rlfsm

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Simulations and Statistical Inference for Linear Fractional Stable Motions

Dmitry Otryakhin, Stepan Mazur

Last update: 27 August 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.2

Cites work

• Linear Fractional Stable Motion with the rlfsm R Package
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
• Estimation of the linear fractional stable motion

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