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dvfBm: Discrete variations of a fractional Brownian motion
Hurst exponent estimation of a fractional Brownian motion by using discrete variations methods in presence of outliers and/or an additive noise
Getting started
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Package details |
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| Author | Jean-Francois Coeurjolly |
| Maintainer | J.-F. Coeurjolly <Jean-francois.Coeurjolly@upmf-grenoble.fr> |
| License | GPL (>= 2.0) |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
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