Simulation and inference for stochas...
Iacus, Stefano M.

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  • Simulation and inference for stochastic processes with YUIMA = a comprehensive R framework for SDEs and other stochastic processes /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Simulation and inference for stochastic processes with YUIMA/ by Stefano M. Iacus, Nakahiro Yoshida.
    其他題名: a comprehensive R framework for SDEs and other stochastic processes /
    作者: Iacus, Stefano M.
    其他作者: Yoshida, Nakahiro.
    出版者: Cham :Springer International Publishing : : 2018.,
    面頁冊數: xiii, 268 p. :ill. (some col.), digital ;24 cm.
    內容註: 1 Introduction -- 2 Diffusion processes -- 3 Compound Poisson processes -- 4 Stochastic differential equations driven by Levy processes -- 5 Stochastic differential equations driven by the fractional Brownian motion -- 6 CARMA models -- 7 COGARCH models -- Reference -- Index.
    Contained By: Springer eBooks
    標題: Stochastic processes. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-55569-0
    ISBN: 9783319555690
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W9347748 電子資源 11.線上閱覽_V 電子書 EB QA274 .I238 2018 一般使用(Normal) 在架 0
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