kernel_trawl_acf_LM_periodic

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_LM_periodic function

<dl><dt>x</dt>
<dd>argument for which the acf will be computed (this can be a vector)</dd>
<dt>alpha</dt>
<dd>parameter in the trawl function</dd>
<dt>H</dt>
<dd>parameter in the trawl function</dd>
<dt>a</dt>
<dd>vector of Fourier coefficients</dd>
<dt>b</dt>
<dd>vector of Fourier coefficients</dd>
<dt>tau</dt>
<dd>period in the sine function</dd></dl>

Arguments

kernel_trawl_acf_LM_periodic — kernel_trawl_acf_LM_periodic

<dl>

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


<dt>alpha</dt>
<dd>parameter in the trawl function</dd>


<dt>H</dt>
<dd>parameter in the trawl function</dd>


<dt>a</dt>
<dd>vector of Fourier coefficients</dd>


<dt>b</dt>
<dd>vector of Fourier coefficients</dd>


<dt>tau</dt>
<dd>period in the sine function</dd>

</dl>

kernel_trawl_acf_LM_periodic: kernel_trawl_acf_LM_periodic

Description

Usage

Value

Arguments

Details