Hurst exponent estimation of a fractional Brownian motion by using discrete variations methods in presence of outliers and/or an additive noise
| Version: | 1.0 |
| Depends: | wmtsa |
| Published: | 2009-11-22 |
| Author: | Jean-Francois Coeurjolly |
| Maintainer: | J.-F. Coeurjolly <Jean-francois.Coeurjolly at upmf-grenoble.fr> |
| License: | GPL (≥ 2.0) |
| NeedsCompilation: | no |
| CRAN checks: | dvfBm results |
| Package source: | dvfBm_1.0.tar.gz |
| MacOS X binary: | dvfBm_1.0.tgz |
| Windows binary: | dvfBm_1.0.zip |
| Reference manual: | dvfBm.pdf |