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Simulation and Inference for Stochastic Processes with YUIMA

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Cover of 'Simulation and Inference for Stochastic Processes with YUIMA'

Table of Contents

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    Book Overview
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    Chapter 1 The YUIMA Package
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    Chapter 2 Diffusion Processes
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    Chapter 3 Compound Poisson Processes
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    Chapter 4 Stochastic Differential Equations Driven by Lévy Processes
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    Chapter 5 Stochastic Differential Equations Driven by the Fractional Brownian Motion
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    Chapter 6 CARMA Models
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    Chapter 7 COGARCH Models
Attention for Chapter 3: Compound Poisson Processes
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