ajdmom.mdl_srjd.cond2_mom.fZ¶

ajdmom.mdl_srjd.cond2_mom.fZ(l, k, s, J)[source]¶

function \(f_{Z_t}(l_{1:n})\) as defined in (2)

Parameters:

l (tuple) – vector \(\boldsymbol{l}\), should be a tuple
k (float) – parameter \(k\)
s (tuple) – jump time points
J (tuple) – jump sizes

Returns:

function value

Return type: