Computes the corresponding function value from Mazur et al. 2018.

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

a_p function

<dl><dt>p</dt>
<dd>power, real number from (-1,1)</dd></dl>

Arguments

Function a_p. — a_p

<dl>

<dt>p</dt>
<dd>power, real number from (-1,1)</dd>

</dl>

a_p: Function a_p.

Description

Usage

Arguments

References