ajdmom.mdl_srjd.cmom.cond_cmoment_v

ajdmom.mdl_srjd.cmom.cond_cmoment_v(n)

Conditional central moment \(E[(v_t - E[v])^n|v0]\)

Different from the cmoment_v() in ‘cond_cmom.py’ in the keyfor attribute.

Parameters:

n (int) – order of the conditional central moment

Returns:

poly with keyfor = (‘e^{kt}’, ‘k^{-}’, ‘v0-E[v]’, ‘E[v]’, ‘sigma’, ‘lmbd’, ‘mu_v’)

Return type:

Poly