rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions

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.

Getting started

Package details

AuthorDmitry Otryakhin [aut, cre] (<https://orcid.org/0000-0002-4700-7221>), Stepan Mazur [aut] (<https://orcid.org/0000-0002-1395-9427>), Mathias Ljungdahl [ctb]
MaintainerDmitry Otryakhin <d.otryakhin.acad@protonmail.ch>
URL https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion
Package repositoryView on CRAN
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rlfsm documentation built on April 16, 2021, 5:06 p.m.