Simulation and Inference for Stochastic Processes with YUIMA
Nakahiro Yoshida, Stefano M. Iacus
Springer International Publishing AG, 2018
79,75 €On orderDelivery: 2-3 weeks
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, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.
- ISBN-13
- 9783319555676
- ISBN-10
- 3319555677
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-06-12
- Pages
- 268
- Dimensions
- 160x238x19
- Weight
- 434