Bayesian estimation and prediction for stochastic processes based on the Euler approximation. Considered processes are: jump diffusion, (mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous Poisson processes (NHPP), (mixed) regression models for comparison and a regression model including a NHPP.
|Date of publication||2016-06-07 14:28:11|
|Maintainer||Simone Hermann <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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