Man pages for COGARCH
Simulation and inferenc for COGARCH(1,1) processes
| as.vector-methods | ~~ Methods for Function 'as.vector' in Package 'base' ~~ |
| COGprm | Class For Cogarch Parameters |
| MMestimation | Parameter estimation by Method of Moments (MM) |
| moments | Functions to compute the Joint Moments of Cogarch Process |
| MSPEcontrast | Calculate the contrast function for Minimum Square Prediction... |
| MSPEcontrast-methods | ~~ Methods for Function 'MSPEcontrast' in Package 'COGARCH'... |
| MSPEestimation | Parameter estimation by Mean Square Prediction Error (MSPE)... |
| MSPEestimation-methods | ~~ Methods for Function 'MSPEestimation' in Package 'COGARCH'... |
| OPBcontrast | Optimal Prediction Based Contrast |
| OPBEF | Optimal Prediction Based Estimating Functions (OPBEF) |
| OPBEF-methods | ~~ Methods for Function 'OPBEF' in Package 'COGARCH' ~~ |
| OPBestimation | Parameter estimation by Optimal Prediction Based method |
| OPBestimation-methods | ~~ Methods for Function 'OPBestimation' in Package 'COGARCH'... |
| PML | Pseudo Maximum Likelihood for Cogarch process |
| PMLestimation | Parameter estimation by Pseudo Maximum Likelihood (PML) |
| PMLestimation-methods | ~~ Methods for Function 'PMLestimation' in Package 'COGARCH'... |
| PML-methods | ~~ Methods for Function 'PML' in Package 'COGARCH' ~~ |
| rCOGARCH | Simulator function for the COGARCH(1,1) process |
| setPsi | Laplace esponent of the auxiliary process X |
| setPsi-methods | ~~ Methods for Function 'setPsi' in Package 'COGARCH' ~~ |
| trajectories | Class for sample paths of a Cogarch(1,1) process |
| varGamma | Class of Variance Gamma increments |
