ajdmom.mdl_srjd.cond2_mom.moment_IE

ajdmom.mdl_srjd.cond2_mom.moment_IE(m)

\(\mathbb{E}[I\!E_t^m|v_0, z(s), 0\le s\le t]\)

Parameters:

m (int) – order of the conditional moment

Returns:

poly if return_all=False else IE, a dict of conditional moments of \(I\!E_t\), with key m and value Poly object with attribute keyfor = (‘v_0’, ‘k^{-}’, ‘theta’, ‘sigma’, ‘e^{kt}’, ‘l_{1:n}’)

Return type:

Poly or dict of Poly