| BM | Brownian motion, Brownian bridge, and geometric Brownian... |
| cpoint | Volatility change-point estimator for diffusion processes |
| DBridge | Simulation of diffusion bridge |
| dcElerian | Approximated conditional law of a diffusion process by... |
| dcEuler | Approximated conditional law of a diffusion process |
| dcKessler | Approximated conditional law of a diffusion process by... |
| dcOzaki | Approximated conditional law of a diffusion process by... |
| dcShoji | Approximated conditional law of a diffusion process by the... |
| dcSim | Pedersen's simulated transition density |
| DWJ | Weekly closings of the Dow-Jones industrial average |
| EULERloglik | Euler approximation of the likelihood |
| gmm | Generalized method of moments estimator |
| HPloglik | Ait-Sahalia Hermite polynomial expansion approximation of the... |
| ksmooth | Nonparametric invariant density, drift, and diffusion... |
| linear.mart.ef | Linear martingale estimating function |
| MOdist | Markov Operator distance for clustering diffusion processes. |
| quotes | Daily closings of 20 financial time series from 2006-01-03 to... |
| rcBS | Black-Scholes-Merton or geometric Brownian motion process... |
| rcCIR | Conditional law of the Cox-Ingersoll-Ross process |
| rcOU | Ornstein-Uhlenbeck or Vasicek process conditional law |
| rsCIR | Cox-Ingersoll-Ross process stationary law |
| rsOU | Ornstein-Uhlenbeck or Vasicek process stationary law |
| sdeAIC | Akaike's information criterion for diffusion processes |
| sdeDiv | Phi-Divergences test for diffusion processes |
| sde.sim | Simulation of stochastic differential equation |
| SIMloglik | Pedersen's approximation of the likelihood |
| simple.ef | Simple estimating functions of types I and II |
| simple.ef2 | Simple estimating function based on the infinitesimal... |
