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JumpDiff on PyPi. Working module with integrator and non-parametric estimator for Jump-Diffusion processes

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@LRydin LRydin released this 29 Jul 10:44
· 30 commits to master since this release

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.