tauNonParametricEstimate: Non-parametric estimate of the scale factor
In BSS: Brownian Semistationary Processes
Description
Usage
Arguments
Value
View source: R/bss_functions.R
Description
Non-parametric estimate of the scale factor
Usage
1
Arguments
Y
a vector of observations of a BSS process.
Value
The function returns the non-parametric estimate for the scale factor.
Note that this will be scaled by the expectation of the square of the volatitity.
BSS documentation built on July 2, 2020, 1:31 a.m.
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Description Usage Arguments Value
View source: R/bss_functions.R
Description
Non-parametric estimate of the scale factor
Usage
1 |
Arguments
Y |
a vector of observations of a BSS process. |
Value
The function returns the non-parametric estimate for the scale factor. Note that this will be scaled by the expectation of the square of the volatitity.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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