ajdmom.mdl_svij.cond2_cmom.cmoments_y_to

ajdmom.mdl_svij.cond2_cmom.cmoments_y_to(l)[source]

conditional central moments of \(y_t\) of orders \(0:l\)

Parameters:

l (int) – highest order of the central moments to derive, >= 1.

Returns:

a list of polys with attribute keyfor = (‘e^{kt}’,’t’,’k^{-}’,’v0-theta’,’theta’,’sigma’, ‘l_{1:n}’, ‘o_{1:n}’, ‘sigma/2k’,’rho-sigma/2k’,’sqrt(1-rho^2)’, ‘lmbd_s’, ‘mu_s’, ‘sigma_s’)

Return type:

list