# The YUIMA Project Package for SDEs

## Documentation for package ‘yuima’ version 1.15.34

- DESCRIPTION file.
- Package NEWS.

## Help Pages

A B C D E F G H I J K L M N P Q R S T V W Y

## -- A --

adaBayes | Adaptive Bayes Estimator for the Parameters in SDE Model
adaBayes-method | Adaptive Bayes Estimator for the Parameters in SDE Model
ae | Asymptotic Expansion
aeCharacteristic | Asymptotic Expansion - Characteristic Function
aeDensity | Asymptotic Expansion - Density
aeExpectation | Asymptotic Expansion - Functionals
aeKurtosis | Asymptotic Expansion - Kurtosis
aeMarginal | Asymptotic Expansion - Marginals
aeMean | Asymptotic Expansion - Mean
aeMoment | Asymptotic Expansion - Moments
aeSd | Asymptotic Expansion - Standard Deviation
aeSkewness | Asymptotic Expansion - Skewness
asymptotic_term | Asymptotic Expansion of the Expected Value of the Functional
asymptotic_term-method | Asymptotic Expansion of the Expected Value of the Functional

## -- B --

bns.test | Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation
bns.test-method | Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation

## -- C --

CARMA | Continuous Autoregressive Moving Average (p, q) Model
Carma | Continuous Autoregressive Moving Average (p, q) Model
carma.info-class | Class for Information about CARMA(p,q) Model
carma.qmle | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) Model
Carma.Recovering | Estimation for the Underlying Levy in a Carma Model
CarmaHawkes | Hawkes Process with a Continuous Autoregressive Moving Average(p, q) Intensity
carmaHawkes.info-class | Class for Information on the Hawkes Process with a CARMA(p,q) Intensity
CarmaNoise | Estimation for the Underlying Levy in a Carma Model
CarmaRecovNoise | Estimation for the Underlying Levy in a Carma Model
cbind-method | Class for Stochastic Differential Equations
cbind.yuima | Set and Access Data of an Object of Type "yuima.data" or "yuima"
cbind.yuima-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
cce | Nonsynchronous Cumulative Covariance Estimator
cce-method | Class for Stochastic Differential Equations
cce-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
cce.factor | High-Dimensional Cumulative Covariance Estimator by Factor Modeling and Regularization
cdf | Methods for an Object of Class 'yuima.law'
cdf-method | 'yuima law-class': A Mathematical Description for the Noise
cdf-method | 'yuima.th-class': A Mathematical Description for the t-Levy Process
char | Methods for an Object of Class 'yuima.law'
char-method | 'yuima law-class': A Mathematical Description for the Noise
char-method | 'yuima.th-class': A Mathematical Description for the t-Levy Process
COGARCH | Continuous-time GARCH (p,q) Process
CoGarch | Continuous-time GARCH (p,q) Process
Cogarch | Continuous-time GARCH (p,q) Process
cogarch | Continuous-time GARCH (p,q) Process
cogarch.est-class | Class for Generalized Method of Moments Estimation for COGARCH(p,q) Model
cogarch.est.incr-class | Class for Estimation of COGARCH(p,q) Model with Underlying Increments
cogarch.info-class | Class for Information about COGARCH(p,q)
cogarch.Recovering | Estimation for the Underlying Levy in a COGARCH(p,q) Model
cogarchNoise | Estimation for the Underlying Levy in a COGARCH(p,q) Model
CogarchRecovNoise | Estimation for the Underlying Levy in a COGARCH(p,q) Model
CP.qmle | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE Models
CPoint | Volatility Structural Change Point Estimator

