ajdmom.ito_cond2_mom.moment_IEII

ajdmom.ito_cond2_mom.moment_IEII(n1, n2, n3)

\(\mathbb{E}[I\!E_t^{n_1}I_t^{n_2}(I_t^{*})^{n_3} |v_0, z(s), 0\le s\le t]\)

Parameters:

• n1 (int) – power of \(I\!E_t\).

• n2 (int) – power of \(I_t\).

• n3 (int) – power of \(I_t^{*}\).

Returns:

poly with keyfor = (‘e^{kt}’,’t’,’k^{-}’,’v0-theta’,’theta’,’sigma’,’l_{1:n}’,’o_{1:n}’).

Return type:

Poly