PML: Pseudo Maximum Likelihood for Cogarch process

Description Usage Arguments Examples

Description

Pseudo Maximum Likelihood for Cogarch process as introduced in the reference below

Usage

1
PML(theta, samp, delta)

Arguments

theta
samp
delta

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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