ajdmom.mdl_2fsvj.cov.cov_yy

ajdmom.mdl_2fsvj.cov.cov_yy(l1, l2)[source]

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

Parameters:

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

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

Returns:

poly with attribute keyfor = (‘(n_1m*k1+n_2m*k2)^{-i_m},…,(n_11*k1+n_21*k2)^{-i_1}’, ‘e^{-(n1*k1+n2*k2)h}’,’h’,’mu’, ‘theta1’,’sigma_v1’,’theta2’,’sigma_v2’, ‘lambda’,’mu_j’,’sigma_j’).

Return type:

Poly