Contains functions for simulating linear fractional stable motions, according to techniques developed by Stoev and Taqqu (2004) <doi:10.1142/S0218348X04002379>, as well as functions for computing important statistics used with these processes introduced by Mazur, Otryakhin and Podolskij (2018) <arXiv:1802.06373>, and also different quantities related to those statistics.
|Author||Dmitry Otryakhin [aut, cre], Stepan Mazur [aut]|
|Maintainer||Dmitry Otryakhin <[email protected]>|
|Package repository||View on CRAN|
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