[COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process
[Apologizes for cross posting]
YSS2019: The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process
25-28 June 2019, Brixen-Bressanone, Italy
This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package.
The course covers topics of R programming, time series data handling, simulation, numerical and statistical analysis for several types of models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes.