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
- Jean-Francois Coeurjolly
- Date of publication
- 2009-11-22 16:11:39
- J.-F. Coeurjolly <Jean-francois.Coeurjolly@upmf-grenoble.fr>
- GPL (>= 2.0)
- Simulation of a fractional Brownian motion by using the...
- Provides the dilated version of a vector
- Discrete Variations estimate for a contaminated fBm
- Simulation and Inference of contaminated Fractional Brownian...
- Components of a named filter
- Simulation of a perturbed fBm
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