ajdmom.mdl_svvj.cond2_cmom.cm

ajdmom.mdl_svvj.cond2_cmom.cm(l, par)[source]

conditional central moment in scalar

Parameters:

  • l (int) – order of the conditional central moment

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

Returns:

scalar of the central moment

Return type:

float