Hurst exponent estimation of a fractional Brownian motion by using discrete variations methods in presence of outliers and/or an additive noise
|Date of publication||2009-11-22 16:11:39|
|Maintainer||J.-F. Coeurjolly <Jean-francois.Coeurjolly@upmf-grenoble.fr>|
|License||GPL (>= 2.0)|
circFBM: Simulation of a fractional Brownian motion by using the...
dilatation: Provides the dilated version of a vector
dvFBM: Discrete Variations estimate for a contaminated fBm
dvfBm-package: Simulation and Inference of contaminated Fractional Brownian...
filt: Components of a named filter
perturbFBM: Simulation of a perturbed fBm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.