• SimEstFBM

  • Referenced in 35 articles [sw26366]
  • Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study. We present ... simulation and identification of the fractional Brownian motion. The discussed implementation is realized within...
  • YUIMA

  • Referenced in 42 articles [sw11399]
  • fractional Brownian motion. For the estimation of the drift λ, the results are obtained only...
  • dvfBm

  • Referenced in 4 articles [sw14462]
  • package dvfBm: Discrete variations of a fractional Brownian motion. Hurst exponent estimation of a fractional...
  • hosking.c

  • Referenced in 1 article [sw37287]
  • Code for simulating fractional Brownian motion: I have programmed some algorithms for simulating fractional Brownian...
  • FracSim

  • Referenced in 1 article [sw26009]
  • Multifractional Lévy Motions. In this article a procedure is proposed to simulate fractional fields, which ... Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multi)fractional Lévy...
  • TurbuStat

  • Referenced in 1 article [sw28280]
  • suite for producing simulated observations of fractional Brownian Motion fields, including two-dimensional images...
  • gmp

  • Referenced in 269 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Gmsh

  • Referenced in 602 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • LAPACK

  • Referenced in 1642 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LASS

  • Referenced in 29 articles [sw00505]
  • Local Analysis of Self-Similarity - The LASS tool...
  • Maple

  • Referenced in 5124 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 5957 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 12309 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • PARDISO

  • Referenced in 270 articles [sw00679]
  • The package PARDISO is a thread-safe, high...
  • R

  • Referenced in 8601 articles [sw00771]
  • R is a language and environment for statistical...
  • REDUCE

  • Referenced in 740 articles [sw00789]
  • REDUCE is an interactive system for general algebraic...
  • SageMath

  • Referenced in 1675 articles [sw00825]
  • Sage (SageMath) is free, open-source math software...
  • Scilab

  • Referenced in 167 articles [sw00834]
  • Scilab includes hundreds of mathematical functions. It has...
  • TISEAN

  • Referenced in 158 articles [sw00967]
  • Practical implementation of nonlinear time series methods: The...