Computation of <it><bold>p</it></bold>-variation

被引：2

作者：

Butkus, Vygantas ^{[1
]}

Norvaisa, Rimas ^{[1
]}

机构：

[1] Vilnius Univ, Fac Math & Informat, Naugarduko Str 24, LT-08663 Vilnius, Lithuania

来源：

LITHUANIAN MATHEMATICAL JOURNAL | 2018年 / 58卷 / 04期

关键词：

p-variation; computation; piecewise monotone function; 26A45; PARTIAL SUM PROCESSES;

D O I：

10.1007/s10986-018-9414-3

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A code for computing the p-variation of a piecewise monotone function is introduced. The code is publicly available in the R environment package under the name pvar. The algorithm is based on some properties of the p-variation of a piecewise monotone function proved in this paper. The mathematical results may have their own interest.

引用

页码：360 / 378

页数：19

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