Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes

Author:   Stefano M. Iacus ,  Nakahiro Yoshida
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2018
ISBN:  

9783319555676


Pages:   268
Publication Date:   12 June 2018
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Our Price $142.29 Quantity:  
Add to Cart

Share |

Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes


Add your own review!

Overview

Full Product Details

Author:   Stefano M. Iacus ,  Nakahiro Yoshida
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2018
Weight:   4.336kg
ISBN:  

9783319555676


ISBN 10:   3319555677
Pages:   268
Publication Date:   12 June 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

Reviews

The book is written in an accessible style ... . a wide audience can benefit for a through overview of the topic and the R package. (Irina Ioana Mohorianu, zbMATH 1458.60004, 2021)


"""The book is written in an accessible style ... . a wide audience can benefit for a through overview of the topic and the R package."" (Irina Ioana Mohorianu, zbMATH 1458.60004, 2021)"


""The book is written in an accessible style ... . a wide audience can benefit for a through overview of the topic and the R package."" (Irina Ioana Mohorianu, zbMATH 1458.60004, 2021)


Author Information

Stefano M. Iacus, PhD, 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. Nakahiro Yoshida, PhD, 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.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
Shopping cart
Mailing List