Man pages for GenOU
Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
| fcos | Function calculating basis cosine function |
| fsin | Function calculating basis sine function |
| funBM | Function used to perform parallel computing for weighted norm... |
| funGoF | Function used to perform parallel computing for... |
| gof_stat | Function to estimate quantiles for a goodness-of-fit test for... |
| kappa | Change-point statistics for GOU |
| SimBM | Simulation of multidimensional Brownian motion |
| SimGOUexact | Simulation of generalized Ornstein-Uhlenbeck (GOU) process |
| SimQuantilesGoF | Function to estimate quantiles for residuals of generalized... |
| SimQuantilesWBM | Function to estimate quantiles for weigthed Brownian Motion... |
| StatGOU | Change-point tests for generalized Ornstein-Uhlenbec (GOU)... |
| X | Simulated GOU process |
