LRT_moment_lev_ged: GMM moments for SVL(p)-GED with fixed A matrix (p+4...
In wARMASVp: Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models
LRT_moment_lev_ged R Documentation
GMM moments for SVL(p)-GED with fixed A matrix (p+4 conditions)
Uses exact GED leverage moment.
Description
GMM moments for SVL(p)-GED with fixed A matrix (p+4 conditions)
Uses exact GED leverage moment.
Usage
LRT_moment_lev_ged(y, mdl_out, Amat, rho_type, del = 1e-10)
wARMASVp documentation built on May 15, 2026, 5:07 p.m.
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| LRT_moment_lev_ged | R Documentation |
GMM moments for SVL(p)-GED with fixed A matrix (p+4 conditions) Uses exact GED leverage moment.
Description
GMM moments for SVL(p)-GED with fixed A matrix (p+4 conditions) Uses exact GED leverage moment.
Usage
LRT_moment_lev_ged(y, mdl_out, Amat, rho_type, del = 1e-10)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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