varGamma: Class of Variance Gamma increments
In COGARCH: Simulation and inferenc for COGARCH(1,1) processes
Description
Usage
Arguments
Author(s)
References
Description
An object of class varGamma contains information about the Variance Gamma increments.
Usage
1
Arguments
...
Arguments for the constructor varGamma(c):
- c
is a numeric object. See Haug et al. 2007 for the meaning.
Author(s)
Cogarch Team
References
Haug, S., Kluppelberg, C., Lindner, A., and Zapp, M. (2007): Method of Moment estimation in the Cogarch(1,1) model. Econometrics Journal, volume 10, pp 320-341.
COGARCH documentation built on May 2, 2019, 5:28 p.m.
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.
Description Usage Arguments Author(s) References
Description
An object of class varGamma contains information about the Variance Gamma increments.
Usage
1 |
Arguments
... |
Arguments for the constructor
|
Author(s)
Cogarch Team
References
Haug, S., Kluppelberg, C., Lindner, A., and Zapp, M. (2007): Method of Moment estimation in the Cogarch(1,1) model. Econometrics Journal, volume 10, pp 320-341.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.