Files in segMGarch

Multiple Change-Point Detection for High-Dimensional GARCH Processes

R/RcppExports.R R/tvMGarch.R R/simMGarch.R R/TL.R R/kupiec.R R/func.null.stat.R R/pc_cccsim.R R/gen_pc_coef.R R/auxFunctions.R R/garch.seg.R R/DQtest.R R/pc_Sigma.R man/pc_cccsim-methods.Rd man/segMGarch-package.Rd man/garch.seg-class.Rd man/pc_Sigma-methods.Rd man/DQtest-methods.Rd man/kupiec-methods.Rd man/gen_pc_coef-class.Rd man/TL-methods.Rd man/simMGarch-class.Rd man/tvMGarch-class.Rd