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  • 标题:FracSim: An R Package to Simulate Multifractional Lévy Motions
  • 本地全文:下载
  • 作者:Sébastien Déjean ; Serge Cohen
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2005
  • 卷号:14
  • 期号:1
  • 页码:1-19
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multi)fractional Lévy motions, allow fixing the Hölder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
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