LEADER 02620nam0 2200601 i 450 001 VAN0124995 005 20230630113144.750 017 70$2O$a9783319555690 100 $a20191029d2018 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aSimulation and Inference for Stochastic Processes with YUIMA$eA Comprehensive R Framework for SDEs and Other Stochastic Processes$fStefano M. Iacus, Nakahiro Yoshida 210 $aCham$cSpringer$d2018 215 $axiii, 268 p.$cill.$d24 cm 410 1$1001VAN0102661$12001 $aUse R!$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0236492$aSimulation and Inference for Stochastic Processes with YUIMA$91563764 606 $a60Gxx$xStochastic processes [MSC 2020]$3VANC020000$2MF 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a68N15$xTheory of programming languages [MSC 2020]$3VANC025161$2MF 610 $aAdaptive Bayes estimation$9KW:K 610 $aAsynchronous covariance estimation$9KW:K 610 $aBrownian Motions$9KW:K 610 $aCARMA$9KW:K 610 $aCOGARCH$9KW:K 610 $aCRAN$9KW:K 610 $aComputational statistics$9KW:K 610 $aHypotheses testing$9KW:K 610 $aLASSO model selection$9KW:K 610 $aLead-lag estimation$9KW:K 610 $aLevy$9KW:K 610 $aLévy processes$9KW:K 610 $aMalliavin Calculus$9KW:K 610 $aQuasi maximum likelihood estimation$9KW:K 610 $aR language$9KW:K 610 $aSimulation and inference for stochastic processes$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aStructural change point analysis$9KW:K 610 $aWiener process$9KW:K 610 $aYUIMA$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aIacus$bStefano M.$3VANV054306$0725042 702 1$aYoshida$bNakahiro$3VANV096434 712 $aSpringer $3VANV108073$4650 790 1$aIacus, Stefano Maria$zIacus, Stefano M.$3VANV066716 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-55569-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0124995 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1368 $e08eMF1368 20191029 996 $aSimulation and Inference for Stochastic Processes with YUIMA$91563764 997 $aUNICAMPANIA