LIBROS DEL AUTOR: stefano miacus

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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,...
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