adaBayes | Adaptive Bayes estimator for the parameters in sde model |
ae | Asymptotic Expansion |
aeCharacteristic | Asymptotic Expansion - Characteristic Function |
aeDensity | Asymptotic Expansion - Density |
aeExpectation | Asymptotic Expansion - Functionals |
aeKurtosis | Asymptotic Expansion - Kurtosis |
aeMarginal | Asymptotic Expansion - Marginals |
aeMean | Asymptotic Expansion - Mean |
aeMoment | Asymptotic Expansion - Moments |
aeSd | Asymptotic Expansion - Standard Deviation |
aeSkewness | Asymptotic Expansion - Skewness |
asymptotic_term | asymptotic expansion of the expected value of the functional |
bns.test | Barndorff-Nielsen and Shephard's Test for the Presence of... |
carma.info-class | Class for information about CARMA(p,q) model |
CarmaNoise | Estimation for the underlying Levy in a carma model |
cce | Nonsynchronous Cumulative Covariance Estimator |
cce.factor | High-Dimensional Cumulative Covariance Estimator by Factor... |
cogarch.est | Class for Generalized Method of Moments Estimation for... |
cogarch.est.incr | Class for Estimation of COGARCH(p,q) model with underlying... |
cogarch.info-class | Class for information about CoGarch(p,q) |
cogarchNoise | Estimation for the underlying Levy in a COGARCH(p,q) model |
CPoint | Volatility structural change point estimator |
DataPpr | From 'zoo' data to 'yuima.PPR'. |
Diagnostic.Carma | Diagnostic Carma model |
Diagnostic.Cogarch | Function for checking the statistical properties of the... |
fitCIR | Calculate preliminary estimator and one-step improvements of... |
get.counting.data | Extract arrival times from an object of class 'yuima.PPR' |
gmm | Method of Moments for COGARCH(P,Q). |
hyavar | Asymptotic Variance Estimator for the Hayashi-Yoshida... |
IC | Information criteria for the stochastic differential equation |
info.Map | Class for information about Map/Operators |
info.Ppr | Class for information about Point Process |
Integral.sde | Class for the mathematical description of integral of a... |
Integrand | Class for the mathematical description of integral of a... |
Intensity.PPR | Intesity Process for the Point Process Regression Model |
JBtest | Remove jumps and calculate the Gaussian quasi-likelihood... |
lambdaFromData | Intensity of a Point Process Regression Model |
lasso | Adaptive LASSO estimation for stochastic differential... |
LawMethods | Methods for an object of class 'yuima.law' |
limiting.gamma | calculate the value of limiting covariance matrices : Gamma |
llag | Lead Lag Estimator |
llag.test | Wild Bootstrap Test for the Absence of Lead-Lag Effects |
lm.jumptest | Lee and Mykland's Test for the Presence of Jumps Using... |
LogSPX | Five minutes Log SPX prices |
lseBayes | Adaptive Bayes estimator for the parameters in sde model by... |
mllag | Multiple Lead-Lag Detector |
mmfrac | mmfrac |
model.parameter-class | Class for the parameter description of stochastic... |
mpv | Realized Multipower Variation |
MWK151 | Graybill - Methuselah Walk - PILO - ITRDB CA535 |
noisy.sampling | Noisy Observation Generator |
ntv | Volatility Estimation and Jump Test Using Nearest Neighbor... |
param.Integral | Class for the mathematical description of integral of a... |
param.Map | Class for information about Map/Operators |
phi.test | Phi-divergence test statistic for stochastic differential... |
poisson.random.sampling | Poisson random sampling method |
pz.test | Podolskij and Ziggel's Test for the Presence of Jumps Using... |
qgv | qgv |
qmle | Calculate quasi-likelihood and ML estimator of least squares... |
qmleLevy | Gaussian quasi-likelihood estimation for Levy driven SDE |
rconst | Fictitious rng for the constant random variable used to... |
rng | Random numbers and densities |
setCarma | Continuous Autoregressive Moving Average (p, q) model |
setCharacteristic | Set characteristic information and create a 'characteristic'... |
setCogarch | Continuous-time GARCH (p,q) process |
setData | Set and access data of an object of type "yuima.data" or... |
setFunctional | Description of a functional associated with a perturbed... |
setHawkes | Constructor of Hawkes model |
setIntegral | Integral of Stochastic Differential Equation |
setLaw | Random variable constructor |
setMap | Map of a Stochastic Differential Equation |
setModel | Basic description of stochastic differential equations (SDE) |
setPoisson | Basic constructor for Compound Poisson processes |
setPpr | Point Process |
setSampling | Set sampling information and create a 'sampling' object. |
setYuima | Creates a "yuima" object by combining "model", "data",... |
simBmllag | Simulation of increments of bivariate Brownian motions with... |
simCIR | Simulation of the Cox-Ingersoll-Ross diffusion |
simFunctional | Calculate the value of functional |
simulate | Simulator function for multi-dimensional stochastic processes |
snr | Calculating self-normalized residuals for SDEs. |
spectralcov | Spectral Method for Cumulative Covariance Estimation |
subsampling | subsampling |
toLatex | Additional Methods for LaTeX Representations for Yuima... |
variable.Integral | Class for the mathematical description of integral of a... |
wllag | Scale-by-scale lead-lag estimation |
ybook | R code for the Yuima Book |
yuima.ae-class | Class for the asymptotic expansion of diffusion processes |
yuima.carma-class | Class for the mathematical description of CARMA(p,q) model |
yuima.carma.qmle-class | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q)... |
yuima.characteristic-class | Classe for stochastic differential equations characteristic... |
yuima-class | Class for stochastic differential equations |
yuima.cogarch-class | Class for the mathematical description of CoGarch(p,q) model |
yuima.CP.qmle-class | Class for Quasi Maximum Likelihood Estimation of Compound... |
yuima.data-class | Class "yuima.data" for the data slot of a "yuima" class... |
yuima.functional-class | Classes for stochastic differential equations data object |
yuima.Hawkes | Class for a mathematical description of a Point Process |
yuima.Integral-class | Class for the mathematical description of integral of a... |
yuima.law-class | Class of yuima law |
yuima.Map-class | Class for the mathematical description of function of a... |
yuima.model-class | Classes for the mathematical description of stochastic... |
yuima.multimodel | Class for the mathematical description of Multi dimensional... |
yuima.poisson-class | Class for the mathematical description of Compound Poisson... |
yuima.Ppr | Class for a mathematical description of a Point Process |
yuima.PPR.qmle-class | Class for Quasi Maximum Likelihood Estimation of Point... |
yuima.qmleLevy.incr-class | Class for Quasi Maximum Likelihood Estimation of Levy SDE... |
yuima.sampling-class | Classes for stochastic differential equations sampling scheme |
yuima.snr-class | Class "yuima.snr" for self-normalized residuals of SDE... |
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