02620nam0 2200601 i 450 VAN012499520230630113144.750O978331955569020191029d2018 |0itac50 baengCH|||| |||||Simulation and Inference for Stochastic Processes with YUIMAA Comprehensive R Framework for SDEs and Other Stochastic ProcessesStefano M. Iacus, Nakahiro YoshidaChamSpringer2018xiii, 268 p.ill.24 cm001VAN01026612001 Use R!210 Berlin [etc.]SpringerVAN0236492Simulation and Inference for Stochastic Processes with YUIMA156376460GxxStochastic processes [MSC 2020]VANC020000MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF68N15Theory of programming languages [MSC 2020]VANC025161MFAdaptive Bayes estimationKW:KAsynchronous covariance estimationKW:KBrownian MotionsKW:KCARMAKW:KCOGARCHKW:KCRANKW:KComputational statisticsKW:KHypotheses testingKW:KLASSO model selectionKW:KLead-lag estimationKW:KLevyKW:KLévy processesKW:KMalliavin CalculusKW:KQuasi maximum likelihood estimationKW:KR languageKW:KSimulation and inference for stochastic processesKW:KStochastic differential equationsKW:KStructural change point analysisKW:KWiener processKW:KYUIMAKW:KCHChamVANL001889IacusStefano M.VANV054306725042YoshidaNakahiroVANV096434Springer <editore>VANV108073650Iacus, Stefano MariaIacus, Stefano M.VANV066716ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-55569-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0124995BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1368 08eMF1368 20191029 Simulation and Inference for Stochastic Processes with YUIMA1563764UNICAMPANIA