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
收藏
页码：360 / 378
页数：19
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