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

Minuet

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

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