Simulation and Inference for Stochastic Processes with YUIMA

Contains both theory and code with step-by-step examples and figures. Uses YUIMA package to implement the latest techniques available in the literature of inference for stochastic processes. Shows how to create the description of very abstract models in…

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The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

Abstract. The YUIMA Project is an open source and collaborative effort aimed at developing the R package yuima for simulation and inference of stochastic differential equations. In the yuima package stochastic differential equations can be of very…

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CMStatistics 2017, London

The 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017) will take place at the Senate House, University of London, UK, 16-18 December 2017. Tutorials will be given on Friday 15th of December…

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