2012, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stocha… mais…
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2012, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stocha… mais…
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2012, ISBN: 9783319555676
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Simulation and Inference for Stochastic Processes with YUIMA | A Comprehensive R Framework for SDEs and Other Stochastic Processes | Stefano M. Iacus (u. a.) | Taschenbuch | Use R! | XIII | Englisch - Livro de bolso
2018, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic diffe… mais…
booklooker.de |
Simulation and Inference for Stochastic Processes with YUIMA / A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus (u. a.) / Taschenbuch / Use R! / XIII / Englisch - Livro de bolso
2018, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic diffe… mais…
booklooker.de |
2012, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stocha… mais…
2012, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stocha… mais…
2012
ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stocha… mais…
Simulation and Inference for Stochastic Processes with YUIMA | A Comprehensive R Framework for SDEs and Other Stochastic Processes | Stefano M. Iacus (u. a.) | Taschenbuch | Use R! | XIII | Englisch - Livro de bolso
2018, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic diffe… mais…
Simulation and Inference for Stochastic Processes with YUIMA / A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus (u. a.) / Taschenbuch / Use R! / XIII / Englisch - Livro de bolso
2018, ISBN: 9783319555676
[ED: Taschenbuch], [PU: Springer-Verlag GmbH], The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic diffe… mais…
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Dados detalhados do livro - Simulation and Inference for Stochastic Processes with YUIMA
EAN (ISBN-13): 9783319555676
ISBN (ISBN-10): 3319555677
Livro de bolso
Ano de publicação: 2017
Editor/Editora: Springer International Publishing
Livro na base de dados desde 2017-04-05T10:00:56+01:00 (Lisbon)
Página de detalhes modificada pela última vez em 2024-03-01T07:38:31+00:00 (Lisbon)
Número ISBN/EAN: 9783319555676
Número ISBN - Ortografia alternativa:
3-319-55567-7, 978-3-319-55567-6
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: iacus, malliavin, yoshida, stefano
Título do livro: simulation, stefano
Dados da editora
Autor: Stefano M. Iacus; Nakahiro Yoshida
Título: Use R! Simulation and Inference for Stochastic Processes with YUIMA - A Comprehensive R Framework for SDEs and Other Stochastic Processes
Editora: Springer; Springer International Publishing
268 Páginas
Ano de publicação: 2018-06-12
Cham; CH
Impresso / Feito em
Língua: Inglês
69,54 € (DE)
71,49 € (AT)
77,00 CHF (CH)
POD
XIII, 268 p. 83 illus., 32 illus. in color.
BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Lévy processes; R language; YUIMA; computational statistics; simulation and inference for stochastic processes; stochastic differential equations; levy; Malliavin calculus; CRAN; Brownian motion; Wiener process; CARMA; COGARCH; quasi maximum likelihood estimation; adaptive Bayes estimation; structural change point analysis; hypotheses testing; asynchronous covariance estimation; lead-lag estimation; LASSO model selection; Statistics and Computing; Probability and Statistics in Computer Science; Probability Theory; Mathematische und statistische Software; Mathematik für Informatiker; Stochastik; EA
1 Introduction.- 2 Diffusion processes.- 3 Compound Poisson processes.- 4 Stochastic differential equations driven by Lévy processes.- 5 Stochastic differential equations driven by the fractional Brownian motion.- 6 CARMA models.- 7 COGARCH models.- Reference.- Index.
, is full professor of statistics in the Department of Economics, Management and Quantitative Methods at the University of Milan. He has been a member of the R Core Team (1999-2014) for the development of the R statistical environment and is now a member of the R Foundation. His research interests include inference for stochastic processes, simulation, computational statistics, causal inference, text mining, and sentiment analysis.
is full professor at the Graduate School of Mathematical Sciences, University of Tokyo. He is working in theoretical statistics, probability theory, computational statistics, and financial data analysis. He was awarded the Japan Statistical Society Award in 2009 and the Analysis Prize from the Mathematical Society of Japan in 2006.
Stefano M. Iacus, PhD Nakahiro Yoshida, PhD,, is full professor of statistics the Department of Economics, Management and Quantitative Methods at the University of Milan. He has been a member of the RCore Team (1999-2014) for the development of the R statistical environment and now member of the R Foundation. His research interests include inference for stochastic processes, simulation, computational statistics, causal inference, text mining, and sentiment analysis.
is a professor at the Graduate School of Mathematical Sciences, University of Tokyo. He is working in theoretical statistics, probability theory, computational statistics, and financial data analysis. He was awarded the Japan Statistical Society Award in 2009 and the Analysis Prize from the Mathematical Society of Japan in 2006.
Stefano M. Iacus, PhD Nakahiro Yoshida, PhD,Contains both theory and R code with step-by-step examples and figures Uses YUIMA package to implement the latest techniques available in the literature of inference and simulation for stochastic processes Shows how to create the description of very abstract models in the same way they are described in theoretical papers but with an extremely easy interface
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