolatilityCI | Man page Source code |
| estimateK | Man page Source code |
| exponentiatedOrnsteinUhlenbeck | Man page Source code |
| gammaKernelBSS | Man page Source code |
| gammaKernelBSSFit | Man page Source code |
| gammaKernelCorrelation | Man page Source code |
| gammaKernelTau | Man page Source code |
| gammaKernelTauAsymptotic | Man page Source code |
| hybridSchemeCovarianceMatrix | Man page Source code |
| powerKernelBSS | Man page Source code |
| powerKernelBSSFit | Man page Source code |
| powerKernelCorrelation | Man page Source code |
| powerKernelTau | Man page Source code |
| realisedPowerVariation | Man page Source code |
| rhoFractionGaussian | Man page Source code |
| tauNonParametricEstimate | Man page Source code |
