theta {rlfsm}

Function theta

Description

Function of the form

\theta(g,h)_{p} = a_p^{-2} \int_{\R^2} |xy|^{-1-p}U_{g,h}(x,y) dxdy

Usage

theta(p, alpha, sigma, g, h)

Arguments

p

power, real number from (-1,1)

alpha

self-similarity parameter of alpha stable random motion.

sigma

Scale parameter of lfsm

g, h

functions g,h: \R \to \R with finite alpha-norm (see Norm_alpha).

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.