Joint affine transform
= Joint affine transform
For a scalar discrete-time <affine process>, the conditional <cumulant-generating function> of $\sum_{j=1}^t\theta_jX_j$ is affine in $X_0$. Backward effective parameters $q_t=\theta_t$, $q_j=\theta_j+A(q_{j+1})$ give coefficients $A(q_1)$ and $\sum_jB(q_j)$.