Marknadens största urval
Snabb leverans

Simulation and Inference for Stochastic Processes with YUIMA

- A Comprehensive R Framework for SDEs and Other Stochastic Processes

del av Use R!-serien

Om Simulation and Inference for Stochastic Processes with YUIMA

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, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

Visa mer
  • Språk:
  • Engelska
  • ISBN:
  • 9783319555676
  • Format:
  • Häftad
  • Sidor:
  • 268
  • Utgiven:
  • 12 Juni 2018
  • Utgåva:
  • 12018
  • Mått:
  • 238x160x19 mm.
  • Vikt:
  • 434 g.
  I lager
Leveranstid: 4-7 vardagar
Förväntad leverans: 16 Juli 2024

Beskrivning av Simulation and Inference for Stochastic Processes with YUIMA

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, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

Användarnas betyg av Simulation and Inference for Stochastic Processes with YUIMA



Hitta liknande böcker
Boken Simulation and Inference for Stochastic Processes with YUIMA finns i följande kategorier:

Gör som tusentals andra bokälskare

Prenumerera på vårt nyhetsbrev för att få fantastiska erbjudanden och inspiration för din nästa läsning.