a_p {rlfsm}

Function a_p.

Description

Computes the corresponding function value from Mazur et al. 2018.

Usage

a_p(p)

Arguments

p

power, real number from (-1,1)

References

Mazur S, Otryakhin D, Podolskij M (2020). “Estimation of the linear fractional stable motion.” Bernoulli, 26(1), 226–252. https://doi.org/10.3150/19-BEJ1124.