ajdmom.mdl_svij.cond2_mom.m

ajdmom.mdl_svij.cond2_mom.m(l, par)

conditional moment in scalar

Parameters:

• l (int) – order of the conditional moment

• par (dict) – parameters in dict, jumptime (tuple) and jumpsize (tuple) must also be included

Returns:

scalar of the moment

Return type:

float