## -- D --

Data | Five Minutes Log SPX Prices
DataPPR | From 'zoo' Data to 'yuima.PPR'
dbgamma | Random Numbers and Densities
dconst | Fictitious RNG for the Constant Random Variable Used to Generate and Describe Poisson Jumps
dens | Methods for an Object of Class 'yuima.law'
dens-method | 'yuima law-class': A Mathematical Description for the Noise
dens-method | 'yuima.th-class': A Mathematical Description for the t-Levy Process
dGH | Random Numbers and Densities
dGIG | Random Numbers and Densities
Diagnostic.Carma | Diagnostic Carma Model
Diagnostic.Cogarch | Function for Checking the Statistical Properties of the COGARCH(p,q) Model
dIG | Random Numbers and Densities
dim | Set and Access Data of an Object of Type "yuima.data" or "yuima"
dim-method | Class for Stochastic Differential Equations
dim-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
dNIG | Random Numbers and Densities
dvgamma | Random Numbers and Densities

## -- E --

est.cogarch.incr-class | Class for Estimation of COGARCH(p,q) Model with Underlying Increments
Estimation of t-Levy Regression Model | Estimation of the t-Levy Regression Model
Estimation.LevyIncr | Gaussian Quasi-likelihood Estimation for Levy Driven SDE
estimation_LRM | Estimation of the t-Levy Regression Model
estimation_RLM,yuima.LevyRM-function | 'yuima.LevyRM': A Class for the Mathematical Description of the t-Student Regression Model
EstimCarmaHawkes | Estimation Methods for a CARMA(p,q)-Hawkes Counting Process

## -- F --

F0 | Calculate the Value of Functional
F0-method | Calculate the Value of Functional
fitCIR | Calculate Preliminary Estimator and One-step Improvements of a Cox-Ingersoll-Ross Diffusion
Fnorm | Calculate the Value of Functional
Fnorm-method | Calculate the Value of Functional
FromCF2yuima_law | From a Characteristic Function to an 'yuima.law-object'

## -- G --

get.counting.data | Extract Arrival Times from an Object of Class 'yuima.PPR'
get.zoo.data | Set and Access Data of an Object of Type "yuima.data" or "yuima"
get.zoo.data-method | Class for Stochastic Differential Equations
get.zoo.data-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
gete | Description of a Functional Associated with a Perturbed Stochastic Differential Equation
gete-method | Classes for Stochastic Differential Equations Data Object
getF | Description of a Functional Associated with a Perturbed Stochastic Differential Equation
getf | Description of a Functional Associated with a Perturbed Stochastic Differential Equation
getF-method | Classes for Stochastic Differential Equations Data Object
getf-method | Classes for Stochastic Differential Equations Data Object
getxinit | Description of a Functional Associated with a Perturbed Stochastic Differential Equation
getxinit-method | Classes for Stochastic Differential Equations Data Object
gmm | Method of Moments for COGARCH(P,Q)
gmm.COGARCH | Method of Moments for COGARCH(P,Q)

## -- H --

Hawkes.Carma.Intensity | Hawkes Process with a Continuous Autoregressive Moving Average(p, q) Intensity
hyavar | Asymptotic Variance Estimator for the Hayashi-Yoshida Estimator

