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  • A Comprehensive R Framework for SDEs and Other Stochastic Processes
    Stefano M. Iacus; Nakahiro Yoshida
    978-3-319-55569-0
    2018
    Edition 1
    • 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 processes
    • Shows how to create the description of very abstract models in the same way they are described in theoretical papers but with an extremely easy interface

    €130

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