Norm_alpha

Alpha-norm of an arbitrary function

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) <arXiv:1802.06373>, and also different related quantities.

Dmitry Otryakhin

rlfsm

Simulations and Statistical Inference for Linear Fractional
Stable Motions

Stepan Mazur

Mathias Ljungdahl

Norm_alpha function

<dl><dt>fun</dt>
<dd>a function to compute a norm</dd>
<dt>alpha</dt>
<dd>self-similarity parameter of alpha stable random motion.</dd>
<dt>...</dt>
<dd>a set of parameters to pass to integrate</dd></dl>

Arguments

Alpha-norm of an arbitrary function — Norm_alpha

<dl>

<dt>fun</dt>
<dd>a function to compute a norm</dd>


<dt>alpha</dt>
<dd>self-similarity parameter of alpha stable random motion.</dd>


<dt>...</dt>
<dd>a set of parameters to pass to integrate</dd>

</dl>

Norm_alpha: Alpha-norm of an arbitrary function

Description

Usage

Arguments

Details

References

Examples