a_tilda {rlfsm}

Creates the corresponding value from the paper by Stoev and Taqqu (2004).

Description

a_tilda triggers a_tilda_cpp which is written in C++ and essentially performs the computation of the value.

Usage

a_tilda(N, m, M, alpha, H)

Arguments

N

a number of points of the lfsm.

m

discretization. A number of points between two nearby motion points

M

truncation parameter. A number of points at which the integral representing the definition of lfsm is calculated. So, after M points back we consider the rest of the integral to be 0.

alpha

self-similarity parameter of alpha stable random motion.

H

Hurst parameter

References

Stoev S, Taqqu MS (2004). “Simulation methods for linear fractional stable motion and FARIMA using the Fast Fourier Transform.” Fractals, 95(1), 95-121. https://doi.org/10.1142/S0218348X04002379.