Udvidet returret til d. 31. januar 2025

Simulation and Inference for Stochastic Processes with YUIMA - Stefano M. Iacus - Bog

- A Comprehensive R Framework for SDEs and Other Stochastic Processes

indgår i Use R! serien

Bag om Simulation and Inference for Stochastic Processes with YUIMA

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, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319555676
  • Indbinding:
  • Paperback
  • Sideantal:
  • 268
  • Udgivet:
  • 12. juni 2018
  • Udgave:
  • 12018
  • Størrelse:
  • 238x160x19 mm.
  • Vægt:
  • 434 g.
  • 8-11 hverdage.
  • 9. december 2024
På lager

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Simulation and Inference for Stochastic Processes with YUIMA

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, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

Brugerbedømmelser af Simulation and Inference for Stochastic Processes with YUIMA



Find lignende bøger
Bogen Simulation and Inference for Stochastic Processes with YUIMA findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.