## -- I --

IC | Information Criteria for the Stochastic Differential Equation
incr.qmleLevy | Class for Quasi Maximum Likelihood Estimation of Levy SDE Model
info.Map | Class for Information about Map/Operators
info.Map-class | Class for Information about Map/Operators
info.PPR | Class for Information about Point Process
info.PPR-class | Class for Information about Point Process
initialize-method | Class for the Mathematical Description of Integral of a Stochastic Process
initialize-method | Class for the Mathematical Description of Integral of a Stochastic Process
initialize-method | Class for Information about Map/Operators
initialize-method | Class for Information about Point Process
initialize-method | Constructor for 'yuima.ae' Class
initialize-method | Class for the Mathematical Description of Integral of a Stochastic Process
initialize-method | Class for Information about Map/Operators
initialize-method | Class for the Mathematical Description of Integral of a Stochastic Process
initialize-method | Class for Stochastic Differential Equations
initialize-method | Class for a Mathematical Description of a Point Process
initialize-method | Class for the Mathematical Description of Integral of a Stochastic Process
initialize-method | 'yuima.LevyRM': A Class for the Mathematical Description of the t-Student Regression Model
initialize-method | Class for the Mathematical Description of Function of a Stochastic Process
initialize-method | Class for a Mathematical Description of a Point Process
initialize-method | Class for the Mathematical Description of CARMA(p,q) Model
initialize-method | Class for the Mathematical Description of a Hawkes Process with a CARMA(p,q) Intensity
initialize-method | Classe for Stochastic Differential Equations Characteristic Scheme
initialize-method | Class for the Mathematical Description of CoGarch(p,q) Model
initialize-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
initialize-method | Classes for Stochastic Differential Equations Data Object
initialize-method | 'yuima law-class': A Mathematical Description for the Noise
initialize-method | Class for the Mathematical Description of Linear State Space Models
initialize-method | Classes for the Mathematical Description of Stochastic Differential Equations
initialize-method | Class for the miMathematical Description of Multi Dimensional Jump Diffusion Processes
initialize-method | Class for the Mathematical Description of Compound Poisson Processes
initialize-method | Class for Quasi Maximum Likelihood Estimation of Levy SDE Model
initialize-method | Classes for Stochastic Differential Equations Sampling Scheme
initialize-method | Class for the Mathematical Description of State Space Models
initialize-method | 'yuima.th-class': A Mathematical Description for the t-Levy Process
Integral.sde | Class for the Mathematical Description of Integral of a Stochastic Process
Integral.sde-class | Class for the Mathematical Description of Integral of a Stochastic Process
Integrand | Class for the Mathematical Description of Integral of a Stochastic Process
Integrand-class | Class for the Mathematical Description of Integral of a Stochastic Process
Intensity.PPR | Intesity Process for the Point Process Regression Model

## -- J --

JBtest | Remove Jumps and Calculate the Gaussian Quasi-likelihood Estimator Based on the Jarque-Bera Normality Test

## -- K --

kalmanBucyFilter | Kalman-Bucy Filter
kalmanBucyFilter-method | Kalman-Bucy Filter

## -- L --

lambdaFromData | Intensity of a Point Process Regression Model
lasso | Adaptive LASSO Estimation for Stochastic Differential Equations
LawMethods | Methods for an Object of Class 'yuima.law'
length | Set and Access Data of an Object of Type "yuima.data" or "yuima"
length-method | Class for Stochastic Differential Equations
length-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
Levy.Carma | Estimation for the Underlying Levy in a Carma Model
Levy.cogarch | Estimation for the Underlying Levy in a COGARCH(p,q) Model
LevySDE | Gaussian Quasi-likelihood Estimation for Levy Driven SDE
limiting.gamma | Calculate the Value of Limiting Covariance Matrices : Gamma
limiting.gamma-method | Class for Stochastic Differential Equations
limiting.gamma-method | Class for the Mathematical Description of CARMA(p,q) Model
limiting.gamma-method | Class for the Mathematical Description of CoGarch(p,q) Model
limiting.gamma-method | Class for the Mathematical Description of Linear State Space Models
limiting.gamma-method | Classes for the Mathematical Description of Stochastic Differential Equations
limiting.gamma-method | Class for the Mathematical Description of State Space Models
llag | Lead Lag Estimator
llag-method | Lead Lag Estimator
llag-method | Class for Stochastic Differential Equations
llag-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
llag.test | Wild Bootstrap Test for the Absence of Lead-Lag Effects
lm.jumptest | Lee and Mykland's Test for the Presence of Jumps Using Normalized Returns
lmm | Spectral Method for Cumulative Covariance Estimation
LogSPX | Five Minutes Log SPX Prices
lse | Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator
LSE-method | Class for Stochastic Differential Equations
lseBayes | Adaptive Bayes Estimator for the Parameters in SDE Model by Using LSE Functions
lseBayes-method | Adaptive Bayes Estimator for the Parameters in SDE Model by Using LSE Functions

