Simulation and Inference for Stochastic Processes with YUIMA
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Publication:3174849
samplingsimulationtime serieschange point estimationWiener processstochastic differential equationfractional Brownian motiondiffusion processparametric inferencesimulation modelsmultidimensional compound Poisson processcompound Poisson processCARMA modelsgeneralised hyperbolic processLévy processesasynchronous covariance estimationCOGARCH modelslead-lag estimationtime stampsYUIMA package
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