Fits a LM periodic trawl function to equidistant time series data
fit_LM_sin_trawl(x, GMMlag = 10, Delta = 1, plotacf = FALSE, lags = 100)lambda: the memory parameter \(\lambda\) in the exponential trawl
vector of equidistant time series data
lag length used in the GMM estimation, the default is 10
interval length of the time grid used in the time series, the default is 1
binary variable specifying whether or not the empirical and fitted autocorrelation function should be plotted
number of lags to be used in the plot of the autocorrelation function
The trawl function is parametrised by the parameter \(\lambda > 0\) as follows: $$g(x) = e^{\lambda x}, \mbox{ for } x \le 0.$$ The Lebesgue measure of the corresponding trawl set is given by \(1/\lambda\). Both parameters \(\lambda\) and \(\tau\) are estimated by GMM.