phi_of_alpha {rlfsm} | R Documentation |
A function from a general estimation procedure which is defined as m^p_-p'_k /m^p'_-p_k, originally proposed in [13].
phi_of_alpha(p, p_prime, alpha)
p |
power |
p_prime |
power |
alpha |
self-similarity parameter of alpha stable random motion. |
Mazur S, Otryakhin D, Podolskij M (2018). “Estimation of the linear fractional stable motion.” Aarhus University.