Simulation and Inference for Stochastic Processes with YUIMA (Q3174849)

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Simulation and Inference for Stochastic Processes with YUIMA
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    Simulation and Inference for Stochastic Processes with YUIMA (English)
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    18 July 2018
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    YUIMA package
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    simulation
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    sampling
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    simulation models
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    time series
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    time stamps
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    diffusion process
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    parametric inference
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    change point estimation
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    asynchronous covariance estimation
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    lead-lag estimation
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    compound Poisson process
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    multidimensional compound Poisson process
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    stochastic differential equation
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    Lévy processes
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    Wiener process
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    generalised hyperbolic process
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    fractional Brownian motion
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    CARMA models
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    COGARCH models
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