% The script file pwsemd04 depicts the correlation functions and
% the spectral densities of the not, once and twice differentiable
% processes.

ET=-8:0.05:8; ET=ET'; AET=abs(ET); COO=exp(-AET); 
F1=1+AET; C11=COO.*F1; F2=1+AET+AET.*AET/3; C22=COO.*F2;
plot (ET,COO, ET,C11, ET,C22)
title('Covariance functions,non,once,twice,differentiable')
pause
close

OE=-8:0.05:8; OE=OE'; AOE=abs(OE); P1=1+OE.*OE; 
SOO=ones(size(OE))./P1; S11=2*SOO./P1; S22=4/3*S11./P1;
plot(OE,SOO,OE,S11,OE,S22)
pause
close