cogarch.est: Class for Generalized Method of Moments Estimation for...

In yuima: The YUIMA Project Package for SDEs

Class for Generalized Method of Moments Estimation for COGARCH(p,q) model

Description

The cogarch.est class is a class of the yuima package that contains estimated parameters obtained by the function gmm or qmle.

Slots

yuima:

is an object of of yuima-class.

objFun:

is an object of class character that indicates the objective function used in the minimization problem. See the documentation of the function gmm or qmle for more details.

call:

is an object of class language.

coef:

is an object of class numeric that contains estimated parameters.

fullcoef:

is an object of class numeric that contains estimated and fixed parameters.

vcov:

is an object of class matrix.

min:

is an object of class numeric.

minuslogl:

is an object of class function.

method:

is an object of class character.

Methods

Methods mle

All methods for mle-class are available.

Author(s)

The YUIMA Project Team

yuima documentation built on Nov. 14, 2022, 3:02 p.m.