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Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes - Use R! 1st ed. 2017 edition
Stefano M. Iacus
Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes - Use R! 1st ed. 2017 edition
Stefano M. Iacus
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.
270 pages, 32 Illustrations, color; 51 Illustrations, black and white; IX, 270 p. 83 illus., 32 illu
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | June 12, 2018 |
ISBN13 | 9783319555676 |
Publishers | Springer International Publishing AG |
Pages | 268 |
Dimensions | 238 × 160 × 19 mm · 434 g |
Language | French |
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