cogarch.info-class function

Class for Information about COGARCH(p,q)

The cogarch.info-class is a class of the yuima package class

Slots

• p:: Number of autoregressive coefficients in the variance process.
• q:: Number of moving average coefficients in the variance process.
• ar.par:: Label of autoregressive coefficients.
• ma.par:: Label of moving average coefficients.
• loc.par:: Label of location coefficient in the variance process.
• Cogarch.var:: Label of the observed process.
• V.var:: Label of the variance process.
• Latent.var:: Label of the latent process in the state representation of the variance.
• XinExpr:: Logical variable. If XinExpr=FALSE, the starting condition of Latent.var is zero otherwise each component of Latent.var has a parameter as a starting point.
• measure:: Levy measure for jump and quadratic part.
• measure.type:: Type specification for Levy measure.

Note

The cogarch.info-class object cannot be directly specified by the user but it is built when the yuima.cogarch-class object is constructed via setCogarch.

Author(s)

The YUIMA Project Team