ajdmom.mdl_svvj.cov.moment_inner_comb¶
- ajdmom.mdl_svvj.cov.moment_inner_comb(l1, m0, m1, m2, m3, m4, m5, m6, poly_eIv)[source]¶
Moment for this inner combination in expansion of \(y_n^{l_1}\)
- Parameters:
l1 (int) – order in \(y_n^{l_1}\).
m0 (int) – times of \((v_{n-1}-\theta)\) being selected.
m1 (int) – times of \(I\!E_n\) being selected.
m2 (int) – times of \(I_n\) being selected.
m3 (int) – times of \(I_n^{*}\) being selected.
m4 (int) – times of \(I\!E\!Z_n\) being selected.
m5 (int) – times of \(I\!Z_n\) being selected.
m6 (int) – times of \((\mu - \theta/2)h\) being selected.
poly_eIv (Poly) – poly with attribute
keyfor= (‘e^{-knh}IE_n’, ‘e^{-knh}IEZ_n’, ‘e^{-kh}’, ‘h’, ‘k^{-}’, ‘v_{n-1}-theta’, ‘theta’, ‘sigma_v’, ‘lmbd’, ‘mu_v’)
- Returns:
poly with attribute
keyfor= (e^{-kh}’, ‘h’, ‘k^{-}’, ‘mu’, ‘v_{n-1}-theta’, ‘theta’, ‘sigma_v’, ‘rho’, ‘sqrt(1-rho^2)’, ‘lmbd’, ‘mu_v’)- Return type: