Déjean, Sébastien; Cohen, Serge - In: Journal of Statistical Software 14 (2005) i18
In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multi)fractional Lévy motions, allow fixing the Hölder exponent at each point. FracSim is an R package...