yuima 1.5.8 released

We released a new version of our software. Try it now! Download and quickly install it clicking here.

Sofwtare features:

  • change point analysis
  • lead-lag estimation
  • correlation analysis
  • univariate and multivariate modeling: diffusive, fractional and Lévy processes, compound poisson models, CARMA and COGARCH
  • model selection
  • asymptotic expansion by means of Malliavin calculus
  • univariate and multivariate simulation