I would like to find an expression for the first terms in the expansion of the modified Bessel function of the second kind $K_n(z)$ for $n\in i\mathbb{R}$ and $z\in \mathbb{R}$ with $z\to 0^\pm$ (I am assuming such an expansion exists).
Is anyone aware of such formulas ? Most of what I could find is for real order only.
Thanks.