Browsing Fakultet for teknologi, kunst og design (TKD) by Subject "Parameterestimering"
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jumpdiff: A Python Library for Statistical Inference of Jump-Diffusion Processes in Observational or Experimental Data Sets
(Journal of Statistical Software;, Peer reviewed; Journal article, 2023)We introduce a Python library, called jumpdiff, which includes all necessary functions to assess jump-diffusion processes. This library includes functions which compute a set of non-parametric estimators of all contributions ...