ajdmom.mdl_1fsvj.cov.cov_yy

ajdmom.mdl_1fsvj.cov.cov_yy(l1, l2)

Moment \(cov(y_n^{l_1},y_{n+1}^{l_2})\)

Parameters:

• l1 (int) – l1 in \(E[y_n^{l_1}y_{n+1}^{l_2}]\).

• l2 (int) – l2 in \(E[y_n^{l_1}y_{n+1}^{l_2}]\).

Returns:

poly with attribute keyfor = (‘e^{-kh}’,’h’,’k^{-}’,’mu’,’theta’,’sigma_v’,’rho’,’sqrt(1-rho^2)’, ‘lambda’,’mu_j’,’sigma_j’).

Return type:

Poly