ambit0.2.3 package

Autocorrelation function of the exponential trawl function

Autocorrelation function of the long memory trawl function

Autocorrelation function of the supIG trawl function

Add slices and return vector of the sums of slices

Add slices and return vector of the weighted sums of slices

Estimating the asymptotic variance in the trawl function CLT

Computing the true asymptotic variance in the CLT of the trawl estimat...

Estimating the fourth cumulant of the trawl process

discrete_fourier_sin_cos

Fits an exponential periodic trawl function to equidistant time series...

Fits an exponential trawl function to equidistant time series data

Fits an exponential trawl function to equidistant time series data

Fits an exponential trawl function to equidistant time series data

Fits a supGamma periodic trawl function to equidistant time series dat...

Fits a LM periodic trawl function to equidistant time series data

fourier_sin_cos

kernel_generic_trawl_acf_incrtol

kernel_generic_trawl_acf

kernel_trawl_acf_exp_periodic

kernel_trawl_acf_exp_sin

kernel_trawl_acf_LM_periodic

kernel_trawl_acf

Nonparametric estimation of the trawl set Leb(A)

Nonparametric estimation of the trawl (sub-) sets Leb(A), Leb(A inters...

Nonparametric estimation of the trawl (sub-) sets Leb(A), Leb(A inters...

Nonparametric estimation of the ratios Leb(A intersection A_h)/Leb(A),...

my_mse

my_mse

my_results

Nonparametric estimation of the trawl function

Computing the scaled realised quarticity

Simulation of a weighted trawl process with generic trawl function

Simulation of a weighted trawl process

Computing the feasible statistic of the trawl function CLT

Computing the feasible statistic of the trawl function CLT

Computing the infeasible test statistic from the trawl function estima...

Estimating the derivative of the trawl function

Estimating the derivative of the trawl function using the empirical de...

Bias-corrected nonparametric estimation of the trawl function

Evaluates the exponential trawl function

Evaluates the long memory trawl function

Evaluates the supIG trawl function