Fits a long memory trawl function to equidistant univariate time series data
fit_LMtrawl(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
alpha: parameter in the long memory trawl
H: parameter in the long memory trawl
LM: The Lebesgue measure of the trawl set associated with the long memory trawl
The trawl function is parametrised by the two parameters \(H> 1\) and \(\alpha > 0\) as follows: $$g(x) = (1-x/\alpha)^{-H},\mbox{ for } x \le 0.$$ The Lebesgue measure of the corresponding trawl set is given by \(\alpha/(1-H)\).