ContinEstim {rlfsm} | R Documentation |
Parameter freq is preserved to allow for investigation of the inference procedure in high frequency case.
ContinEstim(t1, t2, p, k, path, freq)
t1, t2 |
real number such that t2 > t1 > 0 |
p |
power |
k |
increment order |
path |
sample path of lfsm on which the inference is to be performed |
freq |
Frequency of the motion. It can take two values: "H" for high frequency and "L" for the low frequency setting. |
Mazur S, Otryakhin D, Podolskij M (2018). “Estimation of the linear fractional stable motion.” Aarhus University.
m<-45; M<-60; N<-2^10-M alpha<-0.8; H<-0.8; sigma<-0.3 p<-0.3; k=3; t1=1; t2=2 lfsm<-path(N=N,m=m,M=M,alpha=alpha,H=H, sigma=sigma,freq='L',disable_X=FALSE,seed=3)$lfsm ContinEstim(t1,t2,p,k,path=lfsm,freq='L')