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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
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Stefano M. Iacus:
Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes - Taschenbuch

2018, ISBN: 3319555677

ID: 22899982281

[EAN: 9783319555676], Neubuch, [SC: 0.0], [PU: Springer-Verlag Gmbh Jun 2018], DATENVERARBEITUNG / ANWENDUNGEN MATHEMATIK, STATISTIK; MATHEMATIK WAHRSCHEINLICHKEIT - WAHRSCHEINLICHKEITSTHEORIE; STOCHASTIK; WAHRSCHEINLICHKEITSRECHNUNG; INFORMATIK, COMPUTER; COMPUTERS MATHEMATICAL & STATISTICAL SOFTWARE; LÉVY PROCESSES; R LANGUAGE; COMPUTATIONAL STATISTICS; STOCHASTIC DIFFERENTIAL EQUATIONS; LEVY; MALLIAVIN CALCULUS; CRAN; BROWNIAN MOTION; WIENER PROCESS; CARMA; COGARCH; QUASI MAXIMUM LIKELIHOOD ESTIMATION; ADAPTIVE BAYES STRUCTURAL, Neuware - 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. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page. 268 pp. Englisch, Books

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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, Nakahiro Yoshida
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Simulation And Inference For Stochastic Processes With Yuima: A Comprehensive R Framework For Sdes And Other Stochastic Processes - neues Buch

ISBN: 9783319555676

ID: 978331955567

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. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page. Stefano M. Iacus, Nakahiro Yoshida, Books, Computers, Simulation And Inference For Stochastic Processes With Yuima: A Comprehensive R Framework For Sdes And Other Stochastic Processes Books>Computers, Springer-Verlag/Sci-Tech/Trade

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Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes - Nakahiro Yoshida; Stefano M. Iacus
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Nakahiro Yoshida; Stefano M. Iacus:
Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes - gebrauchtes Buch

ISBN: 3319555677

ID: 14925984

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, Lvy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, already available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page. computers,computers and technology,math,mathematics,science and math Mathematics, Springer

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Simulation and Inference for Stochastic Processes with YUIMA - Stefano M. Iacus; Nakahiro Yoshida
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Stefano M. Iacus; Nakahiro Yoshida:
Simulation and Inference for Stochastic Processes with YUIMA - neues Buch

ISBN: 9783319555676

ID: 9783319555676

Statistics; Statistics and Computing/Statistics Programs; Probability and Statistics in Computer Science; Probability Theory and Stochastic Processes 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 Books, Springer Nature

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Simulation and Inference for Stochastic Processes with YUIMA - Stefano M. Iacus; Nakahiro Yoshida
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Stefano M. Iacus; Nakahiro Yoshida:
Simulation and Inference for Stochastic Processes with YUIMA - Taschenbuch

2018, ISBN: 9783319555676

ID: 38420162

A Comprehensive R Framework for SDEs and Other Stochastic Processes, 1st ed. 2018, Softcover, Buch, [PU: Springer International Publishing]

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Details zum Buch
Simulation and Inference for Stochastic Processes with YUIMA

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. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page.

Detailangaben zum Buch - Simulation and Inference for Stochastic Processes with YUIMA


EAN (ISBN-13): 9783319555676
ISBN (ISBN-10): 3319555677
Taschenbuch
Erscheinungsjahr: 2017
Herausgeber: Springer International Publishing / Springer-Verlag GmbH

Buch in der Datenbank seit 05.04.2017 11:00:56
Buch zuletzt gefunden am 11.09.2018 10:27:25
ISBN/EAN: 9783319555676

ISBN - alternative Schreibweisen:
3-319-55567-7, 978-3-319-55567-6


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