yuima.CP.qmle-class function

Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models

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

Slots

• Jump.times:: a vector which contains the estimated time of jumps.
• Jump.values:: a vector which contains the jumps.
• X.values:: the value of the process at the jump times.
• model:: is an object of of yuima.model-class.
• 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.
• model:: is an object of class yuima.model-class.

Methods

• plot: Plot method for plotting the jump times.
• Methods mle: All methods for mle-class are available.

Author(s)

The YUIMA Project Team