phi_of_alpha: Inverse alpha estimator

View source: R/limit_theorems.R

phi_of_alphaR Documentation

Inverse alpha estimator

Description

A function from a general estimation procedure which is defined as m^p_-p'_k /m^p'_-p_k, originally proposed in [13].

Usage

phi_of_alpha(p, p_prime, alpha)

Arguments

p

power

p_prime

power

alpha

self-similarity parameter of alpha stable random motion.

References

\insertRef

MOP18rlfsm


rlfsm documentation built on Aug. 27, 2022, 5:06 p.m.

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