yuima.CP.qmle-class: Class for Quasi Maximum Likelihood Estimation of Compound...

In yuima: The YUIMA Project Package for SDEs

Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models

Description

The yuima.CP.qmle class is a class of the yuima package that extends the mle-class of the stats4 package.

Slots

Jump.times:

a vector which contains the estimated time of jumps.

Jump.values:

a vector which contains the jumps.

X.values:

the value of the process at the jump times.

model:

is an object of of yuima.model-class.

call:

is an object of class language.

coef:

is an object of class numeric that contains estimated parameters.

fullcoef:

is an object of class numeric that contains estimated and fixed parameters.

vcov:

is an object of class matrix.

min:

is an object of class numeric.

minuslogl:

is an object of class function.

method:

is an object of class character.

model:

is an object of class yuima.model-class.

Methods

plot

Plot method for plotting the jump times.

Methods mle

All methods for mle-class are available.

Author(s)

The YUIMA Project Team

yuima documentation built on Dec. 28, 2022, 2:01 a.m.