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Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes - Use R! Stefano M. Iacus 1st ed. 2017 edition
Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes - Use R!
Stefano M. Iacus
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.
270 pages, 32 Illustrations, color; 51 Illustrations, black and white; IX, 270 p. 83 illus., 32 illu
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 12 de junio de 2018 |
| ISBN13 | 9783319555676 |
| Editores | Springer International Publishing AG |
| Páginas | 268 |
| Dimensiones | 238 × 160 × 19 mm · 434 g |
| Lengua | Francés |
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