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Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes - Use R! Stefano M. Iacus 1st ed. 2017 edition
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Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes - Use R!
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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2018. gada 12. jūnijs |
| ISBN13 | 9783319555676 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 268 |
| Izmēri | 238 × 160 × 19 mm · 434 g |
| Valoda | Franču |
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