| tauNonParametricEstimate {BSS} | R Documentation |
Non-parametric estimate of the scale factor
Description
Non-parametric estimate of the scale factor
Usage
tauNonParametricEstimate(Y)
Arguments
Y |
a vector of observations of a BSS process. |
Value
The function returns the non-parametric estimate for the scale factor. Note that this will be scaled by the expectation of the square of the volatitity.
[Package BSS version 0.1.0 Index]