ajdmom.mdl_srjd.cond2_mom.moment_v

ajdmom.mdl_srjd.cond2_mom.moment_v(m)

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

Parameters:

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

Returns:

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

Return type:

Poly