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jkirkby3
pymle jkirkby3
13
44
mit
2
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
fit mle sde sdes python fitting brownian milstein diffusion estimation likelihood simulation statistics ait-sahalia monte-carlo mle-estimation maximum-likelihood maximum-likelihood-estimation stochastic-differential-equations
Created 2021-04-13
72 commits to master branch, last one about a year ago