## -- M --

Map of SDE | Map of a Stochastic Differential Equation
Map of yuima | Map of a Stochastic Differential Equation
mean-method | Kalman-Bucy Filter
medrv | Volatility Estimation and Jump Test Using Nearest Neighbor Truncation
medrv.test | Volatility Estimation and Jump Test Using Nearest Neighbor Truncation
Method of Moment COGARCH | Method of Moments for COGARCH(P,Q)
MethodOfMoments.CarmaHawkes | Estimation Methods for a CARMA(p,q)-Hawkes Counting Process
minrv | Volatility Estimation and Jump Test Using Nearest Neighbor Truncation
minrv.test | Volatility Estimation and Jump Test Using Nearest Neighbor Truncation
ml.ql-method | Class for Stochastic Differential Equations
mllag | Multiple Lead-Lag Detector
mmfrac | 'mmfrac'
model.parameter-class | Class for the Parameter Description of Stochastic Differential Equations
mpv | Realized Multipower Variation
mpv-method | Realized Multipower Variation
MWK151 | Graybill - Methuselah Walk - PILO - ITRDB CA535

## -- N --

NoisePPR | Extract Arrival Times from an Object of Class 'yuima.PPR'
noisy.sampling | Noisy Observation Generator
noisy.sampling-method | Noisy Observation Generator
ntv | Volatility Estimation and Jump Test Using Nearest Neighbor Truncation

## -- P --

param.Integral | Class for the Mathematical Description of Integral of a Stochastic Process
param.Integral-class | Class for the Mathematical Description of Integral of a Stochastic Process
param.Map | Class for Information about Map/Operators
param.Map-class | Class for Information about Map/Operators
phi.test | Phi-divergence Test Statistic for Stochastic Differential Equations
plot-method | Class for Estimation of COGARCH(p,q) Model with Underlying Increments
plot-method | Class for Generalized Method of Moments Estimation for COGARCH(p,q) Model
plot-method | Plot Method for 'yuima.ae' Class
plot-method | Plotting Method for Kalman-Bucy Filter
plot-method | Class for Stochastic Differential Equations
plot-method | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE Models
plot-method | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) Model
plot-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
poest | P-O Estimator
poest-method | P-O Estimator
poisson.random.sampling | Poisson Random Sampling Method
poisson.random.sampling-method | Class for Stochastic Differential Equations
poisson.random.sampling-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object
PPR.qmle | Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models
pseudologlikelihood | Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator
pseudologlikelihood.COGARCH | Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator
pz.test | Podolskij and Ziggel's Test for the Presence of Jumps Using Power Variation with Perturbed Truncation

## -- Q --

qgv | 'qgv'
ql-method | Class for Stochastic Differential Equations
qmle | Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator
qmle.carma | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) Model
qmle.CarmaHawkes | Estimation Methods for a CARMA(p,q)-Hawkes Counting Process
qmle.CP | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE Models
qmle.linear_state_space_model | Calculate Quasi-Likelihood and Maximum Likelihood Estimator for Linear State Space Model
qmle.linear_state_space_model-method | Calculate Quasi-Likelihood and Maximum Likelihood Estimator for Linear State Space Model
qmle.PPR | Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models
qmleDegenerate | Quasi-likelihood Estimation for Degenerate Diffusion Processes
qmleL | Volatility Structural Change Point Estimator
qmleLevy | Gaussian Quasi-likelihood Estimation for Levy Driven SDE
qmleLevy.incr | Class for Quasi Maximum Likelihood Estimation of Levy SDE Model
qmleR | Volatility Structural Change Point Estimator
quant | Methods for an Object of Class 'yuima.law'
quant-method | 'yuima law-class': A Mathematical Description for the Noise
quant-method | 'yuima.th-class': A Mathematical Description for the t-Levy Process
quasilogl | Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator

