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GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
Sequential change-point tests, parameters estimation, and goodness-of-fit tests for generalized Ornstein-Uhlenbeck processes.
Getting started
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Package details |
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| Author | Yunhong Lyu [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph] |
| Maintainer | Bruno N Remillard <bruno.remillard@hec.ca> |
| License | GPL (>= 2) |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
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