Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes
(Bog, Paperback / softback, Engelsk)
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783319555676
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Beskrivelse
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.
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| Forlag | Springer International Publishing AG |
| Forfattere | Stefano M. Iacus, Nakahiro Yoshida |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 1st ed. 2017 |
| Udgivelsesdato | 12-06-2018 |
| Første udgivelsesår | 2018 |
| Serie | Use R! |
| Illustrationer | 32 Illustrations, color; 51 Illustrations, black and white; XIII, 268 p. 83 illus., 32 illus. in color. |
| Originalsprog | Switzerland |
| Sideantal | 268 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 268 pages, 32 Illustrations, color; 51 Illustrations, black and white; XIII, 268 p. 83 illus., 32 il |
| Mål | 160 x 238 x 19 |
| ISBN-13 / EAN-13 | 9783319555676 |