yuima.carma.qmle-class function

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

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

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