carmaHawkes.info-class: Class for Information on the Hawkes Process with a CARMA(p,q)...

In yuima: The YUIMA Project Package for SDEs

Class for Information on the Hawkes Process with a CARMA(p,q) Intensity

Description

The carmaHawkes.info-class is a class of the yuima package.

Details

The carmaHawkes.info-class object cannot be directly specified by the user but it is constructed when the yuima.carmaHawkes-class object is constructed via setCarmaHawkes.

Slots

p:

Number of autoregressive coefficients.

q:

Number of moving average coefficients.

Counting.Process:

Label of Counting process.

base.Int:

Label of baseline Intensity parameter.

ar.par:

Label of autoregressive coefficients.

ma.par:

Label of moving average coefficients.

Intensity.var:

Label of the Intensity process.

Latent.var:

Label of the unobserved process.

XinExpr:

Logical variable. If XinExpr=FALSE, the starting condition of Latent.var is zero otherwise each component of Latent.var has a parameter as a starting point.

Type.Jump:

Logical variable. If XinExpr=TRUE, the jump size is deterministic

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]

yuima documentation built on April 16, 2025, 5:12 p.m.