Open AccessFracSim: AnRPackage to Simulate Multifractional Lévy Motions
Author(s) -
Sébastien Déjean,
Serge Cohen
Publication year - 2005
Publication title -
journal of statistical software
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v014.i18
Subject(s) - fractional brownian motion , exponent , point (geometry) , gaussian , computer science , mathematics , brownian motion , physics , geometry , statistics , philosophy , linguistics , quantum mechanics