realisedPowerVariation {BSS} | R Documentation |

## Realised power variation

### Description

`realisedPowerVariation`

calculates the realised power variation for a BSS process, which is then
used as a component of estimating the accumulated volatility process.

### Usage

```
realisedPowerVariation(Y, p)
```

### Arguments

`Y` |
a vector of observations of a BSS process. |

`p` |
the power variation to be calculated. |

### Value

The function returns the sum of the pth powers of the absolute first differences of the BSS process.

[Package

*BSS*version 0.1.0 Index]