Man pages for rlfsm
Simulations and Statistical Inference for Linear Fractional Stable Motions

alpha_hatStatistical estimator for alpha
a_pFunction a_p.
a_tildaCreates the corresponding value from the paper by Stoev and...
ContinEstimParameter estimation procedure in continuous case.
GenHighEstimHigh frequency estimation procedure for lfsm.
GenLowEstimLow frequency estimation procedure for lfsm.
H_hatStatistical estimator of H in high/low frequency setting
h_krFunction h_kr
incrementHigher order increments
MCestimLFSMNumerical properties of statistical estimators operating on...
Norm_alphaAlpha-norm of an arbitrary function
pathGenerator of linear fractional stable motion
Path_arrayPath array generator
pathsGenerator of a set of lfsm paths.
phi_of_alphaInverse alpha estimator
Plot_dens(alpha,H,sigma)- density plot
Plot_list_pathsRendering of path lattice
Plot_vbA function to plot variance- and bias dependencies of...
Retrieve_statsRetrieve statistics(bias, variance) of estimators based on a...
R_hlR high /low
sfStatistic V
sigma_hatStatistical estimator for sigma
thetaFunction theta
U_galpha norm of u*g
U_ghalpha-norm of u*g + v*h.
U_ghuvA dependence structure of 2 random variables.
rlfsm documentation built on Aug. 27, 2022, 5:06 p.m.