rlfsm

Simulations and Statistical Inference for Linear Fractional Stable Motions

CRAN Package

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) doi:10.48550/arXiv.1802.06373, and also different related quantities.


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  • Depends2 packages
  • Imports6 packages
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