ajdmom.mdl_1fsv.cond_cmom.int_mIEII

ajdmom.mdl_1fsv.cond_cmom.int_mIEII(c, tp, m, poly)[source]

Integral of \(c \times tp \times \int_{(n-1)h}^t e^{mks} poly ds\)

Parameters:

  • c (int) – coefficient to multiply with

  • tp (int) –

    type of the multiplication,

    tp

    multiply with

    1

    \(e^{k(n-1)h}(v_{n-1}-\theta)\)

    2

    \(\theta\)

    3

    \(\sigma_v\)

  • m (int) – power of \(e^{ks}\) in the integrand

  • poly (Poly) – a Poly object, such as \(\mathbb{E}[I\!E_t^{m_1} I_t^{m_2} I_t^{*m_3}]\), with attribute keyfor = (‘e^{kt}’, ‘t’, ‘k^{-}’, ‘v_0-theta’, ‘theta’, ‘sigma’).

Returns:

poly with the same keyfor as that in the input poly

Return type:

Poly