
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 twodimensional 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 SelfSimilarity  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 highlevel language and interactive...

PARDISO
 Referenced in 270 articles
[sw00679]
 The package PARDISO is a threadsafe, 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, opensource 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...