ajdmom.utils.fZ

ajdmom.utils.fZ(l, o, k, s, J)[source]

function \(f_{Z_t}(\boldsymbol{l},\boldsymbol{o})\) as defined in (2)

Parameters:

  • l (tuple) – vector \(\boldsymbol{l}\), should be a tuple

  • o (tuple) – vector \(\boldsymbol{o}\), should be a tuple

  • k (float) – parameter \(k\)

  • s (tuple) – jump time points

  • J (tuple) – jump sizes

Returns:

function value

Return type:

float