Fits the trawl function consisting of the weighted sum of two exponential functions
fit_DExptrawl(x, Delta = 1, GMMlag = 5, plotacf = FALSE, lags = 100)vector of equidistant time series data
interval length of the time grid used in the time series, the default is 1
lag length used in the GMM estimation, the default is 5
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
w: the weight parameter (restricted to be in [0,0.5] for identifiability reasons)
lambda1: the first memory parameter (denoted by \(\lambda_1\) above)
lambda2: the second memory parameter (denoted by \(\lambda_2\) above)
LM: The Lebesgue measure of the trawl set associated with the double exponential trawl
The trawl function is parametrised by the three parameters \(0\leq w \leq 1\) and \(\lambda_1,\lambda_2 > 0\) as follows: $$g(x) = we^{\lambda_1 x}+(1-w)e^{\lambda_2 x}, \mbox{ for } x \le 0.$$ The Lebesgue measure of the corresponding trawl set is given by \(w/\lambda_1+(1-w)/\lambda_2\).