Open AccessCOGARCH ( p , q ) : Simulation and Inference with the yuima Package
Author(s) -
Stefano M. Iacus,
Lorenzo Mercuri,
Edit Rroji
Publication year - 2017
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v080.i04
Subject(s) - mathematics , computer science , weighting , ordinary differential equation , algorithm , statistics , differential equation , mathematical analysis , medicine , radiology
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