GarchModel.InnovationDistribution Property

Gets or sets the probability distribution of the innovations of the GARCH model.

Definition

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

Property Value

GarchInnovationDistribution

See Also