ajdmom.mdl_svcj.ieziziz_mom.moment_ieziziz

ajdmom.mdl_svcj.ieziziz_mom.moment_ieziziz(n1, n2, n3)[source]

joint moment of \(E[IEZ_{s,t}^{n_1} IZ_{s,t}^{n_2} IZ_{s,t}^{*n_3}]\)

Parameters:
  • n1 (integer) – order of \(IEZ_{s,t}\)

  • n2 (integer) – order of \(IZ_{s,t}\)

  • n3 (integer) – order of \(IZ_{*s,t}\)

Returns:

poly with keyfor = (‘e^{kt}’, ‘e^{ks}’, ‘t-s’, ‘k^{-}’, ‘lmbd’, ‘mu_v’, ‘mu_s’, ‘sigma_s’)

Return type:

Poly