yuima.carma.qmle-class: Class for Quasi Maximum Likelihood Estimation of CARMA(p,q)...

In yuima: The YUIMA Project Package for SDEs

Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model

Description

The yuima.carma.qmle class is a class of the yuima package that extends the mle-class of the stats4 package.

Slots

Incr.Lev:

is an object of class zoo that contains the estimated increments of the noise obtained using CarmaNoise.

model:

is an object of of yuima.carma-class.

logL.Incr:

is an object of class numeric that contains the value of the log-likelihood for estimated Levy increments.

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

plot

Plot method for estimated increment of the noise.

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.