Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida
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| Autore: |
Iacus, Stefano M.
|
| Titolo: |
Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida
|
| Pubblicazione: | Cham, : Springer, 2018 |
| Titolo uniforme: | Simulation and Inference for Stochastic Processes with YUIMA |
| Descrizione fisica: | xiii, 268 p. : ill. ; 24 cm |
| Soggetto topico: | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| 60Gxx - Stochastic processes [MSC 2020] | |
| 68N15 - Theory of programming languages [MSC 2020] | |
| Soggetto non controllato: | Adaptive Bayes estimation |
| Asynchronous covariance estimation | |
| Brownian Motions | |
| CARMA | |
| COGARCH | |
| CRAN | |
| Computational statistics | |
| Hypotheses testing | |
| LASSO model selection | |
| Lead-lag estimation | |
| Levy | |
| Lévy processes | |
| Malliavin Calculus | |
| Quasi maximum likelihood estimation | |
| R language | |
| Simulation and inference for stochastic processes | |
| Stochastic differential equations | |
| Structural change point analysis | |
| Wiener process | |
| YUIMA | |
| Persona (resp. second.): | Yoshida, Nakahiro |
| Titolo autorizzato: | Simulation and Inference for Stochastic Processes with YUIMA |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN00124995 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-3-319-55569-0 |
| Opac: | Controlla la disponibilità qui |
Serie:
Use R! Berlin [etc.] . -Springer , 2006-