Minuet 发表于 2025-3-28 15:30:15

Diffusion Processes-known models are treated in detail like geometric Brownian motion, CIR, CEV, Vasicek, CKLS, Heston models. The chapter considers other topics such as quasi-maximum likelihood estimation, Bayesian estimation, hypotheses testing, model selection, lasso estimation, change point analysis, asynchronous

雪白 发表于 2025-3-28 20:29:09

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地名词典 发表于 2025-3-29 02:41:37

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查看完整版本: Titlebook: Simulation and Inference for Stochastic Processes with YUIMA; A Comprehensive R Fr Stefano M. Iacus,Nakahiro Yoshida Book 2018 Springer Int