BM | Brownian motion, Brownian bridge, and geometric Brownian... |
cpoint | Volatility change-point estimator for diffusion processes |
DBridge | Simulation of diffusion bridge |
dcElerian | Approximated conditional law of a diffusion process by... |
dcEuler | Approximated conditional law of a diffusion process |
dcKessler | Approximated conditional law of a diffusion process by... |
dcOzaki | Approximated conditional law of a diffusion process by... |
dcShoji | Approximated conditional law of a diffusion process by the... |
dcSim | Pedersen's simulated transition density |
DWJ | Weekly closings of the Dow-Jones industrial average |
EULERloglik | Euler approximation of the likelihood |
gmm | Generalized method of moments estimator |
HPloglik | Ait-Sahalia Hermite polynomial expansion approximation of the... |
ksmooth | Nonparametric invariant density, drift, and diffusion... |
linear.mart.ef | Linear martingale estimating function |
MOdist | Markov Operator distance for clustering diffusion processes. |
quotes | Daily closings of 20 financial time series from 2006-01-03 to... |
rcBS | Black-Scholes-Merton or geometric Brownian motion process... |
rcCIR | Conditional law of the Cox-Ingersoll-Ross process |
rcOU | Ornstein-Uhlenbeck or Vasicek process conditional law |
rsCIR | Cox-Ingersoll-Ross process stationary law |
rsOU | Ornstein-Uhlenbeck or Vasicek process stationary law |
sdeAIC | Akaike's information criterion for diffusion processes |
sdeDiv | Phi-Divergences test for diffusion processes |
sde.sim | Simulation of stochastic differential equation |
SIMloglik | Pedersen's approximation of the likelihood |
simple.ef | Simple estimating functions of types I and II |
simple.ef2 | Simple estimating function based on the infinitesimal... |
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