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  "Title": "Brownian Semistationary Processes",
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  "Description": "Efficient simulation of Brownian semistationary (BSS)\nprocesses using the hybrid simulation scheme, as described in\nBennedsen, Lunde, Pakkannen (2017) <arXiv:1507.03004v4>, as\nwell as functions to fit BSS processes to data, and functions\nto estimate the stochastic volatility process of a BSS process.",
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  "Author": "Phillip Murray [aut, cre]",
  "Maintainer": "Phillip Murray <phillip.murray18@imperial.ac.uk>",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2020-06-24 11:10:11 UTC",
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      "title": "Estimating the smoothness parameter of a Brownian semistationary process",
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    },
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      "title": "Estimate accumulated volatility processes",
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      ]
    },
    {
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      "title": "Estimate confidence interval for the accumulated volatility processes",
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      ]
    },
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    {
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      "title": "Fitting power law kernel Brownian semistationary processes",
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