<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Brownian Semistationary Processes</dc:title>
  <dc:title>R package BSS version 0.1.0</dc:title>
  <dc:description>Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in 
    Bennedsen, Lunde, Pakkannen (2017) &lt;arXiv:1507.03004v4&gt;, as well as functions to fit BSS processes
    to data, and functions to estimate the stochastic volatility process of a BSS process.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: hypergeo, MASS, phangorn</dc:relation>
  <dc:relation>Suggests: testthat</dc:relation>
  <dc:creator>Phillip Murray &lt;phillip.murray18@imperial.ac.uk&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Phillip Murray [aut, cre]</dc:contributor>
  <dc:rights>MIT + file LICENSE (https://CRAN.R-project.org/package=BSS/LICENSE)</dc:rights>
  <dc:date>2020-06-24</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=BSS</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.BSS</dc:identifier>
</oai_dc:dc>