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Simulation and Inference for Stochastic Differential Equations: WithRExamples
Author(s) -
Tyler McMillen
Publication year - 2008
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.v026.b02
Subject(s) - stochastic differential equation , inference , mathematics , computer science , econometrics , artificial intelligence