BM                      Brownian motion, Brownian bridge, and geometric
                        Brownian motion simulators
DBridge                 Simulation of diffusion bridge
DWJ                     Weekly closings of the Dow-Jones industrial
                        average
EULERloglik             Euler approximation of the likelihood
HPloglik                Ait-Sahalia Hermite polynomial expansion
                        approximation of the likelihood
MOdist                  Markov Operator distance for clustering
                        diffusion processes.
SIMloglik               Pedersen's approximation of the likelihood
cpoint                  Volatility change-point estimator for diffusion
                        processes
dcElerian               Approximated conditional law of a diffusion
                        process by Elerian's method
dcEuler                 Approximated conditional law of a diffusion
                        process
dcKessler               Approximated conditional law of a diffusion
                        process by Kessler's method
dcOzaki                 Approximated conditional law of a diffusion
                        process by Ozaki's method
dcShoji                 Approximated conditional law of a diffusion
                        process by the Shoji-Ozaki method
dcSim                   Pedersen's simulated transition density
gmm                     Generalized method of moments estimator
ksdrift                 Nonparametric invariant density, drift, and
                        diffusion coefficient estimation
linear.mart.ef          Linear martingale estimating function
quotes                  Daily closings of 20 financial time series from
                        2006-01-03 to 2007-12-31
rcBS                    Black-Scholes-Merton or geometric Brownian
                        motion process conditional law
rcCIR                   Conditional law of the Cox-Ingersoll-Ross
                        process
rcOU                    Ornstein-Uhlenbeck or Vasicek process
                        conditional law
rsCIR                   Cox-Ingersoll-Ross process stationary law
rsOU                    Ornstein-Uhlenbeck or Vasicek process
                        stationary law
sde.sim                 Simulation of stochastic differential equation
sdeAIC                  Akaike's information criterion for diffusion
                        processes
sdeDiv                  Phi-Divergences test for diffusion processes
simple.ef               Simple estimating functions of types I and II
simple.ef2              Simple estimating function based on the
                        infinitesimal generator a the diffusion process
