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BSS  

Brownian Semistationary Processes
View on CRAN: Click here


Download and install BSS package within the R console
Install from CRAN:
install.packages("BSS")

Install from Github:
library("remotes")
install_github("cran/BSS")

Install by package version:
library("remotes")
install_version("BSS", "0.1.0")



Attach the package and use:
library("BSS")
Maintained by
Phillip Murray
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-06-24
Latest Update: 2020-06-24
Description:
Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in Bennedsen, Lunde, Pakkannen (2017) , as well as functions to fit BSS processes to data, and functions to estimate the stochastic volatility process of a BSS process.
How to cite:
Phillip Murray (2020). BSS: Brownian Semistationary Processes. R package version 0.1.0, https://cran.r-project.org/web/packages/BSS. Accessed 31 Jan. 2025.
Previous versions and publish date:
No previous versions
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View BSS citation profile
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Complete documentation for BSS
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