COGARCH: Simulation and inferenc for COGARCH(1,1) processes
Version 1.3-1

Simulation and parameters estimation for COGARCH(1,1) processes with different methods

Getting started

Package details

AuthorEnrico Bibbona <[email protected]> and Ilia Negri <[email protected]> and Alberto Arcagni <[email protected]> and Lorenzo Mercuri <[email protected]>
Date of publication2014-10-29 12:26:14
MaintainerEnrico Bibbona <[email protected]>
LicenseGPL(>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("COGARCH", repos="")

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COGARCH documentation built on May 31, 2017, 3:40 a.m.