GarchModel.Distribution Property

Gets the conditional distribution of the innovations process. If no value is specified, a standard normal distribution is assumed.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
public ContinuousDistribution Distribution { get; }

Property Value

ContinuousDistribution

See Also