The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations dr

This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to orthogonal incre

With the field of computational statistics growing rapidly, there is a need for capturing the advances and assessing their impact. Advances in simulation and gr

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-