Estimation and Simulation of Trawl Processes

acf_DExp | Autocorrelation function of the double exponential trawl... |

acf_Exp | Autocorrelation function of the exponential trawl function |

acf_LM | Autocorrelation function of the long memory trawl function |

acf_supIG | Autocorrelation function of the supIG trawl function |

Bivariate_LSDsim | Simulates from the bivariate logarithmic series distribution |

Bivariate_NBsim | Simulates from the bivariate negative binomial distribution |

BivLSD_Cor | Computes the correlation of the components of a bivariate... |

BivLSD_Cov | Computes the covariance of the components of a bivariate... |

BivModLSD_Cor | Computes the correlation of the components of a bivariate... |

BivModLSD_Cov | Computes the covariance of the components of a bivariate... |

fit_DExptrawl | Fits the trawl function consisting of the weighted sum of two... |

fit_Exptrawl | Fits an exponential trawl function to equidistant time series... |

fit_LMtrawl | Fits a long memory trawl function to equidistant univariate... |

fit_marginalNB | Fist a negative binomial distribution as marginal law |

fit_marginalPoisson | Fits a Poisson distribution as marginal law |

fit_supIGtrawl | Fits a supIG trawl function to equidistant univariate time... |

fit_trawl_intersection | Finds the intersection of two trawl sets |

fit_trawl_intersection_Exp | Finds the intersection of two exponential trawl sets |

fit_trawl_intersection_LM | Finds the intersection of two long memory (LM) trawl sets |

LSD_Mean | Computes the mean of the logarithmic series distribution |

LSD_Var | Computes the variance of the logarithmic series distribution |

ModLSD_Mean | Computes the mean of the modified logarithmic series... |

ModLSD_Var | Computes the variance of the modified logarithmic series... |

plot_2and1hist | Plots the bivariate histogram of two time series together... |

sim_BivariateTrawl | Simulates a bivariate trawl process |

sim_UnivariateTrawl | Simulates a univariate trawl process |

trawl_DExp | Evaluates the double exponential trawl function |

trawl_Exp | Evaluates the exponential trawl function |

trawl_LM | Evaluates the long memory trawl function |

trawl_supIG | Evaluates the supIG trawl function |

Trivariate_LSDsim | Simulates from the trivariate logarithmic series distribution |

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