Simulation and Inference for Stochastic Processes with YUIMA
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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, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.
| Autor: | Iacus, Stefano M.; Yoshida, Nakahiro |
| Nakladatel: | Springer International Publishing AG |
| ISBN: | 9783319555676 |
| Rok vydání: | 2017 |
| Jazyk : | Angličtina |
| Vazba: | Paperback / softback |
| Počet stran: | 268 |
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