rlfsm

cranv1.1.2

Simulations and Statistical Inference for Linear Fractional Stable Motions. Contains functions for simulating the linear fractional stable motion according to the algorithm developed by Mazur and Otryakhin <doi:10.32614/RJ-2020-008> based on the method from Stoev and Taqqu (2004) <doi:10.1142/S0218348X04002379>, as well as functions for estimation of parameters of these pro

License GPL-3strong copyleft0 versions1 maintainers9 deps87 weekly dl
https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion
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First published · 2022-08-27 15:14:36

Last updated · 2022-08-27T12:20:05+00:00