## -- R --

rand | Methods for an Object of Class 'yuima.law'
rand-method | Methods for an Object of Class 'yuima.law'
rand-method | 'yuima law-class': A Mathematical Description for the Noise
rand-method | 'yuima.th-class': A Mathematical Description for the t-Levy Process
rbgamma | Random Numbers and Densities
rconst | Fictitious RNG for the Constant Random Variable Used to Generate and Describe Poisson Jumps
Recovering.Noise | Estimation for the Underlying Levy in a Carma Model
Recovering.Noise.cogarch | Estimation for the Underlying Levy in a COGARCH(p,q) Model
rGH | Random Numbers and Densities
rGIG | Random Numbers and Densities
rIG | Random Numbers and Densities
rng | Random Numbers and Densities
rNIG | Random Numbers and Densities
rnts | Random Numbers and Densities
rpts | Random Numbers and Densities
rql | Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator
rql-method | Class for Stochastic Differential Equations
rstable | Random Numbers and Densities
rvgamma | Random Numbers and Densities

## -- S --

setCarma | Continuous Autoregressive Moving Average (p, q) Model
setCarmaHawkes | Hawkes Process with a Continuous Autoregressive Moving Average(p, q) Intensity
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
setFunctional-method | Description of a Functional Associated with a Perturbed Stochastic Differential Equation
setHawkes | Constructor of Hawkes Model
setIntegral | Integral of Stochastic Differential Equation
setLaw | Random Variable Constructor
setLaw_th | Constructior of a t-Levy Process
setLRM | A Constructor of a t-Student Regression Model
setMap | Map of a Stochastic Differential Equation
setModel | Basic Description of Stochastic Differential Equations (SDE)
setPoisson | Basic Constructor for Compound Poisson Processes
setPPR | Point Process
setSampling | Set Sampling Information and Create a 'sampling' Object
setYuima | Creates a "yuima" Object by Combining "model", "data", "sampling", "characteristic" and "functional" Slots
show-method | Class "yuima.snr" for Self-normalized Residuals of SDE "yuima" Class Object
simBmllag | Simulation of Increments of Bivariate Brownian Motions with Multi-scale Lead-lag Relationships
simBmllag.coef | Simulation of Increments of Bivariate Brownian Motions with Multi-scale Lead-lag Relationships
simCIR | Simulation of the Cox-Ingersoll-Ross Diffusion
simFunctional | Calculate the Value of Functional
simFunctional-method | Calculate the Value of Functional
simulate | Simulator Function for Multi-dimensional Stochastic Processes
simulate-method | Class for Estimation of COGARCH(p,q) Model with Underlying Increments
simulate-method | Class for Stochastic Differential Equations
simulate-method | Class for a Mathematical Description of a Point Process
simulate-method | Class for the Mathematical Description of Integral of a Stochastic Process
simulate-method | 'yuima.LevyRM': A Class for the Mathematical Description of the t-Student Regression Model
simulate-method | Class for the Mathematical Description of Function of a Stochastic Process
simulate-method | Class for a Mathematical Description of a Point Process
simulate-method | Class for the Mathematical Description of CARMA(p,q) Model
simulate-method | Class for the Mathematical Description of CoGarch(p,q) Model
simulate-method | Class for the Mathematical Description of Linear State Space Models
simulate-method | Classes for the Mathematical Description of Stochastic Differential Equations
simulate-method | Class for the miMathematical Description of Multi Dimensional Jump Diffusion Processes
simulate-method | Class for the Mathematical Description of State Space Models
snr | Calculating Self-normalized Residuals for SDEs
spectralcov | Spectral Method for Cumulative Covariance Estimation
subsampling | 'subsampling'
subsampling-method | Class for Stochastic Differential Equations
subsampling-method | Class "yuima.data" for the Data Slot of a "yuima" Class Object

