Simulation and Inference for Stochastic Processes with YUIMA (Q3174849)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simulation and Inference for Stochastic Processes with YUIMA |
scientific article |
Statements
Simulation and Inference for Stochastic Processes with YUIMA (English)
0 references
18 July 2018
0 references
YUIMA package
0 references
simulation
0 references
sampling
0 references
simulation models
0 references
time series
0 references
time stamps
0 references
diffusion process
0 references
parametric inference
0 references
change point estimation
0 references
asynchronous covariance estimation
0 references
lead-lag estimation
0 references
compound Poisson process
0 references
multidimensional compound Poisson process
0 references
stochastic differential equation
0 references
Lévy processes
0 references
Wiener process
0 references
generalised hyperbolic process
0 references
fractional Brownian motion
0 references
CARMA models
0 references
COGARCH models
0 references