R Code for calculating standard errors(p-values) in COGARCH

To determine p-values and or standard errors for estimates, we combine the estimation method for COGARCH in yuima with the bootstrap methodology. Here you can find an example of the code tha we used in our work "Discrete‐Time Approximation of a…

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How to set real data in a yuima object

Q: I've had trouble setting up CARMA objects with real data. After defining a carma model carma.model, I call setYuima(data=setData(mydata), model=carma.model), and get the error message "Error in if (dim([email protected])[2] == 1){ : is of length…

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