The YUIMA Project Package for SDEs
Asymptotic Expansion - Kurtosis
Class for information on the Hawkes process with a CARMA(p,q) intensit...
Estimation for the underlying Levy in a carma model
High-Dimensional Cumulative Covariance Estimator by Factor Modeling an...
Nonsynchronous Cumulative Covariance Estimator
Asymptotic Expansion - Marginals
Asymptotic Expansion - Mean
Asymptotic Expansion - Moments
Asymptotic Expansion - Standard Deviation
Asymptotic Expansion - Skewness
asymptotic expansion of the expected value of the functional
Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using ...
Class for information about CARMA(p,q) model
Adaptive Bayes estimator for the parameters in sde model
Asymptotic Expansion
Asymptotic Expansion - Characteristic Function
Asymptotic Expansion - Density
Asymptotic Expansion - Functionals
Class for Estimation of COGARCH(p,q) model with underlying increments
Class for Generalized Method of Moments Estimation for COGARCH(p,q) mo...
Class for information about CoGarch(p,q)
Estimation for the underlying Levy in a COGARCH(p,q) model
Volatility structural change point estimator
From zoo data to yuima.PPR.
Diagnostic Carma model
Function for checking the statistical properties of the COGARCH(p,q) m...
Estimation of the t-Levy Regression Model
Estimation Methods for a CARMA(p,q)-Hawkes Counting Process
Calculate preliminary estimator and one-step improvements of a Cox-Ing...
From a Characteristic Function to an yuima.law-object.
Extract arrival times from an object of class yuima.PPR
Method of Moments for COGARCH(P,Q).
Asymptotic Variance Estimator for the Hayashi-Yoshida estimator
Information criteria for the stochastic differential equation
Class for information about Map/Operators
Class for information about Point Process
Class for the mathematical description of integral of a stochastic pro...
Class for the mathematical description of integral of a stochastic pro...
Intesity Process for the Point Process Regression Model
Remove jumps and calculate the Gaussian quasi-likelihood estimator bas...
Intensity of a Point Process Regression Model
Adaptive LASSO estimation for stochastic differential equations
Methods for an object of class yuima.law
calculate the value of limiting covariance matrices : Gamma
Lead Lag Estimator
Wild Bootstrap Test for the Absence of Lead-Lag Effects
Lee and Mykland's Test for the Presence of Jumps Using Normalized Retu...
Adaptive Bayes estimator for the parameters in sde model by using LSE ...
Multiple Lead-Lag Detector
mmfrac
Class for the parameter description of stochastic differential equatio...
Realized Multipower Variation
Noisy Observation Generator
Volatility Estimation and Jump Test Using Nearest Neighbor Truncation
Class for the mathematical description of integral of a stochastic pro...
Class for information about Map/Operators
Phi-divergence test statistic for stochastic differential equations
Poisson random sampling method
Podolskij and Ziggel's Test for the Presence of Jumps Using Power Vari...
qgv
Calculate quasi-likelihood and ML estimator of least squares estimator
Gaussian quasi-likelihood estimation for Levy driven SDE
Fictitious rng for the constant random variable used to generate and d...
Random numbers and densities
Continuous Autoregressive Moving Average (p, q) model
Hawkes Process with a Continuous Autoregressive Moving Average(p, q) i...
Set characteristic information and create a `characteristic' object.
Continuous-time GARCH (p,q) process
Set and access data of an object of type "yuima.data" or "yuima".
Description of a functional associated with a perturbed stochastic dif...
Constructor of Hawkes model
Integral of Stochastic Differential Equation
Random variable constructor
Constructior of a t-Levy process.
A constructor of a t-Student Regression Model.
Map of a Stochastic Differential Equation
Basic description of stochastic differential equations (SDE)
Basic constructor for Compound Poisson processes
Point Process
Set sampling information and create a `sampling' object.
Creates a "yuima" object by combining "model", "data", "sampling", "ch...
Simulation of increments of bivariate Brownian motions with multi-scal...
Simulation of the Cox-Ingersoll-Ross diffusion
Calculate the value of functional
Simulator function for multi-dimensional stochastic processes
Calculating self-normalized residuals for SDEs.
Spectral Method for Cumulative Covariance Estimation
subsampling
Additional Methods for LaTeX Representations for Yuima objects
Class for the mathematical description of integral of a stochastic pro...
Scale-by-scale lead-lag estimation
R code for the Yuima Book
Class for stochastic differential equations
Class for the asymptotic expansion of diffusion processes
Class for the mathematical description of CARMA(p,q) model
Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model
Class for the mathematical description of a Hawkes process with a CARM...
Classe for stochastic differential equations characteristic scheme
Class for the mathematical description of CoGarch(p,q) model
Class for Quasi Maximum Likelihood Estimation of Compound Poisson-base...
Class "yuima.data" for the data slot of a "yuima" class object
Classes for stochastic differential equations data object
Class for a mathematical description of a Point Process
Class for the mathematical description of integral of a stochastic pro...
yuima law-class: A mathematical description for the noise.
yuima.LevyRM: A class for the mathematical description of the t-Stud...
Class for the mathematical description of function of a stochastic pro...
Classes for the mathematical description of stochastic differential eq...
Class for the mathematical description of Multi dimensional Jump Diffu...
Class for the mathematical description of Compound Poisson processes
Class for Quasi Maximum Likelihood Estimation of Point Process Regress...
Class for a mathematical description of a Point Process
Class for Quasi Maximum Likelihood Estimation of Levy SDE model
Classes for stochastic differential equations sampling scheme
Class "yuima.snr" for self-normalized residuals of SDE "yuima" class o...
yuima.th-class: A mathematical description for the t-Levy process.
Simulation and Inference for SDEs and Other Stochastic Processes.