Simulation and Inference for Stochastic Processes with YUIMA (Q3174849)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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