ajdmom.mdl_srjd.cond_mom.moment_v_to

ajdmom.mdl_srjd.cond_mom.moment_v_to(m)[source]

Moments of \(v_t\) to order m

\(v_t = e^{-kt}[(v_0-\theta) + x_t] + \theta\), where \(x_t = \sigma_vI\!E_t + I\!E\!Z_t\).

Parameters:

m – the highest order

Returns:

a list of moments