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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 /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Simulation and inference for stochastic processes with YUIMA/ by Stefano M. Iacus, Nakahiro Yoshida.
其他題名:	a comprehensive R framework for SDEs and other stochastic processes /
作者:	Iacus, Stefano M.
其他作者:	Yoshida, Nakahiro.
出版者:	Cham :Springer International Publishing : : 2018.,
面頁冊數:	xiii, 268 p. :ill. (some col.), digital ;24 cm.
內容註:	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
標題:	Stochastic processes. -
電子資源:	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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