Simulation and inference for stochastic processes with YUIMA : a comprehensive R framework for SDEs and other stochastic processes

• Material Type: 図書
• ISBN: 9783319555676 (print); 9783319555690 (electronic bk.); 3319555693 (electronic bk.)
• ISSN (series): 2197-5736
• Title: Simulation and inference for stochastic processes with YUIMA : a comprehensive R framework for SDEs and other stochastic processes
• Author/Editor: Stefano M. Iacus, Nakahiro Yoshida.
• Series Title: Use R!
• Title Heading: Use R!, 2197-5736
• Author Heading: Iacus, Stefano M. (Stefano Maria); 吉田, 朋広 ヨシダ, ナカヒロ ( 01058573 )Authorities
• Publication, Distribution, etc.: Cham, Switzerland : Springer (出版)
• Publication Date: [2018]
• Publication Date (W3CDTF): 2018
• Extent: xiii, 268 pages
• Other physical details: illustrations (some color)
• Size: 24 cm.
• Place of Publication (Country Code): CH
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Stochastic processes.; Stochastic processes--Data processing.; R (Computer program language); MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Statistics.; Statistics and Computing/Statistics Programs.; Probability and Statistics in Computer Science.; Probability Theory and Stochastic Processes.
• LCC: QA274
• DDC: 519.2/3
• NDLC: MA211
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references and index.
• Collection (particular): 日本関係外国語図書
• Holding library: 国立国会図書館
• Call No.: MA211-B185
• Related Material (DOI): 10.1007/978-3-319-55569-0
• Is Format Of (ISBN): Printed edition : 9783319555676
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 028145477; http://id.ndl.go.jp/bib/028145477
• Cataloging Rule: RDA; pn
• Bibliographic Record Category (NDL): 211

• Contents: Intro; Preface; Contents; Part I The YUIMA Framework; 1 The YUIMA Package; 1.1 Overview of the Project; 1.2 Who Should Read This Book?; 1.3 Structure ...
• Summary, etc.: The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential eq...