alpha_hat | Statistical estimator for alpha |
a_p | Function a_p. |
a_tilda | Creates the corresponding value from the paper by Stoev and... |
ContinEstim | Parameter estimation procedure in continuous case. |
GenHighEstim | High frequency estimation procedure for lfsm. |
GenLowEstim | Low frequency estimation procedure for lfsm. |
H_hat | Statistical estimator of H in high/low frequency setting |
h_kr | Function h_kr |
increment | Higher order increments |
MCestimLFSM | Numerical properties of statistical estimators operating on... |
m_pk | m(-p,k) |
Norm_alpha | Alpha-norm of an arbitrary function |
path | Generator of linear fractional stable motion |
Path_array | Path array generator |
paths | Generator of a set of lfsm paths. |
phi | Phi |
phi_of_alpha | Inverse alpha estimator |
Plot_dens | (alpha,H,sigma)- density plot |
Plot_list_paths | Rendering of path lattice |
Plot_vb | A function to plot variance- and bias dependencies of... |
Retrieve_stats | Retrieve statistics(bias, variance) of estimators based on a... |
R_hl | R high /low |
sf | Statistic V |
sigma_hat | Statistical estimator for sigma |
theta | Function theta |
U_g | alpha norm of u*g |
U_gh | alpha-norm of u*g + v*h. |
U_ghuv | A dependence structure of 2 random variables. |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.