6.11.2.3.1.1.4. statsmodels.sandbox.tsa.diffusion.AffineDiffusion.simEM

AffineDiffusion.simEM(xzero=None, nobs=100, T=1, dt=None, nrepl=1, Tratio=4)

from Higham 2001

TODO: reverse parameterization to start with final nobs and DT TODO: check if I can skip the loop using my way from exactprocess

problem might be Winc (reshape into 3d and sum)

TODO: (later) check memory efficiency for large simulations