theta {rlfsm} | R Documentation |
θ(g,h)_{p} = a_p^{-2} \int_{\R^2} |xy|^{-1-p}U_{g,h}(x,y) dxdy
Function of the form
θ(g,h)_{p} = a_p^{-2} \int_{\R^2} |xy|^{-1-p}U_{g,h}(x,y) dxdy
theta(p, alpha, sigma, g, h)
p |
power, real number from (-1,1) |
alpha |
self-similarity parameter of alpha stable random motion. |
sigma |
Scale parameter of lfsm |
g |
functions g,h: \R to \R with finite alpha-norm (see |
h |
functions g,h: \R to \R with finite alpha-norm (see |
Mazur S, Otryakhin D, Podolskij M (2018). “Estimation of the linear fractional stable motion.” Aarhus University.