Simulation and Inference for Stochastic Processes with YUIMA (eBook, PDF)

Simulation and Inference for Stochastic Processes with YUIMA (eBook, PDF)

A Comprehensive R Framework for SDEs and Other Stochastic Processes

Versandkostenfrei!
Sofort per Download lieferbar
53,95 €
inkl. MwSt.
Alle Infos zum eBook verschenken
Weitere Ausgaben:
PAYBACK Punkte
27 °P sammeln!
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 processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computat...

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.