Software Map
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5 projects in result set.
First Passage Times  Simulation and inference for diffusion processes in the presence of thresholds.  
Tags: stochastic differential equations, first passage times, simulation, inference, thresholds, boundaries  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20120522 09:20 
ItÃ´ and Stratonovich Stochastic Calculu  Tools for computations in stochastic calculus and stochastic dierential equations  
Tags: stochastic differential equations, stochastic processes  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20130214 20:24 
Opefimor  Companion package to the book Option Pricing and Estimation of Financial Models in R, Wiley, Chichester. ISBN: 9780470745847.  
Tags: Estimation, Finance, Time series, estimation, finance, option, option pricing, stochastic, stochastic differential equation, stochastic differential equations, stochastic modeling, stochastic processes, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20150821 21:50 
Yuima Project  The project for simulation and inference of multidimensional stochastic differential equations.  
Tags: finance, stochastic processes, stochastic differential equation, estimation, time series, model selection, change point, Bayesian, Finance, MCMC, Monte Carlo, Statistics, change detection, changepoint, dynamic systems, inference, likelihood, option, option pricing, simulation, simulations, statistical inference, statistics, stochastic, stochastic differential equations  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20090928 11:24 
is2  Inference methods using iterated smoothing for partiallyobserved Markov processes  
Tags: Statistics, dynamic systems, inference, likelihood, stochastic differential equations, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20150407 21:34 