MSPEcontrast: Calculate the contrast function for Minimum Square Prediction...

Description Usage Arguments Examples

Description

Calculate the contrast function for Minimum Square Prediction Error estimation

Usage

1
MSPEcontrast(theta, samp, delta, q.back, ...)

Arguments

theta
samp
delta
q.back
...

Examples

1
2
3
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

COGARCH documentation built on May 2, 2019, 5:28 p.m.