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Simulation and inference for stochas...

Iacus, Stefano M.

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Simulation and inference for stochastic processes with YUIMA = a comprehensive R framework for SDEs and other stochastic processes /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Simulation and inference for stochastic processes with YUIMA/ by Stefano M. Iacus, Nakahiro Yoshida.
Reminder of title:	a comprehensive R framework for SDEs and other stochastic processes /
Author:	Iacus, Stefano M.
other author:	Yoshida, Nakahiro.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xiii, 268 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	1 Introduction -- 2 Diffusion processes -- 3 Compound Poisson processes -- 4 Stochastic differential equations driven by Levy processes -- 5 Stochastic differential equations driven by the fractional Brownian motion -- 6 CARMA models -- 7 COGARCH models -- Reference -- Index.
Contained By:	Springer eBooks
Subject:	Stochastic processes. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-55569-0
ISBN:	9783319555690

Simulation and inference for stochastic processes with YUIMA = a comprehensive R framework for SDEs and other stochastic processes /
Iacus, Stefano M.

Simulation and inference for stochastic processes with YUIMAa comprehensive R framework for SDEs and other stochastic processes /[electronic resource] :by Stefano M. Iacus, Nakahiro Yoshida. - Cham :Springer International Publishing :2018. - xiii, 268 p. :ill. (some col.), digital ;24 cm. - Use R!,2197-5736. - Use R!..

1 Introduction -- 2 Diffusion processes -- 3 Compound Poisson processes -- 4 Stochastic differential equations driven by Levy processes -- 5 Stochastic differential equations driven by the fractional Brownian motion -- 6 CARMA models -- 7 COGARCH models -- Reference -- Index.

ISBN: 9783319555690

Standard No.: 10.1007/978-3-319-55569-0doiSubjects--Topical Terms:

520663
Stochastic processes.

LC Class. No.: QA274 / .I238 2018

Dewey Class. No.: 519.23

Simulation and inference for stochastic processes with YUIMA = a comprehensive R framework for SDEs and other stochastic processes /
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245 1 0 $a Simulation and inference for stochastic processes with YUIMA $h [electronic resource] : $b a comprehensive R framework for SDEs and other stochastic processes / $c by Stefano M. Iacus, Nakahiro Yoshida.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a xiii, 268 p. : $b ill. (some col.), digital ; $c 24 cm.
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505 0 $a 1 Introduction -- 2 Diffusion processes -- 3 Compound Poisson processes -- 4 Stochastic differential equations driven by Levy processes -- 5 Stochastic differential equations driven by the fractional Brownian motion -- 6 CARMA models -- 7 COGARCH models -- Reference -- Index.
650 0 $a Stochastic processes. $3 520663
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650 2 4 $a Probability and Statistics in Computer Science. $3 891072
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
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