## -- T --

t-Levy process | 'yuima.th-class': A Mathematical Description for the t-Levy Process
toLatex | Additional Methods for LaTeX Representations for Yuima Objects
toLatex.yuima | Additional Methods for LaTeX Representations for Yuima Objects
toLatex.yuima.carma | Additional Methods for LaTeX Representations for Yuima Objects
toLatex.yuima.cogarch | Additional Methods for LaTeX Representations for Yuima Objects
toLatex.yuima.model | Additional Methods for LaTeX Representations for Yuima Objects

## -- V --

variable.Integral | Class for the Mathematical Description of Integral of a Stochastic Process
variable.Integral-class | Class for the Mathematical Description of Integral of a Stochastic Process
vcov-method | Kalman-Bucy Filter

## -- W --

wllag | Scale-by-scale Lead-lag Estimation

## -- Y --

ybook | R Code for the Yuima Book
yuima-class | Class for Stochastic Differential Equations
yuima.adabayes-class | Class for Adaptive Bayes Estimation of Stochastic Differential Equations
yuima.ae-class | Class for the Asymptotic Expansion of Diffusion Processes
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.carmaHawkes-class | Class for the Mathematical Description of a Hawkes Process with a CARMA(p,q) Intensity
yuima.characteristic-class | Classe for Stochastic Differential Equations Characteristic Scheme
yuima.cogarch-class | Class for the Mathematical Description of CoGarch(p,q) Model
yuima.CP.qmle-class | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE Models
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.Hawkes | Class for a Mathematical Description of a Point Process
yuima.Hawkes-class | Class for a Mathematical Description of a Point Process
yuima.Integral | Class for the Mathematical Description of Integral of a Stochastic Process
yuima.Integral-class | Class for the Mathematical Description of Integral of a Stochastic Process
yuima.kalmanBucyFilter-class | Kalman-Bucy Filter
yuima.law | 'yuima law-class': A Mathematical Description for the Noise
yuima.law-class | 'yuima law-class': A Mathematical Description for the Noise
yuima.LevyRM | 'yuima.LevyRM': A Class for the Mathematical Description of the t-Student Regression Model
yuima.LevyRM-class | 'yuima.LevyRM': A Class for the Mathematical Description of the t-Student Regression Model
yuima.linear_state_space_model | Class for the Mathematical Description of Linear State Space Models
yuima.linear_state_space_model-class | Class for the Mathematical Description of Linear State Space Models
yuima.linear_state_space_qmle-class | Calculate Quasi-Likelihood and Maximum Likelihood Estimator for Linear State Space Model
yuima.Map | Class for the Mathematical Description of Function of a Stochastic Process
yuima.Map-class | Class for the Mathematical Description of Function of a Stochastic Process
yuima.model | Classes for the Mathematical Description of Stochastic Differential Equations
yuima.model-class | Classes for the Mathematical Description of Stochastic Differential Equations
yuima.multimodel | Class for the miMathematical Description of Multi Dimensional Jump Diffusion Processes
yuima.multimodel-class | Class for the miMathematical Description of Multi Dimensional Jump Diffusion Processes
yuima.poisson-class | Class for the Mathematical Description of Compound Poisson Processes
yuima.PPR | Class for a Mathematical Description of a Point Process
yuima.PPR-class | Class for a Mathematical Description of a Point Process
yuima.PPR.qmle-class | Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models
yuima.PPR.qmle-method | Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models
yuima.qmle-class | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE Models
yuima.qmleLevy.incr-class | Class for Quasi Maximum Likelihood Estimation of Levy SDE Model
yuima.qmleLevy.incr-method | Class for Quasi Maximum Likelihood Estimation of Levy SDE Model
yuima.sampling-class | Classes for Stochastic Differential Equations Sampling Scheme
yuima.snr-class | Class "yuima.snr" for Self-normalized Residuals of SDE "yuima" Class Object
yuima.state_space_model | Class for the Mathematical Description of State Space Models
yuima.state_space_model-class | Class for the Mathematical Description of State Space Models
yuima.th | 'yuima.th-class': A Mathematical Description for the t-Levy Process
yuima.th-class | 'yuima.th-class': A Mathematical Description for the t-Levy Process