JumpProcess-class: Class "JumpProcess"

In processdata: Process Data

Description

An object of class JumpProcess is a container for data obtained as observations of continuous time processes with jumps. The jump times and jump sizes are represented as a marked point process.

Objects from the Class

Objects can be created by calls of the function jumpProcess.

The object contains time points or positions in one-dimensional space of continuous process data together with jump times and jump sizes.

The class extends MarkedPointProcess and contains no additional slots.

Methods

The only method implemented is plot documented in its own help page.

Author(s)

Niels Richard Hansen, [e-mail]

See Also

jumpProcess, ProcessData, ContinuousProcess, JumpProcess

Examples

showClass("JumpProcess")

processdata documentation built on May 2, 2019, 5:23 p.m.