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Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida
| Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida |
| Autore | Iacus, Stefano M. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 268 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60-XX - Probability theory and 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124995 |
Iacus, Stefano M.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida
| Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida |
| Autore | Iacus, Stefano M. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124995 |
|
Iacus, Stefano M.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||