acf_Exp: Autocorrelation function of the exponential trawl function
Description
This function computes the autocorrelation function associated with the
exponential trawl function.
Usage
acf_Exp(x, lambda)
Value
The autocorrelation function of the exponential trawl function
evaluated at x
Arguments
x
The argument (lag) at which the autocorrelation function associated
with the exponential trawl function will be evaluated
lambda
parameter in the exponential trawl
Details
The trawl function is parametrised by the parameter \(\lambda > 0\)
as follows:
$$g(x) = e^{\lambda x}, \mbox{ for } x \le 0.$$
Its autocorrelation function is given by:
$$r(x) = e^{-\lambda x}, \mbox{ for } x \ge 0.$$