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yuima
Diagnostic.Cogarch
Diagnostic.Cogarch function
Function for Checking the Statistical Properties of the COGARCH(p,q) Model
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yuima package
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Maintainer: Yuta Koike
License: GPL-2
Last published: 2025-12-14
Useful links
https://github.com/yuimaproject/yuima/issues
https://yuimaproject.com