| gof_stat |
Function to estimate quantiles for a goodness-of-fit test for generalized Ornstein-Uhlenbeck process |
| kappa |
Change-point statistics for GOU |
| SimBM |
Simulation of multidimensional Brownian motion |
| SimGOUexact |
Simulation of generalized Ornstein-Uhlenbeck (GOU) process |
| SimQuantilesGoF |
Function to estimate quantiles for residuals of generalized Ornstein-Uhlenbeck (GOU) process |
| SimQuantilesWBM |
Function to estimate quantiles for weigthed Brownian Motion functional |
| StatGOU |
Change-point tests for generalized Ornstein-Uhlenbec (GOU) process |
| X |
Simulated GOU process |
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