Man pages for alejandralopezperez/estsde
Parametric Estimation of SDE
| est.CKLS.DML | ML estimation for the CKLS model (Euler method) |
| est.CKLS.GMM | Generalized method of moments estimator for the CKLS model |
| est.CKLS.HP | ML estimation for the CKLS model (Hermite polynomial... |
| est.CKLS.KF | ML estimation for the CKLS model (Kalman filter) |
| est.CKLS.LL | ML estimation for the CKLS model (local linearization) |
| est.CKLS.MCMC | MCMC estimation for the CKLS model |
| est.VAS.DML | ML estimation for the Vasicek model (Euler method) |
| est.VAS.EML | ML estimation for the Vasicek model |
| est.VAS.GMM | Generalized method of moments estimator for the Vasicek model |
| est.VAS.HP | ML estimation for the Vasicek model (Hermite polynomial... |
| est.VAS.KF | ML estimation for the Vasicek model (Kalman filter) |
| est.VAS.LL | ML estimation for the Vasicek model (local linearization) |
| est.VAS.MCMC | MCMC estimation for the Vasicek model |
| rCKLS | Simulation of the CKLS model |
| rVAS | Simulation of the Vasicek model |
