R: Brownian Semistationary Processes

# Brownian Semistationary Processes

## Documentation for package ‘BSS’ version 0.1.0

- DESCRIPTION file

## Help Pages

bssAlphaFit | Estimating the smoothness parameter of a Brownian semistationary process
estimateAccumulatedVolatility | Estimate accumulated volatility processes
estimateAccumulatedVolatilityCI | Estimate confidence interval for the accumulated volatility processes
exponentiatedOrnsteinUhlenbeck | Simulate an exponentiated OU volatility process
gammaKernelBSS | Simulation of gamma kernel Brownian semistationary processes
gammaKernelBSSFit | Fitting gamma kernel Brownian semistationary processes
gammaKernelCorrelation | Autocorrelation function for the gamma kernel
gammaKernelTau | Scale factor for the gamma kernel
gammaKernelTauAsymptotic | Asymptotic scale factor for the gamma kernel
hybridSchemeCovarianceMatrix | Hybrid scheme covariance matrix
powerKernelBSS | Simulation of power law kernel Brownian semistationary processes
powerKernelBSSFit | Fitting power law kernel Brownian semistationary processes
powerKernelCorrelation | Autocorrelation function for the power law kernel
powerKernelTau | Scale factor for the power law kernel
realisedPowerVariation | Realised power variation
tauNonParametricEstimate | Non-parametric estimate of the scale factor