Man pages for COGARCH
Simulation and inferenc for COGARCH(1,1) processes

as.vector-methods~~ Methods for Function 'as.vector' in Package 'base' ~~
COGprmClass For Cogarch Parameters
MMestimationParameter estimation by Method of Moments (MM)
momentsFunctions to compute the Joint Moments of Cogarch Process
MSPEcontrastCalculate the contrast function for Minimum Square Prediction...
MSPEcontrast-methods~~ Methods for Function 'MSPEcontrast' in Package 'COGARCH'...
MSPEestimationParameter estimation by Mean Square Prediction Error (MSPE)...
MSPEestimation-methods~~ Methods for Function 'MSPEestimation' in Package 'COGARCH'...
OPBcontrastOptimal Prediction Based Contrast
OPBEFOptimal Prediction Based Estimating Functions (OPBEF)
OPBEF-methods~~ Methods for Function 'OPBEF' in Package 'COGARCH' ~~
OPBestimationParameter estimation by Optimal Prediction Based method
OPBestimation-methods~~ Methods for Function 'OPBestimation' in Package 'COGARCH'...
PMLPseudo Maximum Likelihood for Cogarch process
PMLestimationParameter estimation by Pseudo Maximum Likelihood (PML)
PMLestimation-methods~~ Methods for Function 'PMLestimation' in Package 'COGARCH'...
PML-methods~~ Methods for Function 'PML' in Package 'COGARCH' ~~
rCOGARCHSimulator function for the COGARCH(1,1) process
setPsiLaplace esponent of the auxiliary process X
setPsi-methods~~ Methods for Function 'setPsi' in Package 'COGARCH' ~~
trajectoriesClass for sample paths of a Cogarch(1,1) process
varGammaClass of Variance Gamma increments
COGARCH documentation built on May 2, 2019, 5:28 p.m.