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

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书目名称Simulation and Inference for Stochastic Processes with YUIMA
副标题A Comprehensive R Fr
编辑Stefano M. Iacus,Nakahiro Yoshida
视频videohttp://file.papertrans.cn/868/867561/867561.mp4
概述Contains both theory and R code with step-by-step examples and figures.Uses YUIMA package to implement the latest techniques available in the literature of inference and simulation for stochastic proc
丛书名称Use R!
图书封面Titlebook: Simulation and Inference for Stochastic Processes with YUIMA; A Comprehensive R Fr Stefano M. Iacus,Nakahiro Yoshida Book 2018 Springer Int
描述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 expe
出版日期Book 2018
关键词Lévy processes; R language; YUIMA; computational statistics; simulation and inference for stochastic pro
版次1
doihttps://doi.org/10.1007/978-3-319-55569-0
isbn_softcover978-3-319-55567-6
isbn_ebook978-3-319-55569-0Series ISSN 2197-5736 Series E-ISSN 2197-5744
issn_series 2197-5736
copyrightSpringer International Publishing AG, part of Springer Nature 2018
The information of publication is updating

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2197-5736 ents 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 expe978-3-319-55567-6978-3-319-55569-0Series ISSN 2197-5736 Series E-ISSN 2197-5744
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Stefano M. Iacus,Nakahiro Yoshidaook focuses on the studies of the crucial issues in supervisory system reform, such as the cooperation between supervisory power and prosecutorial power, and the status of supervisory institutions, aiming to provide suggestions for the supervisory system reform.978-981-99-0532-4978-981-99-0530-0
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ality. What is law as a ‘reality’? If it is a ‘thing’ made up of its constituent ‘properties’, then these properties, on closer examination, incorporate many fictional elements and notions. Then, again, perhaps one might think of law ‘as if’ it is a fiction.
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Stefano M. Iacus,Nakahiro Yoshidaproach allows us to locate particular examples along a spectrum, characterizing them as more or less fictional rather than simply placing them inside or outside the category of fiction. After developing the implications of this empirical research in psychology, I suggest that legal fictions exhibit
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Stefano M. Iacus,Nakahiro Yoshidaality. What is law as a ‘reality’? If it is a ‘thing’ made up of its constituent ‘properties’, then these properties, on closer examination, incorporate many fictional elements and notions. Then, again, perhaps one might think of law ‘as if’ it is a fiction.
发表于 2025-3-23 08:56:00 | 显示全部楼层
Stefano M. Iacus,Nakahiro Yoshidahistorically contingent and incomplete; that legal writers have generally used the “legal fiction” label to signal those writers’ sense of the futility of further justification to a non-legal audience (even when they are using the term in a justification likely to be read only by a legal audience);
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