R/acfHKp.R

In HKprocess: Hurst-Kolmogorov Process

Defines functions acfHKp

Documented in acfHKp

acfHKp <- function(H, maxlag) {
    h2 <- 2*H
    k <- 1:maxlag
    c(1,0.5 * ((k + 1)^h2 - 2 * k^h2 + (k - 1)^h2))
}

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