Package ambit_stochastics

A package for the practical study of Ambit Stochastics.

"""A package for the practical study of Ambit Stochastics."""

Sub-modules

ambit_stochastics.helpers

Auxiliary functions for the Ambit Stochastics package.

ambit_stochastics.simple_ambit_field

A container class for the simulation, parameter inference and forecasting of ambit fields of the form $Y = L(A_t(x))$.

ambit_stochastics.trawl

A container class for the simulation, parameter inference and forecasting of trawl processes $X_t = L(A_t)$.