YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process [final announcement]
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.
Who can benefit?
Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics, migration flow analysis, social network analysis, and more.
The course covers topics of R programming, time series data handling, simulation and numerical analysis for several types of statistical models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes.