Description Usage Arguments Value References Examples
A S4 method that takes as an input a simACD
object and outputs a simulated nonstationary ACD(1,1) model. The formulation of the of the
piecewise constant ACD model is given in the simACD
class.
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object |
a simACD object |
Returns an object of simACD
class containing a simulated piecewise constant ACD time series.
Korkas Karolos. "Ensemble Binary Segmentation for irregularly spaced data with change-points" Preprint.
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