LIBROS DEL AUTOR: stefano m iacus

3 resultados para LIBROS DEL AUTOR: stefano m iacus

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  • Simulation and Inference for Stochastic Processes with YUIMA
    Nakahiro Yoshida / Stefano M. Iacus / Stefano MIacus
    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, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation,...
    Disponible

    87,06 €

  • Simulation and Inference for Stochastic Differential Equations
    Stefano M. Iacus
    Stochastic di?erential equations model stochastic evolution as time evolves. These models have a variety of applications in many disciplines and emerge naturally in the study of many phenomena. Examples of these applications are physics (see, e. g. , [176] for a review), astronomy [202], mechanics [147], economics [26], mathematical ?nance [115], geology [69], genetic analysis ...
    Disponible

    47,79 €

  • Simulation and Inference for Stochastic Differential Equations
    Stefano M. Iacus
    Stochastic Processes and Stochastic Differential Equations.- Numerical Methods for SDE.- Parametric Estimation.- Miscellaneous Topics. ...
    Disponible

    170,75 €