ajdmom.mdl_srjd.cond2_cmom.cmoment_v

ajdmom.mdl_srjd.cond2_cmom.cmoment_v(m)[source]

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

Parameters:

m (int) – order of the conditional central moments of \(v(t)\)

Returns:

poly with attribute keyfor = (‘v_0’, ‘k^{-}’, ‘theta’, ‘sigma’, ‘e^{kt}’, ‘l_{1:n}’)

Return type:

Poly