Discrete variations of a fractional Brownian motion


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Documentation for package ‘dvfBm’ version 1.0

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dvfBm-package Simulation and Inference of contaminated Fractional Brownian Motions
circFBM Simulation of a fractional Brownian motion by using the circulant matrix method
dilatation Provides the dilated version of a vector
dvFBM Discrete Variations estimate for a contaminated fBm
filt Components of a named filter
perturbFBM Simulation of a perturbed fBm