Use R! - Simulation and Inference for Stochastic Processes with YUIMA
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Published By Springer International Publishing

9783319555676, 9783319555690

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Stochastic Differential Equations Driven by the Fractional Brownian Motion

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_5 ◽

2018 ◽

pp. 203-213

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Fractional Brownian Motion

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Stochastic Differential Equations Driven by Lévy Processes

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_4 ◽

2018 ◽

pp. 155-202

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Lévy Processes ◽

Levy Processes

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Diffusion Processes

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_2 ◽

2018 ◽

pp. 69-136

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

Keyword(s):

Diffusion Processes

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Compound Poisson Processes

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_3 ◽

2018 ◽

pp. 137-154

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

Keyword(s):

Poisson Processes ◽

Compound Poisson ◽

Compound Poisson Processes

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COGARCH Models

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_7 ◽

2018 ◽

pp. 237-256

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

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CARMA Models

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_6 ◽

2018 ◽

pp. 215-236

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

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The YUIMA Package

Use R! - Simulation and Inference for Stochastic Processes with YUIMA ◽

10.1007/978-3-319-55569-0_1 ◽

2018 ◽

pp. 3-65

Author(s):

Stefano M. Iacus ◽

Nakahiro Yoshida

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Use R! - Simulation and Inference for Stochastic Processes with YUIMALatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Stochastic Differential Equations Driven by the Fractional Brownian Motion

Stochastic Differential Equations Driven by Lévy Processes

Diffusion Processes

Compound Poisson Processes

COGARCH Models

CARMA Models

The YUIMA Package

Use R! - Simulation and Inference for Stochastic Processes with YUIMA
Latest Publications