ajdmom.ito_mom.moment_IEII

ajdmom.ito_mom.moment_IEII(n3, n4, n5)

\(\mathbb{E}[I\!E_{n-1,t}^{n_3}I_{n-1,t}^{n_4}I_{n-1,t}^{*n_5}|v_{n-1}]\)

Parameters:

• n3 (int) – \(n_3\) in \(\mathbb{E}[I\!E_{n-1,t}^{n_3}I_{n-1,t}^{n_4}I_{n-1,t}^{*n_5}|v_{n-1}]\).

• n4 (int) – \(n_4\) in \(\mathbb{E}[I\!E_{n-1,t}^{n_3}I_{n-1,t}^{n_4}I_{n-1,t}^{*n_5}|v_{n-1}]\).

• n5 (int) – \(n_5\) in \(\mathbb{E}[I\!E_{n-1,t}^{n_3}I_{n-1,t}^{n_4}I_{n-1,t}^{*n_5}|v_{n-1}]\).

Returns:

poly with attribute keyfor = (‘e^{k(n-1)h}’,’e^{k[t-(n-1)h]}’,’[t-(n-1)h]’,’v_{n-1}’,’k^{-}’,’theta’, ‘sigma_v’).

Return type:

Poly