Files in BSS

Brownian Semistationary Processes

R/bss_fit.R R/utils.R R/bss_functions.R R/hybrid_scheme.R R/bss_accumulated_volatility.R man/powerKernelBSS.Rd man/gammaKernelTauAsymptotic.Rd man/gammaKernelBSSFit.Rd man/rhoFractionGaussian.Rd man/calculateK4.Rd man/estimateAccumulatedVolatility.Rd man/gammaKernelTau.Rd man/estimateK.Rd man/calculateK3.Rd man/powerKernelCorrelation.Rd man/realisedPowerVariation.Rd man/hybridSchemeCovarianceMatrix.Rd man/estimateAccumulatedVolatilityCI.Rd man/a3Coefficients.Rd man/bssAlphaFit.Rd man/calculateK.Rd man/calculateK2.Rd man/gammaKernelCorrelation.Rd man/calculateK1.Rd man/tauNonParametricEstimate.Rd man/powerKernelTau.Rd man/powerKernelBSSFit.Rd man/gammaKernelBSS.Rd man/a1Coefficients.Rd man/exponentiatedOrnsteinUhlenbeck.Rd tests/testthat.R tests/testthat/test_corr.R