Hurst-Kolmogorov Process Implementation

etzel · March 19, 2024, 11:56pm

Hi,
I am curious if anyone has implemented the Hurst-Kolmogorov Process in pymc. There is an R implementation at CRAN - Package HKprocess but I was unable to find anything in python/pymc.

Thank you for any information.

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Hurst-Kolmogorov Process Implementation

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