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

Package details

AuthorJean-Francois Coeurjolly
MaintainerJ.-F. Coeurjolly <Jean-francois.Coeurjolly@upmf-grenoble.fr>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
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dvfBm documentation built on May 29, 2017, 9:08 p.m.