CPoint                  Volatility structural change point estimator
CarmaNoise              Estimation for the underlying Levy in a carma
                        model
Diagnostic.Cogarch      Function for checking the statistical
                        properties of the COGARCH(p,q) model
MWK151                  Graybill - Methuselah Walk - PILO - ITRDB CA535
adaBayes                Adaptive Bayes estimator for the parameters in
                        sde model
asymptotic_term         asymptotic expansion of the expected value of
                        the functional
bns.test                Barndorff-Nielsen and Shephard's Test for the
                        Presence of Jumps Using Bipower Variation
carma.info-class        Class for information about CARMA(p,q) model
cce                     Nonsynchronous Cumulative Covariance Estimator
cogarch.gmm-class       Class for Generalized Method of Moments
                        Estimation for COGARCH(p,q) model
cogarch.gmm.incr-class
                        Class for Generalized Method of Moments
                        Estimation for COGARCH(p,q) model with
                        underlying increments
cogarch.info-class      Class for information about CoGarch(p,q)
cogarchNoise            Estimation for the underlying Levy in a
                        COGARCH(p,q) model
gmm                     Method of Moments for COGARCH(P,Q).
hyavar                  Asymptotic Variance Estimator for the
                        Hayashi-Yoshida estimator
lasso                   Adaptive LASSO estimation for stochastic
                        differential equations
limiting.gamma          calculate the value of limiting covariance
                        matrices : Gamma
llag                    Lead Lag Estimator
mmfrac                  mmfrac
model.parameter-class   Class for the parameter description of
                        stochastic differential equations
mpv                     Realized Multipower Variation
noisy.sampling          Noisy Observation Generator
phi.test                Phi-divergence test statistic for stochastic
                        differential equations
poisson.random.sampling
                        Poisson random sampling method
qgv                     qgv
qmle                    Calculate quasi-likelihood and ML estimator of
                        least squares estimator
rconst                  Fictitious rng for the constant random variable
                        used to generate and describe Poisson jumps.
rng                     Random Number Generators for yuima package
setCarma                Continuous Autoregressive Moving Average (p, q)
                        model
setCharacteristic       Set characteristic information and create a
                        'characteristic' object.
setCogarch              Continuous-time GARCH (p,q) process
setData                 Set and access data of an object of type
                        "yuima.data" or "yuima".
setFunctional           Description of a functional associated with a
                        perturbed stochastic differential equation
setModel                Basic description of stochastic differential
                        equations (SDE)
setPoisson              Basic constructor for Compound Poisson
                        processes
setSampling             Set sampling information and create a
                        'sampling' object.
setYuima                Creates a "yuima" object by combining "model",
                        "data", "sampling", "characteristic" and
                        "functional"slots.
simFunctional           Calculate the value of functional
simulate                Simulator function for multi-dimensional
                        stochastic processes
subsampling             subsampling
toLatex                 Additional Methods for LaTeX Representations
                        for Yuima objects
yuima-class             Class for stochastic differential equations
yuima.CP.qmle-class     Class for Quasi Maximum Likelihood Estimation
                        of Compound Poisson-based and SDE models
yuima.carma-class       Class for the mathematical description of
                        CARMA(p,q) model
yuima.carma.qmle-class
                        Class for Quasi Maximum Likelihood Estimation
                        of CARMA(p,q) model
yuima.characteristic-class
                        Classe for stochastic differential equations
                        characteristic scheme
yuima.cogarch-class     Class for the mathematical description of
                        CoGarch(p,q) model
yuima.data-class        Class "yuima.data" for the data slot of a
                        "yuima" class object
yuima.functional-class
                        Classes for stochastic differential equations
                        data object
yuima.model-class       Classes for the mathematical description of
                        stochastic differential equations
yuima.poisson-class     Class for the mathematical description of
                        Compound Poisson processes
yuima.sampling-class    Classes for stochastic differential equations
                        sampling scheme
