phi_of_alpha {rlfsm}R Documentation

Inverse alpha estimator

Description

A function from a general estimation procedure which is defined as m^p_-p'_k /m^p'_-p_k, originally proposed in [13].

Usage

phi_of_alpha(p, p_prime, alpha)

Arguments

p

power

p_prime

power

alpha

self-similarity parameter of alpha stable random motion.

References

Mazur S, Otryakhin D, Podolskij M (2018). “Estimation of the linear fractional stable motion.” Aarhus University.


[Package rlfsm version 1.0.0 Index]