ajdmom.mdl_srjd.cond2_cmom

Conditional central moments (II)

Conditional central moments of the SRJD model, given the initial state and the realized jumps over the concerned interval.

Functions

cm(l, par)	conditional central moment in scalar
cmoment_v(m)	conditional central moment \(\mathbb{E}[\overline{v}^m(t) |v_0, z(s), 0\le s\le t]\)