MSPEestimation: Parameter estimation by Mean Square Prediction Error (MSPE)...
In COGARCH: Simulation and inferenc for COGARCH(1,1) processes
Description
Usage
Arguments
Examples
Description
Parameter estimation by Mean Square Prediction Error (MSPE) method as described in the reference below
Usage
1
MSPEestimation(init, samp, delta, q.back, levy)
Arguments
init
samp
delta
q.back
levy
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.
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Description Usage Arguments Examples
Description
Parameter estimation by Mean Square Prediction Error (MSPE) method as described in the reference below
Usage
1 | MSPEestimation(init, samp, delta, q.back, levy)
|
Arguments
init |
|
samp |
|
delta |
|
q.back |
|
levy |
Examples
1 2 3 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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