Releases: LRydin/jumpdiff
Releases · LRydin/jumpdiff
JumpDiff on PyPi. Working module with integrator and non-parametric estimator for Jump-Diffusion processes
JumpDiff on PyPi. Working module with integrator and non-parametric estimator for Jump-Diffusion processes
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Jump-Diffusion processes non-parametric estimation methods. From numerical simulations to estimations. This release includes two integrations schemes, moment calculation, the Q-ratio to examine jumpiness of timeseries, and parameter estimation for univariate Jump-Diffusion processes.