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OverviewFull Product DetailsAuthor: Stefano M. Iacus , Nakahiro YoshidaPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: 1st ed. 2018 Weight: 4.336kg ISBN: 9783319555676ISBN 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 ![]() We will order this item for you from a manufactured on demand supplier. Table of Contents1 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.ReviewsThe 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 InformationStefano 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 6Author Website:Countries AvailableAll regions |