Installation
About
Contains functions for simulating the linear fractional stable motion according to the algorithm developed by Mazur and Otryakhin doi:10.32614/RJ-2020-008 based on the method from Stoev and Taqqu (2004) doi:10.1142/S0218348X04002379, as well as functions for estimation of parameters of these processes introduced by Mazur, Otryakhin and Podolskij (2018)
| Citation | rlfsm citation info |
| gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion |
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Maintainer
| Maintainer | Dmitry Otryakhin |