Sub-National Geospatial Data Archive: Geoprocessing Toolkit
Jason Byers, Marty Davidson, Yuri M. Zhukov
Tools for integrating spatially-misaligned GIS datasets. Part of the Sub-National Geospatial Data Archive System (<https://www.nsf.gov/awardsearch/showAward?AWD_ID=1925693&HistoricalAwards=false>).

Tools for integrating spatially-misaligned GIS datasets. Part of the Sub-National Geospatial Data Archive System.

c(
person("Wolfgang","Tschacher", role=c("aut","cre"), email="wolfgang.tschacher@upd.unibe.ch"),
person("David","Tschacher",    role="ctb"),
person("Jan","Gorecki",        role="ctb"))
Computes synchrony as windowed cross-correlation based on two-dimensional time series in a text file you can upload. 'SUSY' works as described in Tschacher & Meier (2020) <doi:10.1080/10503307.2019.1612114>.
Wolfgang Tschacher [aut, cre],
David Tschacher [ctb],
Jan Gorecki [ctb]

Indirect inference in non-Gaussian stochastic volatility models
Indirect inference in non-Gaussian stochastic volatility
models.

Quasi-likelihood and indirect inference in non-Gaussian
stochastic volatility models
Quasi-likelihood and indirect inference in non-Gaussian
stochastic volatility models for univariate and financial data.
For univariate data both quasi-likelihood estimation and
indirect inference are implemented, while for the bivariate
data a quasi-likelihood method is implemented.

Quasi-likelihood and indirect inference in non-Gaussian
stochastic volatility models for univariate and multivariate
financial data. For univariate data both quasi-likelihood
estimation and indirect inference are implemented, while for
the bivariate data a quasi-likelihood method is implemented.

Discrete Nonlinear Filtering for Stochastic Volatility Models
c(person("Louis", "Arsenault-Mahjoubi", role = c("aut", "cre"),
email = "larsenau@sfu.ca"),
person("Jean-François", "Bégin", role = "aut"),
person("Mathieu", "Boudreault", role = "aut")  )
Louis Arsenault-Mahjoubi [aut, cre],
Jean-François Bégin [aut],
Mathieu Boudreault [aut]
Generates simulated paths from various financial models
and applies the discrete nonlinear filter (DNF) of Kitagawa (1987) <doi:10.1080/01621459.1987.10478534>.