Simulation and Inference for Stochastic Processes with YUIMA
€ 72,90
Informação do Produto
| ISBN | 9783319555676 |
|---|---|
| Editora | Springer International Publishing AG |
| Preço (iva excl.) | € 68,77 |
| Imposto | € 4,13 |
| Preço (iva inc.) | € 72,90 |
| Disponibilidade | Indisponível |
Descrição do Produto
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.