Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models

---

Documentation for package ‘wARMASVp’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

filter_svp	Filter Latent Volatility from an Estimated SV(p) Model
forecast_svp	Multi-Step Ahead Volatility Forecast
lmc_ar	LMC Test for AR Order in SV(p) Models
lmc_ged	LMC Test for GED Shape Parameter
lmc_lev	LMC Test for Leverage in SV(p) Models
lmc_t	LMC Test for Student-t Tail Parameter
mmc_ar	MMC Test for AR Order in SV(p) Models
mmc_ged	MMC Test for GED Shape Parameter
mmc_lev	MMC Test for Leverage in SV(p) Models
mmc_t	MMC Test for Student-t Tail Parameter
sim_svp	Simulate from a Stochastic Volatility Model
svp	Estimate a Stochastic Volatility Model
svpSE	Simulation-Based Standard Errors for SV(p) Models