kernel_trawl_acf

Simulation and estimation tools for
various types of ambit processes, including trawl processes and weighted
trawl processes.

Almut D. Veraart

ambit

Simulation and Estimation of Ambit Processes

Almut E. D. Veraart

kernel_trawl_acf function

<dl><dt>p</dt>
<dd>kernel function to be used in the weighted trawl process</dd>
<dt>trawlfct</dt>
<dd>the trawl function used (Exp, supIG or LM)</dd>
<dt>trawlfct_par</dt>
<dd>parameter vector of trawl function</dd>
<dt>x</dt>
<dd>argument for which the acf will be computed (this can be a vector)</dd></dl>

Arguments

kernel_trawl_acf — kernel_trawl_acf

<dl>

<dt>p</dt>
<dd>kernel function to be used in the weighted trawl process</dd>


<dt>trawlfct</dt>
<dd>the trawl function used (Exp, supIG or LM)</dd>


<dt>trawlfct_par</dt>
<dd>parameter vector of trawl function</dd>


<dt>x</dt>
<dd>argument for which the acf will be computed (this can be a vector)</dd>

</dl>

kernel_trawl_acf: kernel_trawl_acf

Description

Usage

Value

Arguments

Details