Second release

Public release of the code of the empirical study of the first revision of the preprint Sauri and Veraart, "Nonparametric estimation of trawl processes: Theory and Applications", 2024.

First release

First public release of the code of the empirical study of the preprint Sauri and Veraart (2022), "Nonparametric estimation of trawl processes: Theory and Applications".
This code uses the R package "ambit" version 0.1.2 available on CRAN.